Roche Holding Ag Stock Market Value
| RHHVF Stock | USD 349.90 8.11 2.37% |
| Symbol | Roche |
Roche Holding '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 Roche Holding's otc 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 Roche Holding.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Roche Holding on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Roche Holding AG or generate 0.0% return on investment in Roche Holding over 90 days. Roche Holding is related to or competes with AstraZeneca PLC, Roche Holding, Roche Holding, Grifols SA, Novartis, Scilex Holding, and Novartis. Roche Holding AG engages in the pharmaceuticals and diagnostics businesses in Switzerland, Germany, the United States, A... More
Roche Holding 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 Roche Holding's otc 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 Roche Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.34 | |||
| Information Ratio | 0.3005 | |||
| Maximum Drawdown | 6.16 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 3.18 |
Roche Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roche Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roche Holding's standard deviation. In reality, there are many statistical measures that can use Roche Holding historical prices to predict the future Roche Holding's volatility.| Risk Adjusted Performance | 0.1844 | |||
| Jensen Alpha | 0.3106 | |||
| Total Risk Alpha | 0.5677 | |||
| Sortino Ratio | 0.3387 | |||
| Treynor Ratio | (21.86) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Roche Holding'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.
Roche Holding AG Backtested Returns
Roche Holding appears to be very steady, given 3 months investment horizon. Roche Holding AG maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the firm had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Roche Holding AG, which you can use to evaluate the volatility of the company. Please evaluate Roche Holding's Risk Adjusted Performance of 0.1844, coefficient of variation of 469.13, and Semi Deviation of 0.9565 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Roche Holding holds a performance score of 18. The company holds a Beta of -0.0143, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Roche Holding are expected to decrease at a much lower rate. During the bear market, Roche Holding is likely to outperform the market. Please check Roche Holding's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Roche Holding's historical price patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Roche Holding AG has very good predictability. Overlapping area represents the amount of predictability between Roche Holding 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 Roche Holding AG price movement. The serial correlation of 0.8 indicates that around 80.0% of current Roche Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 121.24 |
Roche Holding AG lagged returns against current returns
Autocorrelation, which is Roche Holding otc 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 Roche Holding's otc stock expected returns. We can calculate the autocorrelation of Roche Holding returns to help us make a trade decision. For example, suppose you find that Roche Holding has exhibited high autocorrelation historically, and you observe that the otc 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 |
Roche Holding 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 Roche Holding otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roche Holding otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roche Holding otc stock over time.
Current vs Lagged Prices |
| Timeline |
Roche Holding Lagged Returns
When evaluating Roche Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roche Holding otc stock have on its future price. Roche Holding 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, Roche Holding autocorrelation shows the relationship between Roche Holding otc stock current value and its past values and can show if there is a momentum factor associated with investing in Roche Holding AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Roche OTC Stock
Roche Holding financial ratios help investors to determine whether Roche OTC 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 Roche with respect to the benefits of owning Roche Holding security.