RSL Electronics (Israel) Market Value
| RSEL Stock | ILS 1,613 64.00 3.82% |
| Symbol | RSL |
RSL Electronics '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 RSL Electronics' 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 RSL Electronics.
| 05/01/2025 |
| 07/30/2025 |
If you would invest 0.00 in RSL Electronics on May 1, 2025 and sell it all today you would earn a total of 0.00 from holding RSL Electronics or generate 0.0% return on investment in RSL Electronics over 90 days. RSL Electronics is related to or competes with Opko Health, Migdal Insurance, Magic Software, Purple Biotech, Libra Insurance, Cannabotech, and Tedea Technological. RSL Electronics Ltd. develops, manufactures, and sells control, utilities, and diagnostics and prognostics systems for a... More
RSL Electronics 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 RSL Electronics' 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 RSL Electronics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 25.81 | |||
| Value At Risk | (7.67) | |||
| Potential Upside | 8.26 |
RSL Electronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RSL Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RSL Electronics' standard deviation. In reality, there are many statistical measures that can use RSL Electronics historical prices to predict the future RSL Electronics' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (1.22) | |||
| Treynor Ratio | 0.2156 |
RSL Electronics Backtested Returns
At this point, RSL Electronics is very steady. RSL Electronics maintains Sharpe Ratio (i.e., Efficiency) of 0.026, which implies the firm had a 0.026 % return per unit of volatility over the last 3 months. We have found twenty-four technical indicators for RSL Electronics, which you can use to evaluate the volatility of the company. Please check RSL Electronics' coefficient of variation of (2,044), and Risk Adjusted Performance of (0.03) to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. RSL Electronics has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of -1.13, which implies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning RSL Electronics are expected to decrease slowly. On the other hand, during market turmoil, RSL Electronics is expected to outperform it slightly. RSL Electronics presently holds a risk of 5.16%. Please check RSL Electronics treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if RSL Electronics will be following its historical price patterns.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
RSL Electronics has almost perfect reverse predictability. Overlapping area represents the amount of predictability between RSL Electronics time series from 1st of May 2025 to 15th of June 2025 and 15th of June 2025 to 30th 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 RSL Electronics price movement. The serial correlation of -0.77 indicates that around 77.0% of current RSL Electronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 20.9 K |
RSL Electronics lagged returns against current returns
Autocorrelation, which is RSL Electronics 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 RSL Electronics' stock expected returns. We can calculate the autocorrelation of RSL Electronics returns to help us make a trade decision. For example, suppose you find that RSL Electronics 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 |
RSL Electronics 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 RSL Electronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RSL Electronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RSL Electronics stock over time.
Current vs Lagged Prices |
| Timeline |
RSL Electronics Lagged Returns
When evaluating RSL Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RSL Electronics stock have on its future price. RSL Electronics 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, RSL Electronics autocorrelation shows the relationship between RSL Electronics stock current value and its past values and can show if there is a momentum factor associated with investing in RSL Electronics.
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 RSL Stock
RSL Electronics financial ratios help investors to determine whether RSL 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 RSL with respect to the benefits of owning RSL Electronics security.