RUECKER IMMOBILIEN (Germany) Market Value
| RUC Stock | EUR 1.40 0.00 0.00% |
| Symbol | RUECKER |
RUECKER IMMOBILIEN '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 RUECKER IMMOBILIEN'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 RUECKER IMMOBILIEN.
| 12/22/2023 |
| 12/16/2024 |
If you would invest 0.00 in RUECKER IMMOBILIEN on December 22, 2023 and sell it all today you would earn a total of 0.00 from holding RUECKER IMMOBILIEN or generate 0.0% return on investment in RUECKER IMMOBILIEN over 360 days. RUECKER IMMOBILIEN is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
RUECKER IMMOBILIEN 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 RUECKER IMMOBILIEN'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 RUECKER IMMOBILIEN upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 88.89 |
RUECKER IMMOBILIEN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RUECKER IMMOBILIEN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RUECKER IMMOBILIEN's standard deviation. In reality, there are many statistical measures that can use RUECKER IMMOBILIEN historical prices to predict the future RUECKER IMMOBILIEN's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (1.20) | |||
| Total Risk Alpha | (2.72) | |||
| Treynor Ratio | 0.757 |
RUECKER IMMOBILIEN Backtested Returns
RUECKER IMMOBILIEN maintains Sharpe Ratio (i.e., Efficiency) of -0.12, which implies the firm had a -0.12% return per unit of volatility over the last 3 months. RUECKER IMMOBILIEN exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RUECKER IMMOBILIEN's risk adjusted performance of (0.08), and Coefficient Of Variation of (812.40) to confirm the risk estimate we provide. The company holds a Beta of -1.79, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning RUECKER IMMOBILIEN are expected to decrease by larger amounts. On the other hand, during market turmoil, RUECKER IMMOBILIEN is expected to outperform it. At this point, RUECKER IMMOBILIEN has a negative expected return of -1.39%. Please make sure to check RUECKER IMMOBILIEN's information ratio, maximum drawdown, and the relationship between the variance and treynor ratio , to decide if RUECKER IMMOBILIEN performance from the past will be repeated at future time.
Auto-correlation | 0.78 |
Good predictability
RUECKER IMMOBILIEN has good predictability. Overlapping area represents the amount of predictability between RUECKER IMMOBILIEN time series from 22nd of December 2023 to 19th of June 2024 and 19th of June 2024 to 16th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of RUECKER IMMOBILIEN price movement. The serial correlation of 0.78 indicates that around 78.0% of current RUECKER IMMOBILIEN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 34.08 |
RUECKER IMMOBILIEN lagged returns against current returns
Autocorrelation, which is RUECKER IMMOBILIEN 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 RUECKER IMMOBILIEN's stock expected returns. We can calculate the autocorrelation of RUECKER IMMOBILIEN returns to help us make a trade decision. For example, suppose you find that RUECKER IMMOBILIEN 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 |
RUECKER IMMOBILIEN 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 RUECKER IMMOBILIEN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RUECKER IMMOBILIEN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RUECKER IMMOBILIEN stock over time.
Current vs Lagged Prices |
| Timeline |
RUECKER IMMOBILIEN Lagged Returns
When evaluating RUECKER IMMOBILIEN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RUECKER IMMOBILIEN stock have on its future price. RUECKER IMMOBILIEN 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, RUECKER IMMOBILIEN autocorrelation shows the relationship between RUECKER IMMOBILIEN stock current value and its past values and can show if there is a momentum factor associated with investing in RUECKER IMMOBILIEN.
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 RUECKER Stock
RUECKER IMMOBILIEN financial ratios help investors to determine whether RUECKER 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 RUECKER with respect to the benefits of owning RUECKER IMMOBILIEN security.