Revolution Beauty (UK) Market Value
| REVB Stock | 14.14 0.83 6.24% |
| Symbol | Revolution |
Revolution Beauty 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Revolution Beauty's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Revolution Beauty.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Revolution Beauty on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Revolution Beauty Group or generate 0.0% return on investment in Revolution Beauty over 90 days. Revolution Beauty is related to or competes with GreenX Metals, Impax Asset, Coeur Mining, Jacquet Metal, Metals Exploration, Litigation Capital, and Tyson Foods. Revolution Beauty is entity of United Kingdom More
Revolution Beauty Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Revolution Beauty's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Revolution Beauty Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.32 | |||
| Information Ratio | 0.0621 | |||
| Maximum Drawdown | 52.25 | |||
| Value At Risk | (10.50) | |||
| Potential Upside | 10.94 |
Revolution Beauty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Revolution Beauty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Revolution Beauty's standard deviation. In reality, there are many statistical measures that can use Revolution Beauty historical prices to predict the future Revolution Beauty's volatility.| Risk Adjusted Performance | 0.05 | |||
| Jensen Alpha | 0.1707 | |||
| Total Risk Alpha | 1.16 | |||
| Sortino Ratio | 0.0665 | |||
| Treynor Ratio | (0.24) |
Revolution Beauty Backtested Returns
Currently, Revolution Beauty Group is slightly risky. Revolution Beauty maintains Sharpe Ratio (i.e., Efficiency) of 0.0238, which implies the firm had a 0.0238 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Revolution Beauty, which you can use to evaluate the volatility of the company. Please check Revolution Beauty's Risk Adjusted Performance of 0.05, coefficient of variation of 2107.35, and Semi Deviation of 5.83 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Revolution Beauty has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of -1.29, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Revolution Beauty are expected to decrease by larger amounts. On the other hand, during market turmoil, Revolution Beauty is expected to outperform it. Revolution Beauty right now holds a risk of 6.83%. Please check Revolution Beauty maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to decide if Revolution Beauty will be following its historical price patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
Revolution Beauty Group has weak reverse predictability. Overlapping area represents the amount of predictability between Revolution Beauty time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Revolution Beauty price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Revolution Beauty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
Revolution Beauty lagged returns against current returns
Autocorrelation, which is Revolution Beauty stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Revolution Beauty's stock expected returns. We can calculate the autocorrelation of Revolution Beauty returns to help us make a trade decision. For example, suppose you find that Revolution Beauty has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Revolution Beauty regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Revolution Beauty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Revolution Beauty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Revolution Beauty stock over time.
Current vs Lagged Prices |
| Timeline |
Revolution Beauty Lagged Returns
When evaluating Revolution Beauty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Revolution Beauty stock have on its future price. Revolution Beauty autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Revolution Beauty autocorrelation shows the relationship between Revolution Beauty stock current value and its past values and can show if there is a momentum factor associated with investing in Revolution Beauty Group.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Revolution Stock Analysis
When running Revolution Beauty's price analysis, check to measure Revolution Beauty's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Revolution Beauty is operating at the current time. Most of Revolution Beauty's value examination focuses on studying past and present price action to predict the probability of Revolution Beauty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Revolution Beauty's price. Additionally, you may evaluate how the addition of Revolution Beauty to your portfolios can decrease your overall portfolio volatility.