Rtl Group Sa Stock Market Value
| RGLXY Stock | USD 3.40 0.00 0.00% |
| Symbol | RTL |
RTL Group '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 RTL Group's pink sheet 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 RTL Group.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in RTL Group on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding RTL Group SA or generate 0.0% return on investment in RTL Group over 30 days. RTL Group is related to or competes with ITV Plc, ITV PLC, IHeartMedia, and ProSiebenSat1 Media. RTL Group S.A., an entertainment company, operates television channels and radio stations, and provides streaming servic... More
RTL Group 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 RTL Group's pink sheet 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 RTL Group SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.65 | |||
| Information Ratio | 0.0615 | |||
| Maximum Drawdown | 53.38 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 3.07 |
RTL Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RTL Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RTL Group's standard deviation. In reality, there are many statistical measures that can use RTL Group historical prices to predict the future RTL Group's volatility.| Risk Adjusted Performance | 0.0545 | |||
| Jensen Alpha | 0.3702 | |||
| Total Risk Alpha | 0.4328 | |||
| Sortino Ratio | 0.0304 | |||
| Treynor Ratio | (0.32) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of RTL Group's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
RTL Group SA Backtested Returns
RTL Group appears to be dangerous, given 3 months investment horizon. RTL Group SA maintains Sharpe Ratio (i.e., Efficiency) of 0.0958, which implies the firm had a 0.0958 % return per unit of volatility over the last 3 months. By reviewing RTL Group's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please evaluate RTL Group's semi deviation of 3.69, and Risk Adjusted Performance of 0.0545 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RTL Group holds a performance score of 7. The company holds a Beta of -1.18, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning RTL Group are expected to decrease by larger amounts. On the other hand, during market turmoil, RTL Group is expected to outperform it. Please check RTL Group's sortino ratio, semi variance, day typical price, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether RTL Group's historical price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
RTL Group SA has no correlation between past and present. Overlapping area represents the amount of predictability between RTL Group 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 RTL Group SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current RTL Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
RTL Group SA lagged returns against current returns
Autocorrelation, which is RTL Group pink sheet'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 RTL Group's pink sheet expected returns. We can calculate the autocorrelation of RTL Group returns to help us make a trade decision. For example, suppose you find that RTL Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
RTL Group 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 RTL Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RTL Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RTL Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
RTL Group Lagged Returns
When evaluating RTL Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RTL Group pink sheet have on its future price. RTL Group 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, RTL Group autocorrelation shows the relationship between RTL Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in RTL Group SA.
Regressed Prices |
| Timeline |
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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 RTL Pink Sheet Analysis
When running RTL Group's price analysis, check to measure RTL Group'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 RTL Group is operating at the current time. Most of RTL Group's value examination focuses on studying past and present price action to predict the probability of RTL Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RTL Group's price. Additionally, you may evaluate how the addition of RTL Group to your portfolios can decrease your overall portfolio volatility.