RALPH LAUREN P Market Value
| 751212AC5 | 97.82 1.81 1.82% |
| Symbol | RALPH |
RALPH '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 RALPH's bond 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 RALPH.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in RALPH on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding RALPH LAUREN P or generate 0.0% return on investment in RALPH over 90 days. RALPH is related to or competes with QuinStreet, ZhongAn Online, Marchex, Cheer Holding, Zhihu, CarsalesCom, and Asure Software. More
RALPH 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 RALPH's bond 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 RALPH LAUREN P upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1038 | |||
| Maximum Drawdown | 3.82 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 0.384 |
RALPH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RALPH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RALPH's standard deviation. In reality, there are many statistical measures that can use RALPH historical prices to predict the future RALPH's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.0212 | |||
| Treynor Ratio | (0.53) |
RALPH LAUREN P Backtested Returns
RALPH LAUREN P maintains Sharpe Ratio (i.e., Efficiency) of -0.0773, which implies the bond had a -0.0773 % return per unit of volatility over the last 3 months. RALPH LAUREN P exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RALPH's market risk adjusted performance of (0.52), and Variance of 0.3049 to confirm the risk estimate we provide. The entity holds a Beta of 0.0741, which implies not very significant fluctuations relative to the market. As returns on the market increase, RALPH's returns are expected to increase less than the market. However, during the bear market, the loss of holding RALPH is expected to be smaller as well.
Auto-correlation | -0.11 |
Insignificant reverse predictability
RALPH LAUREN P has insignificant reverse predictability. Overlapping area represents the amount of predictability between RALPH time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 RALPH LAUREN P price movement. The serial correlation of -0.11 indicates that less than 11.0% of current RALPH price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
RALPH LAUREN P lagged returns against current returns
Autocorrelation, which is RALPH bond'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 RALPH's bond expected returns. We can calculate the autocorrelation of RALPH returns to help us make a trade decision. For example, suppose you find that RALPH has exhibited high autocorrelation historically, and you observe that the bond 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 |
RALPH 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 RALPH bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RALPH bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RALPH bond over time.
Current vs Lagged Prices |
| Timeline |
RALPH Lagged Returns
When evaluating RALPH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RALPH bond have on its future price. RALPH 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, RALPH autocorrelation shows the relationship between RALPH bond current value and its past values and can show if there is a momentum factor associated with investing in RALPH LAUREN P.
Regressed Prices |
| Timeline |
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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 RALPH Bond
RALPH financial ratios help investors to determine whether RALPH Bond 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 RALPH with respect to the benefits of owning RALPH security.