RL Commercial (Philippines) Market Value
| RCR Stock | 7.90 0.10 1.28% |
| Symbol | RCR |
RL Commercial '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 RL Commercial'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 RL Commercial.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in RL Commercial on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding RL Commercial REIT or generate 0.0% return on investment in RL Commercial over 90 days. RL Commercial is related to or competes with Citicore Energy, Robinsons Retail, Global Ferronickel, Filinvest REIT, VistaREIT, and Aboitiz Equity. More
RL Commercial 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 RL Commercial'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 RL Commercial REIT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9276 | |||
| Information Ratio | 0.2368 | |||
| Maximum Drawdown | 4.56 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.56 |
RL Commercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RL Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RL Commercial's standard deviation. In reality, there are many statistical measures that can use RL Commercial historical prices to predict the future RL Commercial's volatility.| Risk Adjusted Performance | 0.3545 | |||
| Jensen Alpha | 0.3702 | |||
| Total Risk Alpha | 0.2267 | |||
| Sortino Ratio | 0.253 | |||
| Treynor Ratio | (10.15) |
RL Commercial REIT Backtested Returns
RL Commercial appears to be not too volatile, given 3 months investment horizon. RL Commercial REIT retains Efficiency (Sharpe Ratio) of 0.33, which implies the firm had a 0.33 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for RL Commercial, which you can use to evaluate the volatility of the company. Please evaluate RL Commercial's variance of 0.9819, and Market Risk Adjusted Performance of (10.14) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RL Commercial holds a performance score of 26. The company owns a Beta (Systematic Risk) of -0.036, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning RL Commercial are expected to decrease at a much lower rate. During the bear market, RL Commercial is likely to outperform the market. Please check RL Commercial's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether RL Commercial's current price history will revert.
Auto-correlation | 0.77 |
Good predictability
RL Commercial REIT has good predictability. Overlapping area represents the amount of predictability between RL Commercial 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 RL Commercial REIT price movement. The serial correlation of 0.77 indicates that around 77.0% of current RL Commercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
RL Commercial REIT lagged returns against current returns
Autocorrelation, which is RL Commercial 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 RL Commercial's stock expected returns. We can calculate the autocorrelation of RL Commercial returns to help us make a trade decision. For example, suppose you find that RL Commercial 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 |
RL Commercial 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 RL Commercial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RL Commercial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RL Commercial stock over time.
Current vs Lagged Prices |
| Timeline |
RL Commercial Lagged Returns
When evaluating RL Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RL Commercial stock have on its future price. RL Commercial 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, RL Commercial autocorrelation shows the relationship between RL Commercial stock current value and its past values and can show if there is a momentum factor associated with investing in RL Commercial REIT.
Regressed Prices |
| Timeline |
Also Currently Popular
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 RCR Stock
RL Commercial financial ratios help investors to determine whether RCR 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 RCR with respect to the benefits of owning RL Commercial security.