REGAL ASIAN (Germany) Market Value
| 4VGA Stock | 1.11 0.01 0.91% |
| Symbol | REGAL |
Please note, there is a significant difference between REGAL ASIAN's value and its price as these two are different measures arrived at by different means. Investors typically determine if REGAL ASIAN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, REGAL ASIAN'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.
REGAL ASIAN '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 REGAL ASIAN'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 REGAL ASIAN.
| 04/05/2025 |
| 07/04/2025 |
If you would invest 0.00 in REGAL ASIAN on April 5, 2025 and sell it all today you would earn a total of 0.00 from holding REGAL ASIAN INVESTMENTS or generate 0.0% return on investment in REGAL ASIAN over 90 days. REGAL ASIAN is related to or competes with Fukuyama Transporting, COLUMBIA SPORTSWEAR, Carsales, Information Services, ANTA Sports, and Cars. More
REGAL ASIAN 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 REGAL ASIAN'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 REGAL ASIAN INVESTMENTS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.05 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 16.02 | |||
| Value At Risk | (5.43) | |||
| Potential Upside | 4.65 |
REGAL ASIAN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for REGAL ASIAN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as REGAL ASIAN's standard deviation. In reality, there are many statistical measures that can use REGAL ASIAN historical prices to predict the future REGAL ASIAN's volatility.| Risk Adjusted Performance | 0.0354 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0623 |
REGAL ASIAN INVESTMENTS Backtested Returns
REGAL ASIAN appears to be dangerous, given 3 months investment horizon. REGAL ASIAN INVESTMENTS maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the firm had a 0.17 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for REGAL ASIAN INVESTMENTS, which you can use to evaluate the volatility of the company. Please evaluate REGAL ASIAN's semi deviation of 2.53, and Risk Adjusted Performance of 0.0354 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, REGAL ASIAN holds a performance score of 13. The company holds a Beta of 0.73, which implies possible diversification benefits within a given portfolio. As returns on the market increase, REGAL ASIAN's returns are expected to increase less than the market. However, during the bear market, the loss of holding REGAL ASIAN is expected to be smaller as well. Please check REGAL ASIAN's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether REGAL ASIAN's historical price patterns will revert.
Auto-correlation | 0.38 |
Below average predictability
REGAL ASIAN INVESTMENTS has below average predictability. Overlapping area represents the amount of predictability between REGAL ASIAN time series from 5th of April 2025 to 20th of May 2025 and 20th of May 2025 to 4th 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 REGAL ASIAN INVESTMENTS price movement. The serial correlation of 0.38 indicates that just about 38.0% of current REGAL ASIAN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
REGAL ASIAN INVESTMENTS lagged returns against current returns
Autocorrelation, which is REGAL ASIAN 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 REGAL ASIAN's stock expected returns. We can calculate the autocorrelation of REGAL ASIAN returns to help us make a trade decision. For example, suppose you find that REGAL ASIAN 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 |
REGAL ASIAN 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 REGAL ASIAN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if REGAL ASIAN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in REGAL ASIAN stock over time.
Current vs Lagged Prices |
| Timeline |
REGAL ASIAN Lagged Returns
When evaluating REGAL ASIAN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of REGAL ASIAN stock have on its future price. REGAL ASIAN 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, REGAL ASIAN autocorrelation shows the relationship between REGAL ASIAN stock current value and its past values and can show if there is a momentum factor associated with investing in REGAL ASIAN INVESTMENTS.
Regressed Prices |
| Timeline |
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Other Information on Investing in REGAL Stock
REGAL ASIAN financial ratios help investors to determine whether REGAL Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in REGAL with respect to the benefits of owning REGAL ASIAN security.