Robust Hotels (India) Market Value
| RHL Stock | 265.30 4.55 1.69% |
| Symbol | Robust |
Robust Hotels '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 Robust Hotels' 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 Robust Hotels.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Robust Hotels on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Robust Hotels Limited or generate 0.0% return on investment in Robust Hotels over 90 days. Robust Hotels is related to or competes with NRB Industrial, Hexaware Technologies, Dhanuka Agritech, Shivalik Bimetal, Nahar Industrial, and Ankit Metal. Robust Hotels is entity of India. It is traded as Stock on NSE exchange. More
Robust Hotels 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 Robust Hotels' 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 Robust Hotels Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.0 | |||
| Information Ratio | 0.0669 | |||
| Maximum Drawdown | 14.8 | |||
| Value At Risk | (2.89) | |||
| Potential Upside | 4.31 |
Robust Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Robust Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Robust Hotels' standard deviation. In reality, there are many statistical measures that can use Robust Hotels historical prices to predict the future Robust Hotels' volatility.| Risk Adjusted Performance | 0.1236 | |||
| Jensen Alpha | 0.2851 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0799 | |||
| Treynor Ratio | 6.75 |
Robust Hotels Limited Backtested Returns
Robust Hotels appears to be very steady, given 3 months investment horizon. Robust Hotels Limited maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Robust Hotels Limited, which you can use to evaluate the volatility of the company. Please evaluate Robust Hotels' Coefficient Of Variation of 794.85, semi deviation of 1.79, and Risk Adjusted Performance of 0.1236 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Robust Hotels holds a performance score of 10. The company holds a Beta of 0.0431, which implies not very significant fluctuations relative to the market. As returns on the market increase, Robust Hotels' returns are expected to increase less than the market. However, during the bear market, the loss of holding Robust Hotels is expected to be smaller as well. Please check Robust Hotels' maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Robust Hotels' historical price patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
Robust Hotels Limited has very good predictability. Overlapping area represents the amount of predictability between Robust Hotels 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 Robust Hotels Limited price movement. The serial correlation of 0.81 indicates that around 81.0% of current Robust Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 233.67 |
Robust Hotels Limited lagged returns against current returns
Autocorrelation, which is Robust Hotels 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 Robust Hotels' stock expected returns. We can calculate the autocorrelation of Robust Hotels returns to help us make a trade decision. For example, suppose you find that Robust Hotels 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 |
Robust Hotels 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 Robust Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Robust Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Robust Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Robust Hotels Lagged Returns
When evaluating Robust Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Robust Hotels stock have on its future price. Robust Hotels 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, Robust Hotels autocorrelation shows the relationship between Robust Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Robust Hotels Limited.
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 Robust Stock
Robust Hotels financial ratios help investors to determine whether Robust 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 Robust with respect to the benefits of owning Robust Hotels security.