Rapala Vmc Stock Market Value
| RPNMF Stock | USD 3.28 1.07 24.60% |
| Symbol | Rapala |
Rapala VMC '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 Rapala VMC'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 Rapala VMC.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Rapala VMC on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Rapala VMC or generate 0.0% return on investment in Rapala VMC over 30 days. Rapala VMC is related to or competes with Hasbro, JAKKS Pacific, Planet Fitness, Funko, Mattel, Life Time, and Acushnet Holdings. Rapala VMC Corporation, together with its subsidiaries, engages in manufacturing, sourcing, and distributing fishing tac... More
Rapala VMC 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 Rapala VMC'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 Rapala VMC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 24.6 |
Rapala VMC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rapala VMC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rapala VMC's standard deviation. In reality, there are many statistical measures that can use Rapala VMC historical prices to predict the future Rapala VMC's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.67) | |||
| Treynor Ratio | (1.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rapala VMC's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Rapala VMC Backtested Returns
Rapala VMC 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. Rapala VMC exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rapala VMC's Risk Adjusted Performance of (0.07), coefficient of variation of (812.40), and Variance of 9.17 to confirm the risk estimate we provide. The company holds a Beta of 0.25, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rapala VMC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rapala VMC is expected to be smaller as well. Rapala VMC has an expected return of -0.39%. Please make sure to check Rapala VMC jensen alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Rapala VMC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Rapala VMC has no correlation between past and present. Overlapping area represents the amount of predictability between Rapala VMC time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rapala VMC price movement. The serial correlation of 0.0 indicates that just 0.0% of current Rapala VMC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Rapala VMC lagged returns against current returns
Autocorrelation, which is Rapala VMC 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 Rapala VMC's pink sheet expected returns. We can calculate the autocorrelation of Rapala VMC returns to help us make a trade decision. For example, suppose you find that Rapala VMC 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 |
Rapala VMC 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 Rapala VMC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rapala VMC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rapala VMC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Rapala VMC Lagged Returns
When evaluating Rapala VMC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rapala VMC pink sheet have on its future price. Rapala VMC 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, Rapala VMC autocorrelation shows the relationship between Rapala VMC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Rapala VMC.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Rapala VMC in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Rapala VMC's short interest history, or implied volatility extrapolated from Rapala VMC options trading.
Currently Active Assets on Macroaxis
Check out Rapala VMC Correlation, Rapala VMC Volatility and Rapala VMC Alpha and Beta module to complement your research on Rapala VMC. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Complementary Tools for Rapala Pink Sheet analysis
When running Rapala VMC's price analysis, check to measure Rapala VMC'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 Rapala VMC is operating at the current time. Most of Rapala VMC's value examination focuses on studying past and present price action to predict the probability of Rapala VMC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rapala VMC's price. Additionally, you may evaluate how the addition of Rapala VMC to your portfolios can decrease your overall portfolio volatility.
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Rapala VMC 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.