Rural Funds Group Stock Market Value
| RFNDF Stock | USD 1.04 0.15 12.61% |
| Symbol | Rural |
Rural Funds '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 Rural Funds' pink sheet 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 Rural Funds.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Rural Funds on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Rural Funds Group or generate 0.0% return on investment in Rural Funds over 90 days. Rural Funds is related to or competes with EPR Properties, Link Real, Newlake Capital, Oil Refineries, Plaza Retail, Ramelius Resources, and Trican Well. Rural Funds Group is an agricultural Real Estate Investment Trust listed on the ASX under the code RFF More
Rural Funds 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 Rural Funds' pink sheet 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 Rural Funds Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 32.1 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 2.02 |
Rural Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rural Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rural Funds' standard deviation. In reality, there are many statistical measures that can use Rural Funds historical prices to predict the future Rural Funds' volatility.| Risk Adjusted Performance | 0.0396 | |||
| Jensen Alpha | 0.0577 | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | 0.2602 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rural Funds' 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.
Rural Funds Group Backtested Returns
At this point, Rural Funds is dangerous. Rural Funds Group maintains Sharpe Ratio (i.e., Efficiency) of 0.035, which implies the firm had a 0.035 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Rural Funds Group, which you can use to evaluate the volatility of the company. Please check Rural Funds' Coefficient Of Variation of 2900.98, variance of 13.37, and Risk Adjusted Performance of 0.0396 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Rural Funds has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.45, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rural Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Rural Funds is expected to be smaller as well. Rural Funds Group right now holds a risk of 3.71%. Please check Rural Funds Group skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Rural Funds Group will be following its historical price patterns.
Auto-correlation | 0.69 |
Good predictability
Rural Funds Group has good predictability. Overlapping area represents the amount of predictability between Rural Funds time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Rural Funds Group price movement. The serial correlation of 0.69 indicates that around 69.0% of current Rural Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rural Funds Group lagged returns against current returns
Autocorrelation, which is Rural Funds pink sheet'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 Rural Funds' pink sheet expected returns. We can calculate the autocorrelation of Rural Funds returns to help us make a trade decision. For example, suppose you find that Rural Funds has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Rural Funds 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 Rural Funds pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rural Funds pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rural Funds pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Rural Funds Lagged Returns
When evaluating Rural Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rural Funds pink sheet have on its future price. Rural Funds 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, Rural Funds autocorrelation shows the relationship between Rural Funds pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Rural Funds Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Rural Pink Sheet
Rural Funds financial ratios help investors to determine whether Rural Pink Sheet 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 Rural with respect to the benefits of owning Rural Funds security.