Regal Investment (Australia) Market Value
| RF1 Stock | 3.27 0.03 0.91% |
| 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.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Regal Investment on January 28, 2025 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 30 days. Regal Investment is related to or competes with Duxton Broadacre, Red Hill, EROAD, Catalyst Metals, and Falcon Metals. 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.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.88 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.21 |
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 | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 0.4297 |
Regal Investment Backtested Returns
Regal Investment maintains Sharpe Ratio (i.e., Efficiency) of -0.0281, which implies the firm had a -0.0281 % return per unit of risk over the last 3 months. Regal Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Regal Investment's Risk Adjusted Performance of (0.04), variance of 0.7146, and Coefficient Of Variation of (1,814) to confirm the risk estimate we provide. The company holds a Beta of -0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Regal Investment are expected to decrease at a much lower rate. During the bear market, Regal Investment is likely to outperform the market. At this point, Regal Investment has a negative expected return of -0.0222%. Please make sure to check Regal Investment's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Regal Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.61 |
Good predictability
Regal Investment has good predictability. Overlapping area represents the amount of predictability between Regal Investment time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Regal Investment price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Regal Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
Thematic Opportunities
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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.