Rogers Communications (Germany) Market Value
| RCIB Stock | EUR 29.20 0.20 0.69% |
| Symbol | Rogers |
Rogers Communications '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 Rogers Communications' 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 Rogers Communications.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Rogers Communications on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Rogers Communications or generate 0.0% return on investment in Rogers Communications over 90 days. Rogers Communications is related to or competes with GOLDQUEST MINING, EBRO FOODS, Moneysupermarket, Western Copper, Monster Beverage, SUPERNOVA METALS, and SIMS METAL. Rogers Communications Inc. operates as a communications and media company in Canada More
Rogers Communications 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 Rogers Communications' 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 Rogers Communications upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.1577 | |||
| Maximum Drawdown | 6.93 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.59 |
Rogers Communications Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rogers Communications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rogers Communications' standard deviation. In reality, there are many statistical measures that can use Rogers Communications historical prices to predict the future Rogers Communications' volatility.| Risk Adjusted Performance | 0.2413 | |||
| Jensen Alpha | 0.4422 | |||
| Total Risk Alpha | 0.0583 | |||
| Sortino Ratio | 0.163 | |||
| Treynor Ratio | (4.52) |
Rogers Communications Backtested Returns
Rogers Communications appears to be very steady, given 3 months investment horizon. Rogers Communications maintains Sharpe Ratio (i.e., Efficiency) of 0.33, which implies the firm had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Rogers Communications, which you can use to evaluate the volatility of the company. Please evaluate Rogers Communications' Risk Adjusted Performance of 0.2413, semi deviation of 0.6851, and Coefficient Of Variation of 327.72 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rogers Communications holds a performance score of 26. The company holds a Beta of -0.0936, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rogers Communications are expected to decrease at a much lower rate. During the bear market, Rogers Communications is likely to outperform the market. Please check Rogers Communications' jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether Rogers Communications' historical price patterns will revert.
Auto-correlation | 0.89 |
Very good predictability
Rogers Communications has very good predictability. Overlapping area represents the amount of predictability between Rogers Communications time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Rogers Communications price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Rogers Communications price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 4.28 |
Rogers Communications lagged returns against current returns
Autocorrelation, which is Rogers Communications 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 Rogers Communications' stock expected returns. We can calculate the autocorrelation of Rogers Communications returns to help us make a trade decision. For example, suppose you find that Rogers Communications 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 |
Rogers Communications 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 Rogers Communications stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rogers Communications stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rogers Communications stock over time.
Current vs Lagged Prices |
| Timeline |
Rogers Communications Lagged Returns
When evaluating Rogers Communications' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rogers Communications stock have on its future price. Rogers Communications 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, Rogers Communications autocorrelation shows the relationship between Rogers Communications stock current value and its past values and can show if there is a momentum factor associated with investing in Rogers Communications.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| USOI | Credit Suisse X Links | |
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| BCAT | BlackRock Capital Allocation | |
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Additional Information and Resources on Investing in Rogers Stock
When determining whether Rogers Communications offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Rogers Communications' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Rogers Communications Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Rogers Communications Stock:Check out Rogers Communications Correlation, Rogers Communications Volatility and Rogers Communications Alpha and Beta module to complement your research on Rogers Communications. For more detail on how to invest in Rogers Stock please use our How to Invest in Rogers Communications guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Rogers Communications 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.