Rubis SCA (France) Market Value
| RUI Stock | EUR 25.44 0.46 1.78% |
| Symbol | Rubis |
Rubis SCA '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 Rubis SCA'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 Rubis SCA.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Rubis SCA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Rubis SCA or generate 0.0% return on investment in Rubis SCA over 90 days. Rubis SCA is related to or competes with Gaztransport Technigaz, Nexity, SCOR SE, and TotalEnergies. Rubis, through its subsidiaries, engages in the operation of bulk liquid storage facilities and distribution of petroleu... More
Rubis SCA 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 Rubis SCA'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 Rubis SCA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.201 | |||
| Maximum Drawdown | 6.97 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.24 |
Rubis SCA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rubis SCA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rubis SCA's standard deviation. In reality, there are many statistical measures that can use Rubis SCA historical prices to predict the future Rubis SCA's volatility.| Risk Adjusted Performance | 0.1143 | |||
| Jensen Alpha | 0.1493 | |||
| Total Risk Alpha | 0.3293 | |||
| Sortino Ratio | 0.2062 | |||
| Treynor Ratio | (1.50) |
Rubis SCA Backtested Returns
At this point, Rubis SCA is very steady. Rubis SCA maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Rubis SCA, which you can use to evaluate the volatility of the company. Please check Rubis SCA's Coefficient Of Variation of 785.59, semi deviation of 1.09, and Risk Adjusted Performance of 0.1143 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Rubis SCA has a performance score of 9 on a scale of 0 to 100. The company holds a Beta of -0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rubis SCA are expected to decrease at a much lower rate. During the bear market, Rubis SCA is likely to outperform the market. Rubis SCA right now holds a risk of 1.35%. Please check Rubis SCA maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Rubis SCA will be following its historical price patterns.
Auto-correlation | 0.41 |
Average predictability
Rubis SCA has average predictability. Overlapping area represents the amount of predictability between Rubis SCA time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Rubis SCA price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Rubis SCA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Rubis SCA lagged returns against current returns
Autocorrelation, which is Rubis SCA 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 Rubis SCA's stock expected returns. We can calculate the autocorrelation of Rubis SCA returns to help us make a trade decision. For example, suppose you find that Rubis SCA 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 |
Rubis SCA 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 Rubis SCA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rubis SCA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rubis SCA stock over time.
Current vs Lagged Prices |
| Timeline |
Rubis SCA Lagged Returns
When evaluating Rubis SCA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rubis SCA stock have on its future price. Rubis SCA 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, Rubis SCA autocorrelation shows the relationship between Rubis SCA stock current value and its past values and can show if there is a momentum factor associated with investing in Rubis SCA.
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 Rubis Stock
Rubis SCA financial ratios help investors to determine whether Rubis 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 Rubis with respect to the benefits of owning Rubis SCA security.