Retail Food (Australia) Market Value
| RFG Stock | 1.99 0.07 3.65% |
| Symbol | Retail |
Retail Food '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 Retail Food'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 Retail Food.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Retail Food on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Retail Food Group or generate 0.0% return on investment in Retail Food over 90 days. Retail Food is related to or competes with Carlton Investments, WiseTech Global, Clime Investment, BKI Investment, MFF Capital, and British Amer. Retail Food is entity of Australia. It is traded as Stock on AU exchange. More
Retail Food 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 Retail Food'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 Retail Food Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 16.32 | |||
| Value At Risk | (6.34) | |||
| Potential Upside | 5.0 |
Retail Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Retail Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Retail Food's standard deviation. In reality, there are many statistical measures that can use Retail Food historical prices to predict the future Retail Food's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 1.25 |
Retail Food Group Backtested Returns
Retail Food Group maintains Sharpe Ratio (i.e., Efficiency) of -0.17, which implies the firm had a -0.17 % return per unit of risk over the last 3 months. Retail Food Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Retail Food's Variance of 11.18, risk adjusted performance of (0.11), and Coefficient Of Variation of (725.05) to confirm the risk estimate we provide. The company holds a Beta of -0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Retail Food are expected to decrease at a much lower rate. During the bear market, Retail Food is likely to outperform the market. At this point, Retail Food Group has a negative expected return of -0.54%. Please make sure to check Retail Food's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if Retail Food Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Retail Food Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Retail Food time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Retail Food Group price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Retail Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Retail Food Group lagged returns against current returns
Autocorrelation, which is Retail Food 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 Retail Food's stock expected returns. We can calculate the autocorrelation of Retail Food returns to help us make a trade decision. For example, suppose you find that Retail Food 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 |
Retail Food 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 Retail Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Retail Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Retail Food stock over time.
Current vs Lagged Prices |
| Timeline |
Retail Food Lagged Returns
When evaluating Retail Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Retail Food stock have on its future price. Retail Food 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, Retail Food autocorrelation shows the relationship between Retail Food stock current value and its past values and can show if there is a momentum factor associated with investing in Retail Food Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Retail Stock Analysis
When running Retail Food's price analysis, check to measure Retail Food'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 Retail Food is operating at the current time. Most of Retail Food's value examination focuses on studying past and present price action to predict the probability of Retail Food's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Retail Food's price. Additionally, you may evaluate how the addition of Retail Food to your portfolios can decrease your overall portfolio volatility.