RTL GROUP (Germany) Market Value
| RRTL Stock | EUR 27.30 0.50 1.87% |
| 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.
| 02/16/2023 |
| 01/06/2025 |
If you would invest 0.00 in RTL GROUP on February 16, 2023 and sell it all today you would earn a total of 0.00 from holding RTL GROUP or generate 0.0% return on investment in RTL GROUP over 690 days. RTL GROUP is related to or competes with China BlueChemical, Sinopec Shanghai, Mitsubishi Gas, CITIC Telecom, Zoom Video, NISSAN CHEMICAL, and Siamgas. 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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 14.46 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 2.07 |
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 | (0.06) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (2.88) |
RTL GROUP Backtested Returns
RTL GROUP maintains Sharpe Ratio (i.e., Efficiency) of -0.0841, which implies the firm had a -0.0841% return per unit of volatility over the last 3 months. RTL GROUP exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RTL GROUP's coefficient of variation of (1,301), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The company holds a Beta of 0.0542, which implies not very significant fluctuations relative to the market. As returns on the market increase, RTL GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding RTL GROUP is expected to be smaller as well. At this point, RTL GROUP has a negative expected return of -0.17%. Please make sure to check RTL GROUP's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if RTL GROUP performance from the past will be repeated at some future point.
Auto-correlation | 0.34 |
Below average predictability
RTL GROUP has below average predictability. Overlapping area represents the amount of predictability between RTL GROUP time series from 16th of February 2023 to 27th of January 2024 and 27th of January 2024 to 6th of January 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 price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current RTL GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 3.31 |
RTL GROUP 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.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for RTL Stock Analysis
When running RTL GROUP's price analysis, check to measure RTL GROUP'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 RTL GROUP is operating at the current time. Most of RTL GROUP's value examination focuses on studying past and present price action to predict the probability of RTL GROUP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RTL GROUP's price. Additionally, you may evaluate how the addition of RTL GROUP to your portfolios can decrease your overall portfolio volatility.