Macroaxis considers Regaliaa Realty to be not too risky. Regaliaa Realty maintains Sharpe Ratio (i.e. Efficiency) of -0.2237 which implies the corporation had -0.2237% of return per unit of risk over the last 2 months. Macroaxis philosophy towards forecasting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Regaliaa Realty exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Regaliaa Realty Coefficient Of Variation of (463.58) and Risk Adjusted Performance of (0.41) to confirm risk estimate we provide. The organization holds Beta of 0.0903 which implies as returns on market increase, Regaliaa Realty returns are expected to increase less than the market. However during bear market, the loss on holding Regaliaa Realty will be expected to be smaller as well. Even though it is essential to pay attention to Regaliaa Realty current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Regaliaa Realty exposes twenty-one different technical indicators which can help you to evaluate its performance. Regaliaa Realty has expected return of -0.0909%. Please be advised to check Regaliaa Realty Information Ratio as well as the relationship between Value At Risk and Expected Short fall to decide if Regaliaa Realty past performance will be repeated at some point in the near future.
Regaliaa Realty Ltd has perfect predictability. Overlapping area represents the amount of predictability between Regaliaa Realty time series from December 24, 2018 to January 23, 2019 and January 23, 2019 to February 22, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Regaliaa Realty price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Regaliaa Realty price fluctuation can be explain by its past prices.
Spearman Rank Test
Regaliaa Realty lagged returns against current returns
Current and Lagged Values
Regaliaa Realty regressed lagged prices vs. current prices
Current vs Lagged Prices
Regaliaa Realty Lagged Returns
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