Koninklijke Philips Nv Stock Market Value
| RYLPF Stock | USD 27.59 0.75 2.79% |
| Symbol | Koninklijke |
Koninklijke Philips '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 Koninklijke Philips' 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 Koninklijke Philips.
| 05/20/2025 |
| 08/18/2025 |
If you would invest 0.00 in Koninklijke Philips on May 20, 2025 and sell it all today you would earn a total of 0.00 from holding Koninklijke Philips NV or generate 0.0% return on investment in Koninklijke Philips over 90 days. Koninklijke Philips is related to or competes with Lonza, Siemens Healthineers, Sysmex Corp, Terumo, and Merck KGaA. Koninklijke Philips N.V. operates as a health technology company in North America and internationally More
Koninklijke Philips 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 Koninklijke Philips' 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 Koninklijke Philips NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.04 | |||
| Information Ratio | 0.0366 | |||
| Maximum Drawdown | 14.41 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 5.33 |
Koninklijke Philips Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koninklijke Philips' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koninklijke Philips' standard deviation. In reality, there are many statistical measures that can use Koninklijke Philips historical prices to predict the future Koninklijke Philips' volatility.| Risk Adjusted Performance | 0.0634 | |||
| Jensen Alpha | 0.1985 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0284 | |||
| Treynor Ratio | (0.72) |
Koninklijke Philips Backtested Returns
Koninklijke Philips appears to be very steady, given 3 months investment horizon. Koninklijke Philips has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Koninklijke Philips, which you can use to evaluate the volatility of the firm. Please exercise Koninklijke Philips' Risk Adjusted Performance of 0.0634, mean deviation of 1.22, and Downside Deviation of 3.04 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Koninklijke Philips holds a performance score of 7. The company secures a Beta (Market Risk) of -0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Koninklijke Philips are expected to decrease at a much lower rate. During the bear market, Koninklijke Philips is likely to outperform the market. Please check Koninklijke Philips' value at risk, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Koninklijke Philips' current price movements will revert.
Auto-correlation | 0.44 |
Average predictability
Koninklijke Philips NV has average predictability. Overlapping area represents the amount of predictability between Koninklijke Philips time series from 20th of May 2025 to 4th of July 2025 and 4th of July 2025 to 18th 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 Koninklijke Philips price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Koninklijke Philips price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 2.64 |
Koninklijke Philips lagged returns against current returns
Autocorrelation, which is Koninklijke Philips 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 Koninklijke Philips' pink sheet expected returns. We can calculate the autocorrelation of Koninklijke Philips returns to help us make a trade decision. For example, suppose you find that Koninklijke Philips 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 |
Koninklijke Philips 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 Koninklijke Philips pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koninklijke Philips pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koninklijke Philips pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Koninklijke Philips Lagged Returns
When evaluating Koninklijke Philips' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koninklijke Philips pink sheet have on its future price. Koninklijke Philips 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, Koninklijke Philips autocorrelation shows the relationship between Koninklijke Philips pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Koninklijke Philips NV.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Koninklijke Pink Sheet
When determining whether Koninklijke Philips is a strong investment it is important to analyze Koninklijke Philips' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Koninklijke Philips' future performance. For an informed investment choice regarding Koninklijke Pink Sheet, refer to the following important reports:Check out Koninklijke Philips Correlation, Koninklijke Philips Volatility and Koninklijke Philips Alpha and Beta module to complement your research on Koninklijke Philips. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Koninklijke Philips technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.