Revolution Beauty (UK) Market Value
| REVB Stock | 15.05 0.11 0.73% |
| Symbol | Revolution |
Revolution Beauty '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 Revolution Beauty'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 Revolution Beauty.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in Revolution Beauty on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding Revolution Beauty Group or generate 0.0% return on investment in Revolution Beauty over 30 days. Revolution Beauty is related to or competes with Anglo American, Vodafone Group, Unilever PLC, Centrica PLC, London Stock, Glencore PLC, and Diageo PLC. Revolution Beauty is entity of United Kingdom More
Revolution Beauty 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 Revolution Beauty'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 Revolution Beauty Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 14.59 | |||
| Value At Risk | (7.59) | |||
| Potential Upside | 5.35 |
Revolution Beauty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Revolution Beauty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Revolution Beauty's standard deviation. In reality, there are many statistical measures that can use Revolution Beauty historical prices to predict the future Revolution Beauty's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.90) | |||
| Treynor Ratio | 0.279 |
Revolution Beauty Backtested Returns
Revolution Beauty maintains Sharpe Ratio (i.e., Efficiency) of -0.0926, which implies the firm had a -0.0926% return per unit of risk over the last 3 months. Revolution Beauty exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Revolution Beauty's Risk Adjusted Performance of (0.07), variance of 14.67, and Coefficient Of Variation of (929.06) to confirm the risk estimate we provide. The company holds a Beta of -1.51, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Revolution Beauty are expected to decrease by larger amounts. On the other hand, during market turmoil, Revolution Beauty is expected to outperform it. At this point, Revolution Beauty has a negative expected return of -0.35%. Please make sure to check Revolution Beauty's accumulation distribution, rate of daily change, and the relationship between the kurtosis and daily balance of power , to decide if Revolution Beauty performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.39 |
Poor reverse predictability
Revolution Beauty Group has poor reverse predictability. Overlapping area represents the amount of predictability between Revolution Beauty time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th of December 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 Revolution Beauty price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Revolution Beauty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 1.24 |
Revolution Beauty lagged returns against current returns
Autocorrelation, which is Revolution Beauty 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 Revolution Beauty's stock expected returns. We can calculate the autocorrelation of Revolution Beauty returns to help us make a trade decision. For example, suppose you find that Revolution Beauty 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 |
Revolution Beauty 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 Revolution Beauty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Revolution Beauty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Revolution Beauty stock over time.
Current vs Lagged Prices |
| Timeline |
Revolution Beauty Lagged Returns
When evaluating Revolution Beauty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Revolution Beauty stock have on its future price. Revolution Beauty 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, Revolution Beauty autocorrelation shows the relationship between Revolution Beauty stock current value and its past values and can show if there is a momentum factor associated with investing in Revolution Beauty Group.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Revolution Stock Analysis
When running Revolution Beauty's price analysis, check to measure Revolution Beauty'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 Revolution Beauty is operating at the current time. Most of Revolution Beauty's value examination focuses on studying past and present price action to predict the probability of Revolution Beauty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Revolution Beauty's price. Additionally, you may evaluate how the addition of Revolution Beauty to your portfolios can decrease your overall portfolio volatility.