REC Silicon (UK) Market Value
| 0FS8 Stock | 2.23 0.02 0.89% |
| Symbol | REC |
REC Silicon '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 REC Silicon'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 REC Silicon.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in REC Silicon on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding REC Silicon ASA or generate 0.0% return on investment in REC Silicon over 90 days. REC Silicon is related to or competes with Capital Metals, Cairn Homes, Jacquet Metal, Eastman Chemical, Sovereign Metals, Beazer Homes, and Cornish Metals. REC Silicon is entity of United Kingdom. It is traded as Stock on LSE exchange. More
REC Silicon 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 REC Silicon'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 REC Silicon ASA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.73 | |||
| Information Ratio | 0.079 | |||
| Maximum Drawdown | 36.73 | |||
| Value At Risk | (5.31) | |||
| Potential Upside | 9.55 |
REC Silicon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for REC Silicon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as REC Silicon's standard deviation. In reality, there are many statistical measures that can use REC Silicon historical prices to predict the future REC Silicon's volatility.| Risk Adjusted Performance | 0.1077 | |||
| Jensen Alpha | 0.3423 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0854 | |||
| Treynor Ratio | 0.3629 |
REC Silicon ASA Backtested Returns
REC Silicon appears to be dangerous, given 3 months investment horizon. REC Silicon ASA retains Efficiency (Sharpe Ratio) of 0.0921, which implies the firm had a 0.0921 % return per unit of risk over the last 3 months. We have found thirty technical indicators for REC Silicon, which you can use to evaluate the volatility of the company. Please evaluate REC Silicon's semi deviation of 3.2, and Market Risk Adjusted Performance of 0.3729 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, REC Silicon holds a performance score of 7. The company owns a Beta (Systematic Risk) of 1.47, 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, REC Silicon will likely underperform. Please check REC Silicon's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether REC Silicon's current price history will revert.
Auto-correlation | 0.21 |
Weak predictability
REC Silicon ASA has weak predictability. Overlapping area represents the amount of predictability between REC Silicon time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 REC Silicon ASA price movement. The serial correlation of 0.21 indicates that over 21.0% of current REC Silicon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
REC Silicon ASA lagged returns against current returns
Autocorrelation, which is REC Silicon 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 REC Silicon's stock expected returns. We can calculate the autocorrelation of REC Silicon returns to help us make a trade decision. For example, suppose you find that REC Silicon 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 |
REC Silicon 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 REC Silicon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if REC Silicon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in REC Silicon stock over time.
Current vs Lagged Prices |
| Timeline |
REC Silicon Lagged Returns
When evaluating REC Silicon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of REC Silicon stock have on its future price. REC Silicon 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, REC Silicon autocorrelation shows the relationship between REC Silicon stock current value and its past values and can show if there is a momentum factor associated with investing in REC Silicon ASA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for REC Stock Analysis
When running REC Silicon's price analysis, check to measure REC Silicon'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 REC Silicon is operating at the current time. Most of REC Silicon's value examination focuses on studying past and present price action to predict the probability of REC Silicon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move REC Silicon's price. Additionally, you may evaluate how the addition of REC Silicon to your portfolios can decrease your overall portfolio volatility.