Rubicon Organics Stock Market Value
| ROMJF Stock | USD 0.36 0.01 2.86% |
| Symbol | Rubicon |
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' otc 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 Inc. produces and sells organic cannabis for the recreational and medical-use markets 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' otc 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 | 6.29 | |||
| Information Ratio | 0.1218 | |||
| Maximum Drawdown | 30.0 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 9.38 |
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 | 0.0988 | |||
| Jensen Alpha | 0.4511 | |||
| Total Risk Alpha | 1.25 | |||
| Sortino Ratio | 0.1067 | |||
| Treynor Ratio | (0.56) |
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 0.1, which implies the firm had a 0.1 % return per unit of risk over the last 3 months. By analyzing Rubicon Organics' technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please evaluate Rubicon Organics' Risk Adjusted Performance of 0.0988, coefficient of variation of 963.24, and Semi Deviation of 3.9 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 8. The company holds a Beta of -1.01, which implies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Rubicon Organics are expected to decrease slowly. On the other hand, during market turmoil, Rubicon Organics is expected to outperform it slightly. Please check Rubicon Organics' information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Rubicon Organics' historical price patterns will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Rubicon Organics has weak 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 -0.24 indicates that over 24.0% of current Rubicon Organics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rubicon Organics lagged returns against current returns
Autocorrelation, which is Rubicon Organics otc 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' otc 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 otc 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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rubicon Organics otc 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 otc 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 otc 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 otc 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Rubicon OTC Stock
Rubicon Organics financial ratios help investors to determine whether Rubicon OTC 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 Rubicon with respect to the benefits of owning Rubicon Organics security.