Rivalry Corp Stock Market Value
| RVLY Stock | 0.20 0.01 5.26% |
| Symbol | Rivalry |
Rivalry Corp '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 Rivalry Corp'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 Rivalry Corp.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Rivalry Corp on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Rivalry Corp or generate 0.0% return on investment in Rivalry Corp over 30 days. Rivalry Corp is related to or competes with Overactive Media, and East Side. More
Rivalry Corp 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 Rivalry Corp'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 Rivalry Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.5 | |||
| Information Ratio | 0.0821 | |||
| Maximum Drawdown | 47.62 | |||
| Value At Risk | (13.33) | |||
| Potential Upside | 16.67 |
Rivalry Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rivalry Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rivalry Corp's standard deviation. In reality, there are many statistical measures that can use Rivalry Corp historical prices to predict the future Rivalry Corp's volatility.| Risk Adjusted Performance | 0.0802 | |||
| Jensen Alpha | 0.8868 | |||
| Total Risk Alpha | 0.6307 | |||
| Sortino Ratio | 0.0745 | |||
| Treynor Ratio | (1.68) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rivalry Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Rivalry Corp Backtested Returns
Rivalry Corp appears to be out of control, given 3 months investment horizon. Rivalry Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.085, which implies the firm had a 0.085% return per unit of risk over the last 3 months. By analyzing Rivalry Corp's technical indicators, you can evaluate if the expected return of 0.89% is justified by implied risk. Please evaluate Rivalry Corp's Risk Adjusted Performance of 0.0802, coefficient of variation of 1177.16, and Semi Deviation of 8.52 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rivalry Corp holds a performance score of 6. The company holds a Beta of -0.52, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Rivalry Corp are expected to decrease at a much lower rate. During the bear market, Rivalry Corp is likely to outperform the market. Please check Rivalry Corp's value at risk, expected short fall, rate of daily change, as well as the relationship between the downside variance and kurtosis , to make a quick decision on whether Rivalry Corp's historical price patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Rivalry Corp has poor reverse predictability. Overlapping area represents the amount of predictability between Rivalry Corp time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 Rivalry Corp price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Rivalry Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rivalry Corp lagged returns against current returns
Autocorrelation, which is Rivalry Corp 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 Rivalry Corp's stock expected returns. We can calculate the autocorrelation of Rivalry Corp returns to help us make a trade decision. For example, suppose you find that Rivalry Corp 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 |
Rivalry Corp 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 Rivalry Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rivalry Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rivalry Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Rivalry Corp Lagged Returns
When evaluating Rivalry Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rivalry Corp stock have on its future price. Rivalry Corp 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, Rivalry Corp autocorrelation shows the relationship between Rivalry Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Rivalry Corp.
Regressed Prices |
| Timeline |
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Additional Tools for Rivalry Stock Analysis
When running Rivalry Corp's price analysis, check to measure Rivalry Corp'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 Rivalry Corp is operating at the current time. Most of Rivalry Corp's value examination focuses on studying past and present price action to predict the probability of Rivalry Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rivalry Corp's price. Additionally, you may evaluate how the addition of Rivalry Corp to your portfolios can decrease your overall portfolio volatility.