Robinsons Retail (Philippines) Market Value
| RRHI Stock | 38.00 0.65 1.68% |
| Symbol | Robinsons |
Robinsons Retail '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 Robinsons Retail'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 Robinsons Retail.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Robinsons Retail on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Robinsons Retail Holdings or generate 0.0% return on investment in Robinsons Retail over 90 days. Robinsons Retail is related to or competes with Jollibee Foods, Security Bank, Metropolitan Bank, Crown Asia, and . More
Robinsons Retail 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 Robinsons Retail'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 Robinsons Retail Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.1175 | |||
| Maximum Drawdown | 10.52 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 2.29 |
Robinsons Retail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Robinsons Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Robinsons Retail's standard deviation. In reality, there are many statistical measures that can use Robinsons Retail historical prices to predict the future Robinsons Retail's volatility.| Risk Adjusted Performance | 0.0563 | |||
| Jensen Alpha | 0.0488 | |||
| Total Risk Alpha | 0.3028 | |||
| Sortino Ratio | 0.1155 | |||
| Treynor Ratio | (0.24) |
Robinsons Retail Holdings Backtested Returns
Currently, Robinsons Retail Holdings is very steady. Robinsons Retail Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.0663, which implies the firm had a 0.0663 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Robinsons Retail Holdings, which you can use to evaluate the volatility of the company. Please check Robinsons Retail's Coefficient Of Variation of 1691.43, semi deviation of 1.5, and Risk Adjusted Performance of 0.0563 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Robinsons Retail has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of -0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Robinsons Retail are expected to decrease at a much lower rate. During the bear market, Robinsons Retail is likely to outperform the market. Robinsons Retail Holdings right now holds a risk of 1.79%. Please check Robinsons Retail Holdings semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Robinsons Retail Holdings will be following its historical price patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Robinsons Retail Holdings has very good reverse predictability. Overlapping area represents the amount of predictability between Robinsons Retail time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Robinsons Retail Holdings price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Robinsons Retail price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 1.56 |
Robinsons Retail Holdings lagged returns against current returns
Autocorrelation, which is Robinsons Retail 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 Robinsons Retail's stock expected returns. We can calculate the autocorrelation of Robinsons Retail returns to help us make a trade decision. For example, suppose you find that Robinsons Retail 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 |
Robinsons Retail 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 Robinsons Retail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Robinsons Retail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Robinsons Retail stock over time.
Current vs Lagged Prices |
| Timeline |
Robinsons Retail Lagged Returns
When evaluating Robinsons Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Robinsons Retail stock have on its future price. Robinsons Retail 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, Robinsons Retail autocorrelation shows the relationship between Robinsons Retail stock current value and its past values and can show if there is a momentum factor associated with investing in Robinsons Retail Holdings.
Regressed Prices |
| Timeline |
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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.Additional Tools for Robinsons Stock Analysis
When running Robinsons Retail's price analysis, check to measure Robinsons Retail's 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 Robinsons Retail is operating at the current time. Most of Robinsons Retail's value examination focuses on studying past and present price action to predict the probability of Robinsons Retail's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Robinsons Retail's price. Additionally, you may evaluate how the addition of Robinsons Retail to your portfolios can decrease your overall portfolio volatility.