Roche OTC Stock Market Value

RHHVF -  USA Stock  

USD 348.44  3.57  1.04%

Roche Hld's market value is the price at which a share of Roche Hld stock trades on a public exchange. It measures the collective expectations of Roche Hld Ag investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Roche Hld Ag and determine expected loss or profit from investing in Roche Hld over a given investment horizon. Additionally, take a look at Roche Hld Hype Analysis, Roche Hld Correlation, Roche Hld Valuation, Roche Hld Volatility, as well as analyze Roche Hld Alpha and Beta and Roche Hld Performance.
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Is Roche Hld'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 Roche Hld. If investors know Roche 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 Roche Hld listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Roche Hld Ag is measured differently than its book value, which is the value of Roche that is recorded on the company's balance sheet. Investors also form their own opinion of Roche Hld's value that differs from its market value or its book value, called intrinsic value, which is Roche Hld'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 Roche Hld's market value can be influenced by many factors that don't directly affect Roche Hld'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 Roche Hld's value and its price as these two are different measures arrived at by different means. Investors typically determine Roche Hld value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Roche Hld'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.

Roche Hld '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 Roche Hld's otc 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 Roche Hld.
0.00
08/30/2021
No Change 0.00  0.0 
In 8 months and 27 days
05/27/2022
0.00
If you would invest  0.00  in Roche Hld on August 30, 2021 and sell it all today you would earn a total of 0.00 from holding Roche Hld Ag or generate 0.0% return on investment in Roche Hld over 270 days. Roche Hld is related to or competes with Johnson Johnson, Eli Lilly, Pfizer, Merck, and Astrazeneca Plc. Roche Holding AG engages in the prescription pharmaceuticals and diagnostics businesses in Switzerland, Germany, and int...

Roche Hld 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 Roche Hld's otc 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 Roche Hld Ag upside and downside potential and time the market with a certain degree of confidence.

Roche Hld Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Roche Hld's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roche Hld's standard deviation. In reality, there are many statistical measures that can use Roche Hld historical prices to predict the future Roche Hld's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Roche Hld'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. Please use the tools below to analyze the current value of Roche Hld in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
345.92348.44350.96
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Intrinsic
Valuation
LowReal ValueHigh
299.36301.88383.28
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Naive
Forecast
LowNext ValueHigh
362.84365.36367.88
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Bollinger
Band Projection (param)
LowerMiddle BandUpper
303.50349.18394.86
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as Roche Hld. Your research has to be compared to or analyzed against Roche Hld's peers to derive any actionable benefits. When done correctly, Roche Hld's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Roche Hld Ag.

Roche Hld Ag Backtested Returns

Roche Hld Ag maintains Sharpe Ratio (i.e., Efficiency) of -0.03, which implies the firm had -0.03% of return per unit of risk over the last 3 months. Macroaxis standpoint towards forecasting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Roche Hld Ag exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Roche Hld Ag coefficient of variation of (4,440), and Risk Adjusted Performance of (0.025744) to confirm the risk estimate we provide.
The company holds a Beta of 0.2683, which implies not very significant fluctuations relative to the market. Let's try to break down what Roche's beta means in this case. As returns on the market increase, Roche Hld returns are expected to increase less than the market. However, during the bear market, the loss on holding Roche Hld will be expected to be smaller as well. Even though it is essential to pay attention to Roche Hld Ag current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Our philosophy towards forecasting any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Roche Hld Ag exposes twenty-one different technical indicators, which can help you to evaluate its performance. Roche Hld Ag has an expected return of -0.073%. Please be advised to check Roche Hld Ag variance, as well as the relationship between the value at risk and skewness to decide if Roche Hld Ag performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.25  

Weak reverse predictability

Roche Hld Ag has weak reverse predictability. Overlapping area represents the amount of predictability between Roche Hld time series from 30th of August 2021 to 12th of January 2022 and 12th of January 2022 to 27th of May 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Roche Hld Ag price movement. The serial correlation of -0.25 indicates that over 25.0% of current Roche Hld price fluctuation can be explain by its past prices.
Correlation Coefficient-0.25
Spearman Rank Test-0.13
Residual Average0.0
Price Variance616.97

Roche Hld Ag lagged returns against current returns

Autocorrelation, which is Roche Hld otc 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 Roche Hld's otc stock expected returns. We can calculate the autocorrelation of Roche Hld returns to help us make a trade decision. For example, suppose you find that Roche Hld otc stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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Roche Hld 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 Roche Hld otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roche Hld otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roche Hld otc stock over time.
 Current vs Lagged Prices 
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Roche Hld Lagged Returns

When evaluating Roche Hld's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roche Hld otc stock have on its future price. Roche Hld 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, Roche Hld autocorrelation shows the relationship between Roche Hld otc stock current value and its past values and can show if there is a momentum factor associated with investing in Roche Hld Ag.
 Regressed Prices 
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Roche Hld Investors Sentiment

The influence of Roche Hld's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Roche. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Roche Hld 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, Roche Hld's short interest history, or implied volatility extrapolated from Roche Hld options trading.

Current Sentiment - RHHVF

Roche Hld Ag Investor Sentiment

Most of Macroaxis users are at this time bullish on Roche Hld Ag. What is your perspective on investing in Roche Hld Ag? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Additionally, take a look at Roche Hld Hype Analysis, Roche Hld Correlation, Roche Hld Valuation, Roche Hld Volatility, as well as analyze Roche Hld Alpha and Beta and Roche Hld Performance. Note that the Roche Hld Ag information on this page should be used as a complementary analysis to other Roche Hld's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Probability Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

Complementary Tools for Roche OTC Stock analysis

When running Roche Hld Ag price analysis, check to measure Roche Hld'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 Roche Hld is operating at the current time. Most of Roche Hld's value examination focuses on studying past and present price action to predict the probability of Roche Hld's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Roche Hld's price. Additionally, you may evaluate how the addition of Roche Hld to your portfolios can decrease your overall portfolio volatility.
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Roche Hld technical otc 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.
A focus of Roche Hld technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Roche Hld trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...