Rosenbauer International (Austria) Market Value
| ROS Stock | EUR 38.90 1.10 2.91% |
| Symbol | Rosenbauer |
Rosenbauer International '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 Rosenbauer International'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 Rosenbauer International.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Rosenbauer International on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Rosenbauer International AG or generate 0.0% return on investment in Rosenbauer International over 90 days. Rosenbauer International is related to or competes with Palfinger, Voestalpine, Kapsch Traffic, Zumtobel Group, and Andritz AG. More
Rosenbauer International 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 Rosenbauer International'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 Rosenbauer International AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.97 | |||
| Information Ratio | 0.1198 | |||
| Maximum Drawdown | 13.32 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 3.16 |
Rosenbauer International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rosenbauer International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rosenbauer International's standard deviation. In reality, there are many statistical measures that can use Rosenbauer International historical prices to predict the future Rosenbauer International's volatility.| Risk Adjusted Performance | 0.0631 | |||
| Jensen Alpha | 0.1707 | |||
| Total Risk Alpha | 0.4891 | |||
| Sortino Ratio | 0.1378 | |||
| Treynor Ratio | 0.6944 |
Rosenbauer International Backtested Returns
Rosenbauer International appears to be very steady, given 3 months investment horizon. Rosenbauer International 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. We have found twenty-nine technical indicators for Rosenbauer International, which you can use to evaluate the volatility of the company. Please evaluate Rosenbauer International's Semi Deviation of 1.65, coefficient of variation of 1465.55, and Risk Adjusted Performance of 0.0631 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rosenbauer International holds a performance score of 8. The company holds a Beta of 0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rosenbauer International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rosenbauer International is expected to be smaller as well. Please check Rosenbauer International's expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether Rosenbauer International's historical price patterns will revert.
Auto-correlation | 0.21 |
Weak predictability
Rosenbauer International AG has weak predictability. Overlapping area represents the amount of predictability between Rosenbauer International time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Rosenbauer International price movement. The serial correlation of 0.21 indicates that over 21.0% of current Rosenbauer International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 7.45 |
Rosenbauer International lagged returns against current returns
Autocorrelation, which is Rosenbauer International 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 Rosenbauer International's stock expected returns. We can calculate the autocorrelation of Rosenbauer International returns to help us make a trade decision. For example, suppose you find that Rosenbauer International 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 |
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Rosenbauer International 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 Rosenbauer International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rosenbauer International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rosenbauer International stock over time.
Current vs Lagged Prices |
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Rosenbauer International Lagged Returns
When evaluating Rosenbauer International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rosenbauer International stock have on its future price. Rosenbauer International 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, Rosenbauer International autocorrelation shows the relationship between Rosenbauer International stock current value and its past values and can show if there is a momentum factor associated with investing in Rosenbauer International AG.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Rosenbauer Stock
Rosenbauer International financial ratios help investors to determine whether Rosenbauer 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 Rosenbauer with respect to the benefits of owning Rosenbauer International security.