Ricoh's market value is the price at which a share of Ricoh trades on a public exchange. It measures the collective expectations of Ricoh Company investors about its performance. Ricoh is trading at 10.40 as of the 18th of January 2025. This is a 0.97 percent increase since the beginning of the trading day. The stock's lowest day price was 10.4. With this module, you can estimate the performance of a buy and hold strategy of Ricoh Company and determine expected loss or profit from investing in Ricoh over a given investment horizon. Check out Ricoh Correlation, Ricoh Volatility and Ricoh Alpha and Beta module to complement your research on Ricoh.
Please note, there is a significant difference between Ricoh's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ricoh is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ricoh's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ricoh '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 Ricoh'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 Ricoh.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in Ricoh on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Ricoh Company or generate 0.0% return on investment in Ricoh over 30 days. Ricoh is related to or competes with Canon, Canon, Brother Industries, Canon Marketing, Herman Miller, and HNI. Ricoh Company, Ltd. provides various office and commercial printing solutions and related solutions worldwide More
Ricoh 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 Ricoh'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 Ricoh Company upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ricoh's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ricoh's standard deviation. In reality, there are many statistical measures that can use Ricoh historical prices to predict the future Ricoh's volatility.
At this point, Ricoh is not too volatile. Ricoh Company maintains Sharpe Ratio (i.e., Efficiency) of 0.0353, which implies the firm had a 0.0353% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ricoh Company, which you can use to evaluate the volatility of the company. Please check Ricoh's Risk Adjusted Performance of 0.0334, coefficient of variation of 2969.1, and Semi Deviation of 1.51 to confirm if the risk estimate we provide is consistent with the expected return of 0.0643%. Ricoh has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of -0.1, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ricoh are expected to decrease at a much lower rate. During the bear market, Ricoh is likely to outperform the market. Ricoh Company right now holds a risk of 1.82%. Please check Ricoh Company coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Ricoh Company will be following its historical price patterns.
Auto-correlation
-0.7
Very good reverse predictability
Ricoh Company has very good reverse predictability. Overlapping area represents the amount of predictability between Ricoh time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Ricoh Company price movement. The serial correlation of -0.7 indicates that around 70.0% of current Ricoh price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.7
Spearman Rank Test
-0.71
Residual Average
0.0
Price Variance
0.05
Ricoh Company lagged returns against current returns
Autocorrelation, which is Ricoh 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 Ricoh's stock expected returns. We can calculate the autocorrelation of Ricoh returns to help us make a trade decision. For example, suppose you find that Ricoh 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
Ricoh 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 Ricoh stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ricoh stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ricoh stock over time.
Current vs Lagged Prices
Timeline
Ricoh Lagged Returns
When evaluating Ricoh's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ricoh stock have on its future price. Ricoh 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, Ricoh autocorrelation shows the relationship between Ricoh stock current value and its past values and can show if there is a momentum factor associated with investing in Ricoh Company.
Ricoh financial ratios help investors to determine whether Ricoh 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 Ricoh with respect to the benefits of owning Ricoh security.