Rolls-Royce Holdings (Germany) Market Value
| RRU Stock | EUR 9.32 0.32 3.56% |
| Symbol | Rolls-Royce |
Rolls-Royce Holdings '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 Rolls-Royce Holdings' 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 Rolls-Royce Holdings.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Rolls-Royce Holdings on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Rolls Royce Holdings plc or generate 0.0% return on investment in Rolls-Royce Holdings over 30 days. Rolls-Royce Holdings is related to or competes with SCIENCE IN, DICKS Sporting, British American, Air Transport, USWE SPORTS, JD SPORTS, and JAPAN TOBACCO. Rolls-Royce Holdings plc operates as an industrial technology company worldwide More
Rolls-Royce Holdings 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 Rolls-Royce Holdings' 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 Rolls Royce Holdings plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.59 | |||
| Information Ratio | 0.2041 | |||
| Maximum Drawdown | 7.57 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 3.27 |
Rolls-Royce Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rolls-Royce Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rolls-Royce Holdings' standard deviation. In reality, there are many statistical measures that can use Rolls-Royce Holdings historical prices to predict the future Rolls-Royce Holdings' volatility.| Risk Adjusted Performance | 0.1537 | |||
| Jensen Alpha | 0.5187 | |||
| Total Risk Alpha | 0.5751 | |||
| Sortino Ratio | 0.3259 | |||
| Treynor Ratio | 0.496 |
Rolls Royce Holdings Backtested Returns
Rolls-Royce Holdings appears to be somewhat reliable, given 3 months investment horizon. Rolls Royce Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Rolls Royce Holdings, which you can use to evaluate the volatility of the company. Please evaluate Rolls-Royce Holdings' Semi Deviation of 1.23, coefficient of variation of 502.43, and Risk Adjusted Performance of 0.1537 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rolls-Royce Holdings holds a performance score of 13. The company holds a Beta of 1.0, which implies possible diversification benefits within a given portfolio. Rolls-Royce Holdings returns are very sensitive to returns on the market. As the market goes up or down, Rolls-Royce Holdings is expected to follow. Please check Rolls-Royce Holdings' total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to make a quick decision on whether Rolls-Royce Holdings' historical price patterns will revert.
Auto-correlation | 0.51 |
Modest predictability
Rolls Royce Holdings plc has modest predictability. Overlapping area represents the amount of predictability between Rolls-Royce Holdings time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Rolls Royce Holdings price movement. The serial correlation of 0.51 indicates that about 51.0% of current Rolls-Royce Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Rolls Royce Holdings lagged returns against current returns
Autocorrelation, which is Rolls-Royce Holdings 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 Rolls-Royce Holdings' stock expected returns. We can calculate the autocorrelation of Rolls-Royce Holdings returns to help us make a trade decision. For example, suppose you find that Rolls-Royce Holdings 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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Rolls-Royce Holdings 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 Rolls-Royce Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rolls-Royce Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rolls-Royce Holdings stock over time.
Current vs Lagged Prices |
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Rolls-Royce Holdings Lagged Returns
When evaluating Rolls-Royce Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rolls-Royce Holdings stock have on its future price. Rolls-Royce Holdings 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, Rolls-Royce Holdings autocorrelation shows the relationship between Rolls-Royce Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Rolls Royce Holdings plc.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Rolls-Royce Stock
Rolls-Royce Holdings financial ratios help investors to determine whether Rolls-Royce 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 Rolls-Royce with respect to the benefits of owning Rolls-Royce Holdings security.