Raval ACS (Israel) Market Value
| RVL Stock | ILA 202.30 0.40 0.20% |
| Symbol | Raval |
Raval ACS '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 Raval ACS'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 Raval ACS.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Raval ACS on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Raval ACS or generate 0.0% return on investment in Raval ACS over 90 days. Raval ACS is related to or competes with Palram, EN Shoham, Payton L, Klil Industries, and Tower Semiconductor. Raval ACS Ltd. develops, produces, and sells automotive fuel tank venting systems More
Raval ACS 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 Raval ACS'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 Raval ACS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 8.23 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 3.64 |
Raval ACS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raval ACS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Raval ACS's standard deviation. In reality, there are many statistical measures that can use Raval ACS historical prices to predict the future Raval ACS's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.78) | |||
| Treynor Ratio | (1.28) |
Raval ACS Backtested Returns
Raval ACS 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. Raval ACS exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Raval ACS's Coefficient Of Variation of (759.52), variance of 3.91, and Risk Adjusted Performance of (0.1) to confirm the risk estimate we provide. The company holds a Beta of 0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, Raval ACS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Raval ACS is expected to be smaller as well. At this point, Raval ACS has a negative expected return of -0.26%. Please make sure to check Raval ACS's potential upside, daily balance of power, as well as the relationship between the Daily Balance Of Power and market facilitation index , to decide if Raval ACS performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.74 |
Good predictability
Raval ACS has good predictability. Overlapping area represents the amount of predictability between Raval ACS time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Raval ACS price movement. The serial correlation of 0.74 indicates that around 74.0% of current Raval ACS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 78.93 |
Raval ACS lagged returns against current returns
Autocorrelation, which is Raval ACS 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 Raval ACS's stock expected returns. We can calculate the autocorrelation of Raval ACS returns to help us make a trade decision. For example, suppose you find that Raval ACS 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 |
Raval ACS 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 Raval ACS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Raval ACS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Raval ACS stock over time.
Current vs Lagged Prices |
| Timeline |
Raval ACS Lagged Returns
When evaluating Raval ACS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Raval ACS stock have on its future price. Raval ACS 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, Raval ACS autocorrelation shows the relationship between Raval ACS stock current value and its past values and can show if there is a momentum factor associated with investing in Raval ACS.
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 Raval Stock
Raval ACS financial ratios help investors to determine whether Raval 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 Raval with respect to the benefits of owning Raval ACS security.