Rubicon Organics Stock Market Value
| ROMJ Stock | CAD 0.51 0.01 1.92% |
| Symbol | Rubicon |
Rubicon Organics Price To Book Ratio
Rubicon Organics '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 Rubicon Organics' 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 Rubicon Organics.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Rubicon Organics on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Rubicon Organics or generate 0.0% return on investment in Rubicon Organics over 90 days. Rubicon Organics is related to or competes with Cannara Biotech. Rubicon Organics Inc. produces and sells organic cannabis in Canada More
Rubicon Organics 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 Rubicon Organics' 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 Rubicon Organics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.2 | |||
| Information Ratio | 0.1288 | |||
| Maximum Drawdown | 29.02 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.69 |
Rubicon Organics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rubicon Organics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rubicon Organics' standard deviation. In reality, there are many statistical measures that can use Rubicon Organics historical prices to predict the future Rubicon Organics' volatility.| Risk Adjusted Performance | 0.1058 | |||
| Jensen Alpha | 0.6199 | |||
| Total Risk Alpha | 1.36 | |||
| Sortino Ratio | 0.1436 | |||
| Treynor Ratio | (3.89) |
Rubicon Organics Backtested Returns
Rubicon Organics appears to be out of control, given 3 months investment horizon. Rubicon Organics maintains Sharpe Ratio (i.e., Efficiency) of 0.0951, which implies the firm had a 0.0951 % return per unit of risk over the last 3 months. By analyzing Rubicon Organics' technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please evaluate Rubicon Organics' Coefficient Of Variation of 894.97, semi deviation of 4.06, and Risk Adjusted Performance of 0.1058 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rubicon Organics holds a performance score of 7. The company holds a Beta of -0.16, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rubicon Organics are expected to decrease at a much lower rate. During the bear market, Rubicon Organics is likely to outperform the market. Please check Rubicon Organics' coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Rubicon Organics' historical price patterns will revert.
Auto-correlation | -0.49 |
Modest reverse predictability
Rubicon Organics has modest reverse predictability. Overlapping area represents the amount of predictability between Rubicon Organics time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Rubicon Organics price movement. The serial correlation of -0.49 indicates that about 49.0% of current Rubicon Organics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rubicon Organics lagged returns against current returns
Autocorrelation, which is Rubicon Organics 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 Rubicon Organics' stock expected returns. We can calculate the autocorrelation of Rubicon Organics returns to help us make a trade decision. For example, suppose you find that Rubicon Organics 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 |
Rubicon Organics 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 Rubicon Organics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rubicon Organics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rubicon Organics stock over time.
Current vs Lagged Prices |
| Timeline |
Rubicon Organics Lagged Returns
When evaluating Rubicon Organics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rubicon Organics stock have on its future price. Rubicon Organics 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, Rubicon Organics autocorrelation shows the relationship between Rubicon Organics stock current value and its past values and can show if there is a momentum factor associated with investing in Rubicon Organics.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Rubicon Stock Analysis
When running Rubicon Organics' price analysis, check to measure Rubicon Organics' 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 Rubicon Organics is operating at the current time. Most of Rubicon Organics' value examination focuses on studying past and present price action to predict the probability of Rubicon Organics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rubicon Organics' price. Additionally, you may evaluate how the addition of Rubicon Organics to your portfolios can decrease your overall portfolio volatility.