Royal Mail Plc Stock Market Value
| ROYMF Stock | USD 4.13 0.00 0.00% |
| Symbol | Royal |
Royal Mail '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 Royal Mail'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 Royal Mail.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in Royal Mail on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding Royal Mail plc or generate 0.0% return on investment in Royal Mail over 90 days. Royal Mail is related to or competes with Royal Mail, FedEx, United Parcel, Xinyi Glass, Taylor Wimpey, AP Moeller, and Deutsche Post. International Distributions Services plc, together with its subsidiaries, operates as a universal postal service provide... More
Royal Mail 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 Royal Mail'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 Royal Mail plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 7.61 |
Royal Mail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royal Mail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royal Mail's standard deviation. In reality, there are many statistical measures that can use Royal Mail historical prices to predict the future Royal Mail's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | 0.8652 |
Royal Mail plc Backtested Returns
Royal Mail plc 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. Royal Mail plc exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Royal Mail's Variance of 0.9183, risk adjusted performance of (0.1), and Coefficient Of Variation of (793.73) to confirm the risk estimate we provide. The company holds a Beta of -0.15, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Royal Mail are expected to decrease at a much lower rate. During the bear market, Royal Mail is likely to outperform the market. At this point, Royal Mail plc has a negative expected return of -0.12%. Please make sure to check Royal Mail's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to decide if Royal Mail plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Royal Mail plc has no correlation between past and present. Overlapping area represents the amount of predictability between Royal Mail time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th 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 Royal Mail plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Royal Mail price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Royal Mail plc lagged returns against current returns
Autocorrelation, which is Royal Mail 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 Royal Mail's pink sheet expected returns. We can calculate the autocorrelation of Royal Mail returns to help us make a trade decision. For example, suppose you find that Royal Mail 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 |
Royal Mail 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 Royal Mail pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Royal Mail pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Royal Mail pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Royal Mail Lagged Returns
When evaluating Royal Mail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Royal Mail pink sheet have on its future price. Royal Mail 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, Royal Mail autocorrelation shows the relationship between Royal Mail pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Royal Mail plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Royal Pink Sheet
Royal Mail financial ratios help investors to determine whether Royal 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 Royal with respect to the benefits of owning Royal Mail security.