Renta 4 (Germany) Market Value
| 4RE Stock | 17.40 0.10 0.58% |
| Symbol | Renta |
Renta 4 '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 Renta 4'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 Renta 4.
| 05/07/2025 |
| 08/05/2025 |
If you would invest 0.00 in Renta 4 on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding Renta 4 Banco or generate 0.0% return on investment in Renta 4 over 90 days.
Renta 4 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 Renta 4'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 Renta 4 Banco upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | 0.1414 | |||
| Maximum Drawdown | 13.26 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 3.21 |
Renta 4 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Renta 4's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Renta 4's standard deviation. In reality, there are many statistical measures that can use Renta 4 historical prices to predict the future Renta 4's volatility.| Risk Adjusted Performance | 0.1669 | |||
| Jensen Alpha | 0.4094 | |||
| Total Risk Alpha | 0.1138 | |||
| Sortino Ratio | 0.1433 | |||
| Treynor Ratio | (48.63) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Renta 4'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.
Renta 4 Banco Backtested Returns
Renta 4 appears to be not too volatile, given 3 months investment horizon. Renta 4 Banco maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the firm had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Renta 4 Banco, which you can use to evaluate the volatility of the company. Please evaluate Renta 4's Risk Adjusted Performance of 0.1669, semi deviation of 1.32, and Coefficient Of Variation of 498.84 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Renta 4 holds a performance score of 15. The company holds a Beta of -0.0084, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Renta 4 are expected to decrease at a much lower rate. During the bear market, Renta 4 is likely to outperform the market. Please check Renta 4's standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Renta 4's historical price patterns will revert.
Auto-correlation | 0.82 |
Very good predictability
Renta 4 Banco has very good predictability. Overlapping area represents the amount of predictability between Renta 4 time series from 7th of May 2025 to 21st of June 2025 and 21st of June 2025 to 5th of August 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 Renta 4 Banco price movement. The serial correlation of 0.82 indicates that around 82.0% of current Renta 4 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Renta 4 Banco lagged returns against current returns
Autocorrelation, which is Renta 4 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 Renta 4's stock expected returns. We can calculate the autocorrelation of Renta 4 returns to help us make a trade decision. For example, suppose you find that Renta 4 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 |
Renta 4 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 Renta 4 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Renta 4 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Renta 4 stock over time.
Current vs Lagged Prices |
| Timeline |
Renta 4 Lagged Returns
When evaluating Renta 4's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Renta 4 stock have on its future price. Renta 4 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, Renta 4 autocorrelation shows the relationship between Renta 4 stock current value and its past values and can show if there is a momentum factor associated with investing in Renta 4 Banco.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Renta Stock Analysis
When running Renta 4's price analysis, check to measure Renta 4'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 Renta 4 is operating at the current time. Most of Renta 4's value examination focuses on studying past and present price action to predict the probability of Renta 4's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Renta 4's price. Additionally, you may evaluate how the addition of Renta 4 to your portfolios can decrease your overall portfolio volatility.