RTL Group (Germany) Market Value
| RRTL Stock | EUR 35.00 0.15 0.43% |
| Symbol | RTL |
RTL Group '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 RTL Group'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 RTL Group.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in RTL Group on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding RTL Group SA or generate 0.0% return on investment in RTL Group over 90 days. RTL Group is related to or competes with X-FAB Silicon, KINGBOARD CHEMICAL, Haverty Furniture, OFFICE DEPOT, Eastman Chemical, Autohome, and Sinopec Shanghai. RTL Group SA operates television channels and radio stations worldwide More
RTL Group 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 RTL Group'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 RTL Group SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | 0.3088 | |||
| Maximum Drawdown | 10.02 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 2.49 |
RTL Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RTL Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RTL Group's standard deviation. In reality, there are many statistical measures that can use RTL Group historical prices to predict the future RTL Group's volatility.| Risk Adjusted Performance | 0.2243 | |||
| Jensen Alpha | 0.4183 | |||
| Total Risk Alpha | 0.6463 | |||
| Sortino Ratio | 0.3085 | |||
| Treynor Ratio | (4.63) |
RTL Group SA Backtested Returns
RTL Group appears to be very steady, given 3 months investment horizon. RTL Group SA maintains Sharpe Ratio (i.e., Efficiency) of 0.25, which implies the firm had a 0.25 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for RTL Group SA, which you can use to evaluate the volatility of the company. Please evaluate RTL Group's risk adjusted performance of 0.2243, and Semi Deviation of 1.13 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RTL Group holds a performance score of 19. The company holds a Beta of -0.0925, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning RTL Group are expected to decrease at a much lower rate. During the bear market, RTL Group is likely to outperform the market. Please check RTL Group's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether RTL Group's historical price patterns will revert.
Auto-correlation | 0.90 |
Excellent predictability
RTL Group SA has excellent predictability. Overlapping area represents the amount of predictability between RTL Group time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 RTL Group SA price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current RTL Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 2.07 |
RTL Group SA lagged returns against current returns
Autocorrelation, which is RTL Group 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 RTL Group's stock expected returns. We can calculate the autocorrelation of RTL Group returns to help us make a trade decision. For example, suppose you find that RTL Group 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 |
RTL Group 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 RTL Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RTL Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RTL Group stock over time.
Current vs Lagged Prices |
| Timeline |
RTL Group Lagged Returns
When evaluating RTL Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RTL Group stock have on its future price. RTL Group 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, RTL Group autocorrelation shows the relationship between RTL Group stock current value and its past values and can show if there is a momentum factor associated with investing in RTL Group SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in RTL Stock
RTL Group financial ratios help investors to determine whether RTL 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 RTL with respect to the benefits of owning RTL Group security.