RVRC Holding (Sweden) Market Value
| RVRC Stock | 46.34 0.36 0.77% |
| Symbol | RVRC |
RVRC Holding '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 RVRC Holding'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 RVRC Holding.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in RVRC Holding on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding RVRC Holding AB or generate 0.0% return on investment in RVRC Holding over 90 days.
RVRC Holding 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 RVRC Holding'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 RVRC Holding AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.1237 | |||
| Maximum Drawdown | 12.42 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 4.12 |
RVRC Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RVRC Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RVRC Holding's standard deviation. In reality, there are many statistical measures that can use RVRC Holding historical prices to predict the future RVRC Holding's volatility.| Risk Adjusted Performance | 0.0762 | |||
| Jensen Alpha | 0.1531 | |||
| Total Risk Alpha | 0.461 | |||
| Sortino Ratio | 0.1383 | |||
| Treynor Ratio | (0.90) |
RVRC Holding AB Backtested Returns
RVRC Holding appears to be very steady, given 3 months investment horizon. RVRC Holding AB maintains Sharpe Ratio (i.e., Efficiency) of 0.0933, which implies the firm had a 0.0933 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for RVRC Holding AB, which you can use to evaluate the volatility of the company. Please evaluate RVRC Holding's Risk Adjusted Performance of 0.0762, semi deviation of 1.85, and Market Risk Adjusted Performance of (0.89) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RVRC Holding holds a performance score of 7. The company holds a Beta of -0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning RVRC Holding are expected to decrease at a much lower rate. During the bear market, RVRC Holding is likely to outperform the market. Please check RVRC Holding's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether RVRC Holding's historical price patterns will revert.
Auto-correlation | -0.59 |
Good reverse predictability
RVRC Holding AB has good reverse predictability. Overlapping area represents the amount of predictability between RVRC Holding time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 RVRC Holding AB price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current RVRC Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 3.2 |
RVRC Holding AB lagged returns against current returns
Autocorrelation, which is RVRC Holding 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 RVRC Holding's stock expected returns. We can calculate the autocorrelation of RVRC Holding returns to help us make a trade decision. For example, suppose you find that RVRC Holding 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 |
RVRC Holding 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 RVRC Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RVRC Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RVRC Holding stock over time.
Current vs Lagged Prices |
| Timeline |
RVRC Holding Lagged Returns
When evaluating RVRC Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RVRC Holding stock have on its future price. RVRC Holding 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, RVRC Holding autocorrelation shows the relationship between RVRC Holding stock current value and its past values and can show if there is a momentum factor associated with investing in RVRC Holding AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for RVRC Stock Analysis
When running RVRC Holding's price analysis, check to measure RVRC Holding'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 RVRC Holding is operating at the current time. Most of RVRC Holding's value examination focuses on studying past and present price action to predict the probability of RVRC Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RVRC Holding's price. Additionally, you may evaluate how the addition of RVRC Holding to your portfolios can decrease your overall portfolio volatility.