Robeco Sust (Netherlands) Market Value
| ROBA Stock | EUR 77.62 0.20 0.26% |
| Symbol | Robeco |
Please note, there is a significant difference between Robeco Sust's value and its price as these two are different measures arrived at by different means. Investors typically determine if Robeco Sust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Robeco Sust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Robeco Sust '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 Robeco Sust'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 Robeco Sust.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in Robeco Sust on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding Robeco Sust Global or generate 0.0% return on investment in Robeco Sust over 90 days. Robeco Sust is related to or competes with Accsys Technologies, Sligro Food, AMG Advanced, and Flow Traders. More
Robeco Sust 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 Robeco Sust'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 Robeco Sust Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7358 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.18 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 0.8736 |
Robeco Sust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Robeco Sust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Robeco Sust's standard deviation. In reality, there are many statistical measures that can use Robeco Sust historical prices to predict the future Robeco Sust's volatility.| Risk Adjusted Performance | 0.0404 | |||
| Jensen Alpha | 0.0353 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.24) |
Robeco Sust Global Backtested Returns
Currently, Robeco Sust Global is very steady. Robeco Sust Global maintains Sharpe Ratio (i.e., Efficiency) of 0.0514, which implies the firm had a 0.0514 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Robeco Sust Global, which you can use to evaluate the volatility of the company. Please check Robeco Sust's Coefficient Of Variation of 1837.6, risk adjusted performance of 0.0404, and Semi Deviation of 0.6146 to confirm if the risk estimate we provide is consistent with the expected return of 0.0335%. Robeco Sust has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of -0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Robeco Sust are expected to decrease at a much lower rate. During the bear market, Robeco Sust is likely to outperform the market. Robeco Sust Global right now holds a risk of 0.65%. Please check Robeco Sust Global semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if Robeco Sust Global will be following its historical price patterns.
Auto-correlation | -0.44 |
Modest reverse predictability
Robeco Sust Global has modest reverse predictability. Overlapping area represents the amount of predictability between Robeco Sust time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th of August 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 Robeco Sust Global price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Robeco Sust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
Robeco Sust Global lagged returns against current returns
Autocorrelation, which is Robeco Sust 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 Robeco Sust's stock expected returns. We can calculate the autocorrelation of Robeco Sust returns to help us make a trade decision. For example, suppose you find that Robeco Sust 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 |
Robeco Sust 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 Robeco Sust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Robeco Sust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Robeco Sust stock over time.
Current vs Lagged Prices |
| Timeline |
Robeco Sust Lagged Returns
When evaluating Robeco Sust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Robeco Sust stock have on its future price. Robeco Sust 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, Robeco Sust autocorrelation shows the relationship between Robeco Sust stock current value and its past values and can show if there is a momentum factor associated with investing in Robeco Sust Global.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Robeco Stock Analysis
When running Robeco Sust's price analysis, check to measure Robeco Sust'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 Robeco Sust is operating at the current time. Most of Robeco Sust's value examination focuses on studying past and present price action to predict the probability of Robeco Sust's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Robeco Sust's price. Additionally, you may evaluate how the addition of Robeco Sust to your portfolios can decrease your overall portfolio volatility.