Raisio Oyj (Finland) Market Value
| RAIVV Stock | EUR 1.95 0.01 0.52% |
| Symbol | Raisio |
Raisio Oyj '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 Raisio Oyj'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 Raisio Oyj.
| 04/07/2024 |
| 05/07/2024 |
If you would invest 0.00 in Raisio Oyj on April 7, 2024 and sell it all today you would earn a total of 0.00 from holding Raisio Oyj Vaihto osake or generate 0.0% return on investment in Raisio Oyj over 30 days. Raisio Oyj is related to or competes with Wartsila Oyj, Telia Company, Tokmanni Group, Kemira Oyj, and Huhtamaki Oyj. Raisio plc, a food company, manufactures and sells food and fish feeds in Northern and Eastern Europe, Western Europe, a... More
Raisio Oyj 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 Raisio Oyj'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 Raisio Oyj Vaihto osake upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.88 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.35 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 2.19 |
Raisio Oyj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raisio Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Raisio Oyj's standard deviation. In reality, there are many statistical measures that can use Raisio Oyj historical prices to predict the future Raisio Oyj's volatility.| Risk Adjusted Performance | 0.018 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0298 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Raisio Oyj'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.
Raisio Oyj Vaihto Backtested Returns
We consider Raisio Oyj unstable. Raisio Oyj Vaihto maintains Sharpe Ratio (i.e., Efficiency) of 0.0185, which implies the firm had a 0.0185% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Raisio Oyj Vaihto, which you can use to evaluate the volatility of the company. Please check Raisio Oyj's Semi Deviation of 2.33, coefficient of variation of 5581.31, and Risk Adjusted Performance of 0.018 to confirm if the risk estimate we provide is consistent with the expected return of 0.0374%. Raisio Oyj has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.85, which implies possible diversification benefits within a given portfolio. Raisio Oyj returns are very sensitive to returns on the market. As the market goes up or down, Raisio Oyj is expected to follow. Raisio Oyj Vaihto right now holds a risk of 2.02%. Please check Raisio Oyj Vaihto maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Raisio Oyj Vaihto will be following its historical price patterns.
Auto-correlation | -0.52 |
Good reverse predictability
Raisio Oyj Vaihto osake has good reverse predictability. Overlapping area represents the amount of predictability between Raisio Oyj time series from 7th of April 2024 to 22nd of April 2024 and 22nd of April 2024 to 7th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Raisio Oyj Vaihto price movement. The serial correlation of -0.52 indicates that about 52.0% of current Raisio Oyj price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Raisio Oyj Vaihto lagged returns against current returns
Autocorrelation, which is Raisio Oyj 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 Raisio Oyj's stock expected returns. We can calculate the autocorrelation of Raisio Oyj returns to help us make a trade decision. For example, suppose you find that Raisio Oyj 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 |
Raisio Oyj 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 Raisio Oyj stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Raisio Oyj stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Raisio Oyj stock over time.
Current vs Lagged Prices |
| Timeline |
Raisio Oyj Lagged Returns
When evaluating Raisio Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Raisio Oyj stock have on its future price. Raisio Oyj 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, Raisio Oyj autocorrelation shows the relationship between Raisio Oyj stock current value and its past values and can show if there is a momentum factor associated with investing in Raisio Oyj Vaihto osake.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Raisio Oyj in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Raisio Oyj's short interest history, or implied volatility extrapolated from Raisio Oyj options trading.
Currently Active Assets on Macroaxis
Check out Raisio Oyj Correlation, Raisio Oyj Volatility and Raisio Oyj Alpha and Beta module to complement your research on Raisio Oyj. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Complementary Tools for Raisio Stock analysis
When running Raisio Oyj's price analysis, check to measure Raisio Oyj'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 Raisio Oyj is operating at the current time. Most of Raisio Oyj's value examination focuses on studying past and present price action to predict the probability of Raisio Oyj's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Raisio Oyj's price. Additionally, you may evaluate how the addition of Raisio Oyj to your portfolios can decrease your overall portfolio volatility.
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Raisio Oyj technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.