Regal Investment (Australia) Market Value
| RF1 Stock | 3.42 0.01 0.29% |
| Symbol | Regal |
Regal Investment '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 Regal Investment'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 Regal Investment.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Regal Investment on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Regal Investment or generate 0.0% return on investment in Regal Investment over 720 days. Regal Investment is related to or competes with ABACUS STORAGE, Midway, Aristocrat Leisure, and Imricor Medical. Regal Investment is entity of Australia. It is traded as Stock on AU exchange. More
Regal Investment 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 Regal Investment'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 Regal Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.57 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 1.96 |
Regal Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regal Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regal Investment's standard deviation. In reality, there are many statistical measures that can use Regal Investment historical prices to predict the future Regal Investment's volatility.| Risk Adjusted Performance | 0.0574 | |||
| Jensen Alpha | 0.0194 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1683 |
Regal Investment Backtested Returns
Currently, Regal Investment is somewhat reliable. Regal Investment maintains Sharpe Ratio (i.e., Efficiency) of 0.0698, which implies the firm had a 0.0698% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Regal Investment, which you can use to evaluate the volatility of the company. Please check Regal Investment's Risk Adjusted Performance of 0.0574, coefficient of variation of 1432.45, and Semi Deviation of 1.17 to confirm if the risk estimate we provide is consistent with the expected return of 0.0902%. Regal Investment has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of 0.48, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Regal Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Regal Investment is expected to be smaller as well. Regal Investment right now holds a risk of 1.29%. Please check Regal Investment jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Regal Investment will be following its historical price patterns.
Auto-correlation | -0.02 |
Very weak reverse predictability
Regal Investment has very weak reverse predictability. Overlapping area represents the amount of predictability between Regal Investment time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Regal Investment price movement. The serial correlation of -0.02 indicates that only 2.0% of current Regal Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Regal Investment lagged returns against current returns
Autocorrelation, which is Regal Investment 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 Regal Investment's stock expected returns. We can calculate the autocorrelation of Regal Investment returns to help us make a trade decision. For example, suppose you find that Regal Investment 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 |
Regal Investment 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 Regal Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regal Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regal Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Regal Investment Lagged Returns
When evaluating Regal Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regal Investment stock have on its future price. Regal Investment 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, Regal Investment autocorrelation shows the relationship between Regal Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Regal Investment.
Regressed Prices |
| Timeline |
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Additional Tools for Regal Stock Analysis
When running Regal Investment's price analysis, check to measure Regal Investment'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 Regal Investment is operating at the current time. Most of Regal Investment's value examination focuses on studying past and present price action to predict the probability of Regal Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Regal Investment's price. Additionally, you may evaluate how the addition of Regal Investment to your portfolios can decrease your overall portfolio volatility.