RCI Hospitality (Germany) Market Value
| RIK Stock | 54.50 1.00 1.80% |
| Symbol | RCI |
RCI Hospitality '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 RCI Hospitality'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 RCI Hospitality.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in RCI Hospitality on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding RCI Hospitality Holdings or generate 0.0% return on investment in RCI Hospitality over 60 days. RCI Hospitality is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
RCI Hospitality 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 RCI Hospitality'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 RCI Hospitality Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.1646 | |||
| Maximum Drawdown | 19.96 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 4.16 |
RCI Hospitality Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RCI Hospitality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RCI Hospitality's standard deviation. In reality, there are many statistical measures that can use RCI Hospitality historical prices to predict the future RCI Hospitality's volatility.| Risk Adjusted Performance | 0.1469 | |||
| Jensen Alpha | 0.5089 | |||
| Total Risk Alpha | 0.4619 | |||
| Sortino Ratio | 0.332 | |||
| Treynor Ratio | (5.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of RCI Hospitality'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.
RCI Hospitality Holdings Backtested Returns
RCI Hospitality appears to be very steady, given 3 months investment horizon. RCI Hospitality Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.22, which implies the company had a 0.22% return per unit of volatility over the last 3 months. By evaluating RCI Hospitality's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please evaluate RCI Hospitality's market risk adjusted performance of (5.25), and Coefficient Of Variation of 581.28 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RCI Hospitality holds a performance score of 17. The firm holds a Beta of -0.0965, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning RCI Hospitality are expected to decrease at a much lower rate. During the bear market, RCI Hospitality is likely to outperform the market. Please check RCI Hospitality's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether RCI Hospitality's historical price patterns will revert.
Auto-correlation | 0.54 |
Modest predictability
RCI Hospitality Holdings has modest predictability. Overlapping area represents the amount of predictability between RCI Hospitality time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 RCI Hospitality Holdings price movement. The serial correlation of 0.54 indicates that about 54.0% of current RCI Hospitality price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 8.75 |
RCI Hospitality Holdings lagged returns against current returns
Autocorrelation, which is RCI Hospitality 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 RCI Hospitality's stock expected returns. We can calculate the autocorrelation of RCI Hospitality returns to help us make a trade decision. For example, suppose you find that RCI Hospitality 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 |
RCI Hospitality 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 RCI Hospitality stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RCI Hospitality stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RCI Hospitality stock over time.
Current vs Lagged Prices |
| Timeline |
RCI Hospitality Lagged Returns
When evaluating RCI Hospitality's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RCI Hospitality stock have on its future price. RCI Hospitality 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, RCI Hospitality autocorrelation shows the relationship between RCI Hospitality stock current value and its past values and can show if there is a momentum factor associated with investing in RCI Hospitality Holdings.
Regressed Prices |
| Timeline |
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Additional Tools for RCI Stock Analysis
When running RCI Hospitality's price analysis, check to measure RCI Hospitality'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 RCI Hospitality is operating at the current time. Most of RCI Hospitality's value examination focuses on studying past and present price action to predict the probability of RCI Hospitality's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RCI Hospitality's price. Additionally, you may evaluate how the addition of RCI Hospitality to your portfolios can decrease your overall portfolio volatility.