Rapac Communication (Israel) Market Value
| RPAC Stock | ILS 3,890 99.00 2.61% |
| Symbol | Rapac |
Rapac Communication '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 Rapac Communication'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 Rapac Communication.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Rapac Communication on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Rapac Communication Infrastructure or generate 0.0% return on investment in Rapac Communication over 90 days. Rapac Communication is related to or competes with EN Shoham, Accel Solutions, Mivtach Shamir, Rani Zim, and Telsys. Rapac Communication Infrastructure Ltd., together with its subsidiaries, engages in telecom, government, and energy and ... More
Rapac Communication 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 Rapac Communication'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 Rapac Communication Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | 0.3476 | |||
| Maximum Drawdown | 12.47 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 4.03 |
Rapac Communication Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rapac Communication's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rapac Communication's standard deviation. In reality, there are many statistical measures that can use Rapac Communication historical prices to predict the future Rapac Communication's volatility.| Risk Adjusted Performance | 0.2679 | |||
| Jensen Alpha | 0.6795 | |||
| Total Risk Alpha | 0.8957 | |||
| Sortino Ratio | 0.4238 | |||
| Treynor Ratio | 1.37 |
Rapac Communication Backtested Returns
Rapac Communication appears to be very steady, given 3 months investment horizon. Rapac Communication maintains Sharpe Ratio (i.e., Efficiency) of 0.29, which implies the firm had a 0.29 % return per unit of risk over the last 3 months. By analyzing Rapac Communication's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please evaluate Rapac Communication's Risk Adjusted Performance of 0.2679, coefficient of variation of 332.24, and Semi Deviation of 1.18 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rapac Communication holds a performance score of 23. The company holds a Beta of 0.46, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rapac Communication's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rapac Communication is expected to be smaller as well. Please check Rapac Communication's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Rapac Communication's historical price patterns will revert.
Auto-correlation | 0.86 |
Very good predictability
Rapac Communication Infrastructure has very good predictability. Overlapping area represents the amount of predictability between Rapac Communication 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 Rapac Communication price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Rapac Communication price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 11.5 K |
Rapac Communication lagged returns against current returns
Autocorrelation, which is Rapac Communication 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 Rapac Communication's stock expected returns. We can calculate the autocorrelation of Rapac Communication returns to help us make a trade decision. For example, suppose you find that Rapac Communication 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 |
Rapac Communication 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 Rapac Communication stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rapac Communication stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rapac Communication stock over time.
Current vs Lagged Prices |
| Timeline |
Rapac Communication Lagged Returns
When evaluating Rapac Communication's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rapac Communication stock have on its future price. Rapac Communication 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, Rapac Communication autocorrelation shows the relationship between Rapac Communication stock current value and its past values and can show if there is a momentum factor associated with investing in Rapac Communication Infrastructure.
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 Rapac Stock
Rapac Communication financial ratios help investors to determine whether Rapac 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 Rapac with respect to the benefits of owning Rapac Communication security.