Rev Group Stock Market Value
| REVG Stock | USD 25.69 1.51 5.55% |
| Symbol | Rev |
Rev Group Price To Book Ratio
Is Rev's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Rev. If investors know Rev will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Rev listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 2.376 | Dividend Share 0.2 | Earnings Share 4.06 | Revenue Per Share 44.892 | Quarterly Revenue Growth 0.004 |
The market value of Rev Group is measured differently than its book value, which is the value of Rev that is recorded on the company's balance sheet. Investors also form their own opinion of Rev's value that differs from its market value or its book value, called intrinsic value, which is Rev's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Rev's market value can be influenced by many factors that don't directly affect Rev's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Rev's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rev is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rev's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Rev '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 Rev'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 Rev.
| 06/08/2022 |
| 05/28/2024 |
If you would invest 0.00 in Rev on June 8, 2022 and sell it all today you would earn a total of 0.00 from holding Rev Group or generate 0.0% return on investment in Rev over 720 days. Rev is related to or competes with Manitowoc, Terex, Alamo, AGCO, Astec Industries, and Manitex International. REV Group, Inc. designs, manufactures, and distributes specialty vehicles, and related aftermarket parts and services in... More
Rev 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 Rev'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 Rev Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | 0.2038 | |||
| Maximum Drawdown | 12.27 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 5.23 |
Rev Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rev's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rev's standard deviation. In reality, there are many statistical measures that can use Rev historical prices to predict the future Rev's volatility.| Risk Adjusted Performance | 0.138 | |||
| Jensen Alpha | 0.4738 | |||
| Total Risk Alpha | 0.3739 | |||
| Sortino Ratio | 0.2146 | |||
| Treynor Ratio | 0.3479 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rev'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.
Rev Group Backtested Returns
Rev appears to be very steady, given 3 months investment horizon. Rev Group maintains Sharpe Ratio (i.e., Efficiency) of 0.21, which implies the firm had a 0.21% return per unit of risk over the last 3 months. By analyzing Rev's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please evaluate Rev's Coefficient Of Variation of 447.13, risk adjusted performance of 0.138, and Semi Deviation of 1.67 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rev holds a performance score of 16. The company holds a Beta of 1.53, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Rev will likely underperform. Please check Rev's semi variance, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether Rev's historical price patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Rev Group has weak reverse predictability. Overlapping area represents the amount of predictability between Rev time series from 8th of June 2022 to 3rd of June 2023 and 3rd of June 2023 to 28th of May 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 Rev Group price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Rev price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 21.57 |
Rev Group lagged returns against current returns
Autocorrelation, which is Rev 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 Rev's stock expected returns. We can calculate the autocorrelation of Rev returns to help us make a trade decision. For example, suppose you find that Rev 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 |
Rev 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 Rev stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rev stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rev stock over time.
Current vs Lagged Prices |
| Timeline |
Rev Lagged Returns
When evaluating Rev's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rev stock have on its future price. Rev 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, Rev autocorrelation shows the relationship between Rev stock current value and its past values and can show if there is a momentum factor associated with investing in Rev Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Rev Group is a strong investment it is important to analyze Rev's 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 Rev's future performance. For an informed investment choice regarding Rev Stock, refer to the following important reports:Check out Rev Correlation, Rev Volatility and Rev Alpha and Beta module to complement your research on Rev. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Complementary Tools for Rev Stock analysis
When running Rev's price analysis, check to measure Rev'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 Rev is operating at the current time. Most of Rev's value examination focuses on studying past and present price action to predict the probability of Rev's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rev's price. Additionally, you may evaluate how the addition of Rev to your portfolios can decrease your overall portfolio volatility.
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Rev technical stock 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, stock market cycles, or different charting patterns.