RVRC Holding (Sweden) Market Value
| RVRC Stock | 44.28 0.28 0.63% |
| Symbol | RVRC |
RVRC Holding '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 RVRC Holding'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 RVRC Holding.
| 05/03/2025 |
| 08/01/2025 |
If you would invest 0.00 in RVRC Holding on May 3, 2025 and sell it all today you would earn a total of 0.00 from holding RVRC Holding AB or generate 0.0% return on investment in RVRC Holding over 90 days.
RVRC Holding 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 RVRC Holding'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 RVRC Holding AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 16.42 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 2.97 |
RVRC Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RVRC Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RVRC Holding's standard deviation. In reality, there are many statistical measures that can use RVRC Holding historical prices to predict the future RVRC Holding's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (0.13) |
RVRC Holding AB Backtested Returns
RVRC Holding AB maintains Sharpe Ratio (i.e., Efficiency) of -0.0748, which implies the firm had a -0.0748 % return per unit of standard deviation over the last 3 months. RVRC Holding AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RVRC Holding's Market Risk Adjusted Performance of (0.12), risk adjusted performance of (0.03), and Coefficient Of Variation of (2,183) to confirm the risk estimate we provide. The company holds a Beta of 0.93, which implies possible diversification benefits within a given portfolio. RVRC Holding returns are very sensitive to returns on the market. As the market goes up or down, RVRC Holding is expected to follow. At this point, RVRC Holding AB has a negative expected return of -0.18%. Please make sure to check RVRC Holding's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if RVRC Holding AB performance from the past will be repeated at some future point.
Auto-correlation | -0.12 |
Insignificant reverse predictability
RVRC Holding AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between RVRC Holding time series from 3rd of May 2025 to 17th of June 2025 and 17th of June 2025 to 1st 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 RVRC Holding AB price movement. The serial correlation of -0.12 indicates that less than 12.0% of current RVRC Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 2.47 |
RVRC Holding AB lagged returns against current returns
Autocorrelation, which is RVRC Holding 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 RVRC Holding's stock expected returns. We can calculate the autocorrelation of RVRC Holding returns to help us make a trade decision. For example, suppose you find that RVRC Holding 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 |
RVRC Holding 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 RVRC Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RVRC Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RVRC Holding stock over time.
Current vs Lagged Prices |
| Timeline |
RVRC Holding Lagged Returns
When evaluating RVRC Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RVRC Holding stock have on its future price. RVRC Holding 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, RVRC Holding autocorrelation shows the relationship between RVRC Holding stock current value and its past values and can show if there is a momentum factor associated with investing in RVRC Holding AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for RVRC Stock Analysis
When running RVRC Holding's price analysis, check to measure RVRC Holding'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 RVRC Holding is operating at the current time. Most of RVRC Holding's value examination focuses on studying past and present price action to predict the probability of RVRC Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RVRC Holding's price. Additionally, you may evaluate how the addition of RVRC Holding to your portfolios can decrease your overall portfolio volatility.