Reworld Media (France) Market Value
| ALREW Stock | EUR 1.68 0.03 1.82% |
| Symbol | Reworld |
Reworld Media '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 Reworld Media'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 Reworld Media.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Reworld Media on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Reworld Media or generate 0.0% return on investment in Reworld Media over 90 days. Reworld Media is related to or competes with Sidetrade, DONTNOD Entertainment, Ubisoft Entertainment, Jacquet Metal, and Boiron SA. Reworld Media Socit Anonyme engages in digital media business in France and internationally More
Reworld Media 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 Reworld Media'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 Reworld Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.04 | |||
| Information Ratio | 0.0408 | |||
| Maximum Drawdown | 14.43 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 6.02 |
Reworld Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Reworld Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Reworld Media's standard deviation. In reality, there are many statistical measures that can use Reworld Media historical prices to predict the future Reworld Media's volatility.| Risk Adjusted Performance | 0.0966 | |||
| Jensen Alpha | 0.3004 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0504 | |||
| Treynor Ratio | (0.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Reworld Media'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.
Reworld Media Backtested Returns
Currently, Reworld Media is very risky. Reworld Media maintains Sharpe Ratio (i.e., Efficiency) of 0.0716, which implies the firm had a 0.0716 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Reworld Media, which you can use to evaluate the volatility of the company. Please check Reworld Media's Coefficient Of Variation of 1033.68, risk adjusted performance of 0.0966, and Semi Deviation of 1.6 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Reworld Media has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of -0.51, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Reworld Media are expected to decrease at a much lower rate. During the bear market, Reworld Media is likely to outperform the market. Reworld Media right now holds a risk of 2.45%. Please check Reworld Media potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Reworld Media will be following its historical price patterns.
Auto-correlation | -0.53 |
Good reverse predictability
Reworld Media has good reverse predictability. Overlapping area represents the amount of predictability between Reworld Media time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Reworld Media price movement. The serial correlation of -0.53 indicates that about 53.0% of current Reworld Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Reworld Media lagged returns against current returns
Autocorrelation, which is Reworld Media 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 Reworld Media's stock expected returns. We can calculate the autocorrelation of Reworld Media returns to help us make a trade decision. For example, suppose you find that Reworld Media 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 |
Reworld Media 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 Reworld Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Reworld Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Reworld Media stock over time.
Current vs Lagged Prices |
| Timeline |
Reworld Media Lagged Returns
When evaluating Reworld Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Reworld Media stock have on its future price. Reworld Media 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, Reworld Media autocorrelation shows the relationship between Reworld Media stock current value and its past values and can show if there is a momentum factor associated with investing in Reworld Media.
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 Reworld Stock Analysis
When running Reworld Media's price analysis, check to measure Reworld Media'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 Reworld Media is operating at the current time. Most of Reworld Media's value examination focuses on studying past and present price action to predict the probability of Reworld Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Reworld Media's price. Additionally, you may evaluate how the addition of Reworld Media to your portfolios can decrease your overall portfolio volatility.