Reklaim Stock Market Value
| MYID Stock | 0.11 0.01 8.33% |
| Symbol | Reklaim |
Reklaim Price To Book Ratio
Reklaim '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 Reklaim'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 Reklaim.
| 05/05/2025 |
| 08/03/2025 |
If you would invest 0.00 in Reklaim on May 5, 2025 and sell it all today you would earn a total of 0.00 from holding Reklaim or generate 0.0% return on investment in Reklaim over 90 days. Reklaim is related to or competes with Kongsberg Automotive. Reklaim is entity of Canada. It is traded as Stock on V exchange. More
Reklaim 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 Reklaim'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 Reklaim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.37 | |||
| Information Ratio | 0.0911 | |||
| Maximum Drawdown | 28.33 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 12.5 |
Reklaim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Reklaim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Reklaim's standard deviation. In reality, there are many statistical measures that can use Reklaim historical prices to predict the future Reklaim's volatility.| Risk Adjusted Performance | 0.0956 | |||
| Jensen Alpha | 0.5434 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0517 | |||
| Treynor Ratio | 0.6855 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Reklaim'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.
Reklaim Backtested Returns
Reklaim appears to be out of control, given 3 months investment horizon. Reklaim maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % return per unit of risk over the last 3 months. By analyzing Reklaim's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please evaluate Reklaim's Coefficient Of Variation of 906.07, semi deviation of 3.61, and Risk Adjusted Performance of 0.0956 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Reklaim holds a performance score of 8. The company holds a Beta of 0.93, which implies possible diversification benefits within a given portfolio. Reklaim returns are very sensitive to returns on the market. As the market goes up or down, Reklaim is expected to follow. Please check Reklaim's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Reklaim's historical price patterns will revert.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Reklaim has insignificant reverse predictability. Overlapping area represents the amount of predictability between Reklaim time series from 5th of May 2025 to 19th of June 2025 and 19th of June 2025 to 3rd 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 Reklaim price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Reklaim price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Reklaim lagged returns against current returns
Autocorrelation, which is Reklaim 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 Reklaim's stock expected returns. We can calculate the autocorrelation of Reklaim returns to help us make a trade decision. For example, suppose you find that Reklaim 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 |
Reklaim 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 Reklaim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Reklaim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Reklaim stock over time.
Current vs Lagged Prices |
| Timeline |
Reklaim Lagged Returns
When evaluating Reklaim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Reklaim stock have on its future price. Reklaim 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, Reklaim autocorrelation shows the relationship between Reklaim stock current value and its past values and can show if there is a momentum factor associated with investing in Reklaim.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Reklaim Stock Analysis
When running Reklaim's price analysis, check to measure Reklaim'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 Reklaim is operating at the current time. Most of Reklaim's value examination focuses on studying past and present price action to predict the probability of Reklaim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Reklaim's price. Additionally, you may evaluate how the addition of Reklaim to your portfolios can decrease your overall portfolio volatility.