Rupert Resources Stock Market Value
| RUPRF Stock | USD 3.10 0.02 0.64% |
| Symbol | Rupert |
Rupert Resources '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 Rupert Resources' otc 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 Rupert Resources.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Rupert Resources on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Rupert Resources or generate 0.0% return on investment in Rupert Resources over 90 days. Rupert Resources is related to or competes with Steppe Gold, Gold Bull, Grande Portage, Cerrado Gold, Aurion Resources, and Golden Star. Rupert Resources Ltd. engages in the acquisition and exploration of mineral properties in Finland More
Rupert Resources 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 Rupert Resources' otc 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 Rupert Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | 0.0815 | |||
| Maximum Drawdown | 17.26 | |||
| Value At Risk | (4.03) | |||
| Potential Upside | 5.08 |
Rupert Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rupert Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rupert Resources' standard deviation. In reality, there are many statistical measures that can use Rupert Resources historical prices to predict the future Rupert Resources' volatility.| Risk Adjusted Performance | 0.048 | |||
| Jensen Alpha | 0.1674 | |||
| Total Risk Alpha | 0.4859 | |||
| Sortino Ratio | 0.1035 | |||
| Treynor Ratio | 0.3263 |
Rupert Resources Backtested Returns
Rupert Resources appears to be relatively risky, given 3 months investment horizon. Rupert Resources maintains Sharpe Ratio (i.e., Efficiency) of 0.0689, which implies the firm had a 0.0689 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Rupert Resources, which you can use to evaluate the volatility of the company. Please evaluate Rupert Resources' Semi Deviation of 1.88, coefficient of variation of 2124.77, and Risk Adjusted Performance of 0.048 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rupert Resources holds a performance score of 5. The company holds a Beta of 0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rupert Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Rupert Resources is expected to be smaller as well. Please check Rupert Resources' value at risk, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Rupert Resources' historical price patterns will revert.
Auto-correlation | -0.26 |
Weak reverse predictability
Rupert Resources has weak reverse predictability. Overlapping area represents the amount of predictability between Rupert Resources time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Rupert Resources price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Rupert Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Rupert Resources lagged returns against current returns
Autocorrelation, which is Rupert Resources otc 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 Rupert Resources' otc stock expected returns. We can calculate the autocorrelation of Rupert Resources returns to help us make a trade decision. For example, suppose you find that Rupert Resources has exhibited high autocorrelation historically, and you observe that the otc 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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Rupert Resources 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 Rupert Resources otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rupert Resources otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rupert Resources otc stock over time.
Current vs Lagged Prices |
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Rupert Resources Lagged Returns
When evaluating Rupert Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rupert Resources otc stock have on its future price. Rupert Resources 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, Rupert Resources autocorrelation shows the relationship between Rupert Resources otc stock current value and its past values and can show if there is a momentum factor associated with investing in Rupert Resources.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Rupert OTC Stock
Rupert Resources financial ratios help investors to determine whether Rupert OTC 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 Rupert with respect to the benefits of owning Rupert Resources security.