Ricoh Co (UK) Market Value

RICO Stock   1,621  2.50  0.15%   
Ricoh Co's market value is the price at which a share of Ricoh Co trades on a public exchange. It measures the collective expectations of Ricoh Co investors about its performance. Ricoh Co is selling for under 1621.00 as of the 4th of March 2025; that is 0.15% down since the beginning of the trading day. The stock's lowest day price was 1621.0.
With this module, you can estimate the performance of a buy and hold strategy of Ricoh Co and determine expected loss or profit from investing in Ricoh Co over a given investment horizon. Check out Ricoh Co Correlation, Ricoh Co Volatility and Ricoh Co Alpha and Beta module to complement your research on Ricoh Co.
Symbol

Please note, there is a significant difference between Ricoh Co's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ricoh Co is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ricoh Co'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 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.
0.00
02/02/2025
No Change 0.00  0.0 
In 30 days
03/04/2025
0.00
If you would invest  0.00  in Ricoh Co on February 2, 2025 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 30 days. Ricoh Co is related to or competes with Sligro Food, Ebro Foods, Tyson Foods, Porvair Plc, Hilton Food, Delta Air, and Sealed Air. 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.

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.
Hype
Prediction
LowEstimatedHigh
1,6191,6211,623
Details
Intrinsic
Valuation
LowRealHigh
1,1811,1831,783
Details
Naive
Forecast
LowNextHigh
1,6221,6241,626
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,5391,6751,811
Details

Ricoh Co Backtested Returns

Ricoh Co maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Ricoh Co exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Ricoh Co's Risk Adjusted Performance of 0.0047, coefficient of variation of (51,353), and Variance of 3.75 to confirm the risk estimate we provide. The company holds a Beta of 0.23, 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 -0.0074%. Please make sure to check Ricoh Co's variance, jensen alpha, and 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

    
  0.04  

Virtually no predictability

Ricoh Co has virtually no predictability. Overlapping area represents the amount of predictability between Ricoh Co time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 0.04 indicates that only as little as 4.0% of current Ricoh Co price fluctuation can be explain by its past prices.
Correlation Coefficient0.04
Spearman Rank Test0.28
Residual Average0.0
Price Variance2903.98

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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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.