Rbc 1 5 Year Etf Market Value
| RBO Etf | CAD 18.77 0.03 0.16% |
| Symbol | RBC |
RBC 1 '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 RBC 1's etf 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 RBC 1.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in RBC 1 on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding RBC 1 5 Year or generate 0.0% return on investment in RBC 1 over 90 days. RBC 1 is related to or competes with RBC Quant, RBC Quant, RBC Quant, and RBC Quant. The Fund seeks to provide unitholders with exposure to the performance of a diversified portfolio of Canadian corporate ... More
RBC 1 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 RBC 1's etf 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 RBC 1 5 Year upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1413 | |||
| Information Ratio | (1.51) | |||
| Maximum Drawdown | 0.5886 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.2145 |
RBC 1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RBC 1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RBC 1's standard deviation. In reality, there are many statistical measures that can use RBC 1 historical prices to predict the future RBC 1's volatility.| Risk Adjusted Performance | 0.0478 | |||
| Jensen Alpha | 0.0085 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (1.37) | |||
| Treynor Ratio | (0.56) |
RBC 1 5 Backtested Returns
As of now, RBC Etf is very steady. RBC 1 5 retains Efficiency (Sharpe Ratio) of 0.13, which implies the etf had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for RBC 1, which you can use to evaluate the volatility of the entity. Please check RBC 1's downside deviation of 0.1413, and Market Risk Adjusted Performance of (0.55) to confirm if the risk estimate we provide is consistent with the expected return of 0.0162%. The entity owns a Beta (Systematic Risk) of -0.0111, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning RBC 1 are expected to decrease at a much lower rate. During the bear market, RBC 1 is likely to outperform the market.
Auto-correlation | 0.28 |
Poor predictability
RBC 1 5 Year has poor predictability. Overlapping area represents the amount of predictability between RBC 1 time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th of July 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 RBC 1 5 price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current RBC 1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
RBC 1 5 lagged returns against current returns
Autocorrelation, which is RBC 1 etf'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 RBC 1's etf expected returns. We can calculate the autocorrelation of RBC 1 returns to help us make a trade decision. For example, suppose you find that RBC 1 has exhibited high autocorrelation historically, and you observe that the etf 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 |
RBC 1 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 RBC 1 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RBC 1 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RBC 1 etf over time.
Current vs Lagged Prices |
| Timeline |
RBC 1 Lagged Returns
When evaluating RBC 1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RBC 1 etf have on its future price. RBC 1 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, RBC 1 autocorrelation shows the relationship between RBC 1 etf current value and its past values and can show if there is a momentum factor associated with investing in RBC 1 5 Year.
Regressed Prices |
| Timeline |
Other Information on Investing in RBC Etf
RBC 1 financial ratios help investors to determine whether RBC Etf 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 RBC with respect to the benefits of owning RBC 1 security.