RYMAN HEALTHCAR (Germany) Market Value
| RH7 Stock | EUR 1.31 0.01 0.76% |
| Symbol | RYMAN |
RYMAN HEALTHCAR '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 RYMAN HEALTHCAR'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 RYMAN HEALTHCAR.
| 07/06/2025 |
| 10/04/2025 |
If you would invest 0.00 in RYMAN HEALTHCAR on July 6, 2025 and sell it all today you would earn a total of 0.00 from holding RYMAN HEALTHCAR or generate 0.0% return on investment in RYMAN HEALTHCAR over 90 days. RYMAN HEALTHCAR is related to or competes with Apple, Apple, Apple, Microsoft, Microsoft, Microsoft, and Microsoft. More
RYMAN HEALTHCAR 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 RYMAN HEALTHCAR'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 RYMAN HEALTHCAR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.41 | |||
| Information Ratio | 0.0365 | |||
| Maximum Drawdown | 24.66 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 4.1 |
RYMAN HEALTHCAR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RYMAN HEALTHCAR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RYMAN HEALTHCAR's standard deviation. In reality, there are many statistical measures that can use RYMAN HEALTHCAR historical prices to predict the future RYMAN HEALTHCAR's volatility.| Risk Adjusted Performance | 0.0435 | |||
| Jensen Alpha | 0.1802 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.037 | |||
| Treynor Ratio | 0.9705 |
RYMAN HEALTHCAR Backtested Returns
At this point, RYMAN HEALTHCAR is dangerous. RYMAN HEALTHCAR maintains Sharpe Ratio (i.e., Efficiency) of 0.0445, which implies the firm had a 0.0445 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for RYMAN HEALTHCAR, which you can use to evaluate the volatility of the company. Please check RYMAN HEALTHCAR's semi deviation of 2.63, and Risk Adjusted Performance of 0.0435 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. RYMAN HEALTHCAR has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of 0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, RYMAN HEALTHCAR's returns are expected to increase less than the market. However, during the bear market, the loss of holding RYMAN HEALTHCAR is expected to be smaller as well. RYMAN HEALTHCAR presently holds a risk of 3.43%. Please check RYMAN HEALTHCAR jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if RYMAN HEALTHCAR will be following its historical price patterns.
Auto-correlation | -0.01 |
Very weak reverse predictability
RYMAN HEALTHCAR has very weak reverse predictability. Overlapping area represents the amount of predictability between RYMAN HEALTHCAR time series from 6th of July 2025 to 20th of August 2025 and 20th of August 2025 to 4th of October 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 RYMAN HEALTHCAR price movement. The serial correlation of -0.01 indicates that just 1.0% of current RYMAN HEALTHCAR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
RYMAN HEALTHCAR lagged returns against current returns
Autocorrelation, which is RYMAN HEALTHCAR 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 RYMAN HEALTHCAR's stock expected returns. We can calculate the autocorrelation of RYMAN HEALTHCAR returns to help us make a trade decision. For example, suppose you find that RYMAN HEALTHCAR 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 |
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RYMAN HEALTHCAR 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 RYMAN HEALTHCAR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RYMAN HEALTHCAR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RYMAN HEALTHCAR stock over time.
Current vs Lagged Prices |
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RYMAN HEALTHCAR Lagged Returns
When evaluating RYMAN HEALTHCAR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RYMAN HEALTHCAR stock have on its future price. RYMAN HEALTHCAR 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, RYMAN HEALTHCAR autocorrelation shows the relationship between RYMAN HEALTHCAR stock current value and its past values and can show if there is a momentum factor associated with investing in RYMAN HEALTHCAR.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in RYMAN Stock
RYMAN HEALTHCAR financial ratios help investors to determine whether RYMAN Stock 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 RYMAN with respect to the benefits of owning RYMAN HEALTHCAR security.