Rcs Mediagroup Spa Stock Market Value
| RZSMF Stock | USD 1.00 0.06 6.38% |
| Symbol | RCS |
RCS MediaGroup '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 RCS MediaGroup's pink sheet 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 RCS MediaGroup.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in RCS MediaGroup on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding RCS MediaGroup SpA or generate 0.0% return on investment in RCS MediaGroup over 90 days. RCS MediaGroup is related to or competes with Sylvania Platinum, Thunderbird Entertainment, PAX Global, and Slate Office. RCS MediaGroup S.p.A. operates as a multimedia publishing company in Italy, Spain, and internationally More
RCS MediaGroup 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 RCS MediaGroup's pink sheet 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 RCS MediaGroup SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1515 | |||
| Maximum Drawdown | 7.64 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 2.3 |
RCS MediaGroup Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RCS MediaGroup's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RCS MediaGroup's standard deviation. In reality, there are many statistical measures that can use RCS MediaGroup historical prices to predict the future RCS MediaGroup's volatility.| Risk Adjusted Performance | 0.0774 | |||
| Jensen Alpha | 0.1016 | |||
| Total Risk Alpha | 0.2984 | |||
| Treynor Ratio | (1.00) |
RCS MediaGroup SpA Backtested Returns
At this point, RCS MediaGroup is very risky. RCS MediaGroup SpA maintains Sharpe Ratio (i.e., Efficiency) of 0.0842, which implies the company had a 0.0842 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for RCS MediaGroup SpA, which you can use to evaluate the volatility of the entity. Please check RCS MediaGroup's Variance of 2.17, market risk adjusted performance of (0.99), and Mean Deviation of 0.6269 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. RCS MediaGroup has a performance score of 6 on a scale of 0 to 100. The firm 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 RCS MediaGroup are expected to decrease at a much lower rate. During the bear market, RCS MediaGroup is likely to outperform the market. RCS MediaGroup SpA currently holds a risk of 1.47%. Please check RCS MediaGroup SpA total risk alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if RCS MediaGroup SpA will be following its historical price patterns.
Auto-correlation | 0.37 |
Below average predictability
RCS MediaGroup SpA has below average predictability. Overlapping area represents the amount of predictability between RCS MediaGroup time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 RCS MediaGroup SpA price movement. The serial correlation of 0.37 indicates that just about 37.0% of current RCS MediaGroup price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
RCS MediaGroup SpA lagged returns against current returns
Autocorrelation, which is RCS MediaGroup pink sheet'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 RCS MediaGroup's pink sheet expected returns. We can calculate the autocorrelation of RCS MediaGroup returns to help us make a trade decision. For example, suppose you find that RCS MediaGroup has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
RCS MediaGroup 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 RCS MediaGroup pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RCS MediaGroup pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RCS MediaGroup pink sheet over time.
Current vs Lagged Prices |
| Timeline |
RCS MediaGroup Lagged Returns
When evaluating RCS MediaGroup's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RCS MediaGroup pink sheet have on its future price. RCS MediaGroup 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, RCS MediaGroup autocorrelation shows the relationship between RCS MediaGroup pink sheet current value and its past values and can show if there is a momentum factor associated with investing in RCS MediaGroup SpA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in RCS Pink Sheet
RCS MediaGroup financial ratios help investors to determine whether RCS Pink Sheet 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 RCS with respect to the benefits of owning RCS MediaGroup security.