Ricoh Co (UK) Market Value
| RICO Stock | 1,621 0.00 0.00% |
| Symbol | Ricoh |
Ricoh Co '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 Co'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 Co.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Ricoh Co on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Ricoh Co or generate 0.0% return on investment in Ricoh Co over 90 days. Ricoh Co is related to or competes with Jade Road, Edinburgh Investment, Tavistock Investments, Hilton Food, Sligro Food, and Premier Foods. More
Ricoh Co 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 Co'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 Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 15.75 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 0.029 |
Ricoh Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ricoh Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ricoh Co's standard deviation. In reality, there are many statistical measures that can use Ricoh Co historical prices to predict the future Ricoh Co's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | 0.066 | |||
| Treynor Ratio | (1.90) |
Ricoh Co Backtested Returns
Ricoh Co maintains Sharpe Ratio (i.e., Efficiency) of -0.0812, which implies the firm had a -0.0812 % return per unit of risk over the last 3 months. Ricoh Co exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Ricoh Co's Variance of 2.98, coefficient of variation of (1,231), and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide. The company holds a Beta of 0.0792, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ricoh Co's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ricoh Co is expected to be smaller as well. At this point, Ricoh Co has a negative expected return of -0.14%. Please make sure to check Ricoh Co's coefficient of variation, variance, jensen alpha, as well as the relationship between the standard deviation and information ratio , to decide if Ricoh Co performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.65 |
Good predictability
Ricoh Co has good predictability. Overlapping area represents the amount of predictability between Ricoh Co time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Ricoh Co price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Ricoh Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 3865.8 |
Ricoh Co lagged returns against current returns
Autocorrelation, which is Ricoh Co 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 Co's stock expected returns. We can calculate the autocorrelation of Ricoh Co returns to help us make a trade decision. For example, suppose you find that Ricoh Co 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 Co 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 Co stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ricoh Co stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ricoh Co stock over time.
Current vs Lagged Prices |
| Timeline |
Ricoh Co Lagged Returns
When evaluating Ricoh Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ricoh Co stock have on its future price. Ricoh Co 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 Co autocorrelation shows the relationship between Ricoh Co stock current value and its past values and can show if there is a momentum factor associated with investing in Ricoh Co.
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 Ricoh Stock Analysis
When running Ricoh Co's price analysis, check to measure Ricoh Co'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 Ricoh Co is operating at the current time. Most of Ricoh Co's value examination focuses on studying past and present price action to predict the probability of Ricoh Co's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ricoh Co's price. Additionally, you may evaluate how the addition of Ricoh Co to your portfolios can decrease your overall portfolio volatility.