Rami Levi Chain Stock Market Value
| RLEVF Stock | USD 74.00 0.00 0.00% |
| Symbol | Rami |
Rami Levi '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 Rami Levi's pink sheet 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 Rami Levi.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Rami Levi on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Rami Levi Chain or generate 0.0% return on investment in Rami Levi over 90 days. Rami Levi is related to or competes with LB Foster, Westrock Coffee, Scandinavian Tobacco, 51Talk Online, Philip Morris, and Verra Mobility. Rami Levi Chain Stores Hashikma Marketing 2006 Ltd operates a chain of retail stores with a format of discount network i... More
Rami Levi 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 Rami Levi's pink sheet 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 Rami Levi Chain upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0925 | |||
| Maximum Drawdown | 32.13 |
Rami Levi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rami Levi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rami Levi's standard deviation. In reality, there are many statistical measures that can use Rami Levi historical prices to predict the future Rami Levi's volatility.| Risk Adjusted Performance | 0.1273 | |||
| Jensen Alpha | 0.6915 | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rami Levi'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.
Rami Levi Chain Backtested Returns
Rami Levi appears to be very steady, given 3 months investment horizon. Rami Levi Chain maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of risk over the last 3 months. By analyzing Rami Levi's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please evaluate Rami Levi's Risk Adjusted Performance of 0.1273, coefficient of variation of 780.64, and Variance of 15.65 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rami Levi holds a performance score of 10. The company holds a Beta of -1.49, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Rami Levi are expected to decrease by larger amounts. On the other hand, during market turmoil, Rami Levi is expected to outperform it. Please check Rami Levi's information ratio and rate of daily change , to make a quick decision on whether Rami Levi's historical price patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Rami Levi Chain has very good predictability. Overlapping area represents the amount of predictability between Rami Levi time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Rami Levi Chain price movement. The serial correlation of 0.8 indicates that around 80.0% of current Rami Levi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Rami Levi Chain lagged returns against current returns
Autocorrelation, which is Rami Levi pink sheet'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 Rami Levi's pink sheet expected returns. We can calculate the autocorrelation of Rami Levi returns to help us make a trade decision. For example, suppose you find that Rami Levi has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Rami Levi 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 Rami Levi pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rami Levi pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rami Levi pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Rami Levi Lagged Returns
When evaluating Rami Levi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rami Levi pink sheet have on its future price. Rami Levi 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, Rami Levi autocorrelation shows the relationship between Rami Levi pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Rami Levi Chain.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Rami Pink Sheet
Rami Levi financial ratios help investors to determine whether Rami Pink Sheet 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 Rami with respect to the benefits of owning Rami Levi security.