Royal Orchid (India) Market Value
| ROHLTD Stock | 408.05 18.45 4.74% |
| Symbol | Royal |
Royal Orchid '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 Royal Orchid'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 Royal Orchid.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Royal Orchid on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Royal Orchid Hotels or generate 0.0% return on investment in Royal Orchid over 90 days. Royal Orchid is related to or competes with Vraj Iron, Rama Steel, Music Broadcast, Alkali Metals, Steelcast, Tips Music, and Sarthak Metals. Royal Orchid is entity of India. It is traded as Stock on NSE exchange. More
Royal Orchid 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 Royal Orchid'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 Royal Orchid Hotels upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.67 | |||
| Information Ratio | 0.1049 | |||
| Maximum Drawdown | 13.85 | |||
| Value At Risk | (3.98) | |||
| Potential Upside | 5.15 |
Royal Orchid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royal Orchid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royal Orchid's standard deviation. In reality, there are many statistical measures that can use Royal Orchid historical prices to predict the future Royal Orchid's volatility.| Risk Adjusted Performance | 0.0707 | |||
| Jensen Alpha | 0.168 | |||
| Total Risk Alpha | 0.6047 | |||
| Sortino Ratio | 0.1216 | |||
| Treynor Ratio | (0.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Royal Orchid'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.
Royal Orchid Hotels Backtested Returns
Royal Orchid appears to be very steady, given 3 months investment horizon. Royal Orchid Hotels maintains Sharpe Ratio (i.e., Efficiency) of 0.0765, which implies the firm had a 0.0765 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Royal Orchid Hotels, which you can use to evaluate the volatility of the company. Please evaluate Royal Orchid's Risk Adjusted Performance of 0.0707, semi deviation of 2.55, and Coefficient Of Variation of 1370.66 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Royal Orchid holds a performance score of 6. The company holds a Beta of -0.44, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Royal Orchid are expected to decrease at a much lower rate. During the bear market, Royal Orchid is likely to outperform the market. Please check Royal Orchid's maximum drawdown, skewness, as well as the relationship between the Skewness and day typical price , to make a quick decision on whether Royal Orchid's historical price patterns will revert.
Auto-correlation | -0.69 |
Very good reverse predictability
Royal Orchid Hotels has very good reverse predictability. Overlapping area represents the amount of predictability between Royal Orchid 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 Royal Orchid Hotels price movement. The serial correlation of -0.69 indicates that around 69.0% of current Royal Orchid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 336.7 |
Royal Orchid Hotels lagged returns against current returns
Autocorrelation, which is Royal Orchid 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 Royal Orchid's stock expected returns. We can calculate the autocorrelation of Royal Orchid returns to help us make a trade decision. For example, suppose you find that Royal Orchid 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 |
Royal Orchid 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 Royal Orchid stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Royal Orchid stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Royal Orchid stock over time.
Current vs Lagged Prices |
| Timeline |
Royal Orchid Lagged Returns
When evaluating Royal Orchid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Royal Orchid stock have on its future price. Royal Orchid 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, Royal Orchid autocorrelation shows the relationship between Royal Orchid stock current value and its past values and can show if there is a momentum factor associated with investing in Royal Orchid Hotels.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Royal Stock
Royal Orchid financial ratios help investors to determine whether Royal 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 Royal with respect to the benefits of owning Royal Orchid security.