Robot SA (Spain) Market Value
| RBT Stock | EUR 2.44 0.00 0.00% |
| Symbol | Robot |
Robot SA '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 Robot SA'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 Robot SA.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Robot SA on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Robot SA or generate 0.0% return on investment in Robot SA over 90 days. Robot SA is related to or competes with EDreams Odigeo, CIE Automotive, Enags SA, Fomento De, All Iron, and Repsol. Robot, S.A. designs, manufactures, installs, and maintains systems for the automation and control of buildings and energ... More
Robot SA 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 Robot SA'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 Robot SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.73 | |||
| Information Ratio | 0.0874 | |||
| Maximum Drawdown | 17.83 | |||
| Value At Risk | (4.51) | |||
| Potential Upside | 8.4 |
Robot SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Robot SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Robot SA's standard deviation. In reality, there are many statistical measures that can use Robot SA historical prices to predict the future Robot SA's volatility.| Risk Adjusted Performance | 0.1302 | |||
| Jensen Alpha | 0.395 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0499 | |||
| Treynor Ratio | 2.15 |
Robot SA Backtested Returns
Robot SA appears to be risky, given 3 months investment horizon. Robot SA maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Robot SA, which you can use to evaluate the volatility of the company. Please evaluate Robot SA's Risk Adjusted Performance of 0.1302, coefficient of variation of 757.45, and Semi Deviation of 1.97 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Robot SA holds a performance score of 10. The company holds a Beta of 0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, Robot SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Robot SA is expected to be smaller as well. Please check Robot SA's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Robot SA's historical price patterns will revert.
Auto-correlation | -0.85 |
Excellent reverse predictability
Robot SA has excellent reverse predictability. Overlapping area represents the amount of predictability between Robot SA time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Robot SA price movement. The serial correlation of -0.85 indicates that around 85.0% of current Robot SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Robot SA lagged returns against current returns
Autocorrelation, which is Robot SA 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 Robot SA's stock expected returns. We can calculate the autocorrelation of Robot SA returns to help us make a trade decision. For example, suppose you find that Robot SA 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 |
Robot SA 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 Robot SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Robot SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Robot SA stock over time.
Current vs Lagged Prices |
| Timeline |
Robot SA Lagged Returns
When evaluating Robot SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Robot SA stock have on its future price. Robot SA 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, Robot SA autocorrelation shows the relationship between Robot SA stock current value and its past values and can show if there is a momentum factor associated with investing in Robot SA.
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.Other Information on Investing in Robot Stock
Robot SA financial ratios help investors to determine whether Robot 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 Robot with respect to the benefits of owning Robot SA security.