Roebuck Food (UK) Market Value
| RFG Stock | 16.50 0.00 0.00% |
| Symbol | Roebuck |
Roebuck 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 Roebuck 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 Roebuck Food.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Roebuck Food on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Roebuck Food Group or generate 0.0% return on investment in Roebuck Food over 90 days. Roebuck Food is related to or competes with Ashtead Technology, MTI Wireless, Pfeiffer Vacuum, Global Net, Ross Stores, Dairy Farm, and Alfa Financial. Roebuck Food is entity of United Kingdom More
Roebuck 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 Roebuck 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 Roebuck Food Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0899 | |||
| Maximum Drawdown | 8.66 |
Roebuck Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roebuck Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roebuck Food's standard deviation. In reality, there are many statistical measures that can use Roebuck Food historical prices to predict the future Roebuck Food's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0711 | |||
| Treynor Ratio | (0.16) |
Roebuck Food Group Backtested Returns
Roebuck Food Group maintains Sharpe Ratio (i.e., Efficiency) of -0.029, which implies the firm had a -0.029 % return per unit of risk over the last 3 months. Roebuck Food Group exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Roebuck Food's Risk Adjusted Performance of (0.03), variance of 0.7008, and Coefficient Of Variation of (3,523) to confirm the risk estimate we provide. The company holds a Beta of 0.22, which implies not very significant fluctuations relative to the market. As returns on the market increase, Roebuck Food's returns are expected to increase less than the market. However, during the bear market, the loss of holding Roebuck Food is expected to be smaller as well. At this point, Roebuck Food Group has a negative expected return of -0.0249%. Please make sure to check Roebuck Food's skewness, day median price, and the relationship between the jensen alpha and accumulation distribution , to decide if Roebuck Food Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.86 |
Excellent reverse predictability
Roebuck Food Group has excellent reverse predictability. Overlapping area represents the amount of predictability between Roebuck Food time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Roebuck Food Group price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Roebuck Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Roebuck Food Group lagged returns against current returns
Autocorrelation, which is Roebuck 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 Roebuck Food's stock expected returns. We can calculate the autocorrelation of Roebuck Food returns to help us make a trade decision. For example, suppose you find that Roebuck 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 |
Roebuck 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 Roebuck Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roebuck Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roebuck Food stock over time.
Current vs Lagged Prices |
| Timeline |
Roebuck Food Lagged Returns
When evaluating Roebuck Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roebuck Food stock have on its future price. Roebuck 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, Roebuck Food autocorrelation shows the relationship between Roebuck Food stock current value and its past values and can show if there is a momentum factor associated with investing in Roebuck Food 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.Other Information on Investing in Roebuck Stock
Roebuck Food financial ratios help investors to determine whether Roebuck Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Roebuck with respect to the benefits of owning Roebuck Food security.