Rheinmetall's market value is the price at which a share of Rheinmetall trades on a public exchange. It measures the collective expectations of Rheinmetall AG investors about its performance. Rheinmetall is trading at 1780.00 as of the 23rd of July 2025, a 0.94 percent increase since the beginning of the trading day. The stock's open price was 1763.5. With this module, you can estimate the performance of a buy and hold strategy of Rheinmetall AG and determine expected loss or profit from investing in Rheinmetall over a given investment horizon. Check out Rheinmetall Correlation, Rheinmetall Volatility and Rheinmetall Alpha and Beta module to complement your research on Rheinmetall.
Please note, there is a significant difference between Rheinmetall's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rheinmetall is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rheinmetall's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Rheinmetall '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 Rheinmetall'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 Rheinmetall.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Rheinmetall'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 Rheinmetall AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rheinmetall's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rheinmetall's standard deviation. In reality, there are many statistical measures that can use Rheinmetall historical prices to predict the future Rheinmetall's volatility.
Rheinmetall appears to be very steady, given 3 months investment horizon. Rheinmetall AG maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the firm had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Rheinmetall AG, which you can use to evaluate the volatility of the company. Please evaluate Rheinmetall's Risk Adjusted Performance of 0.1562, semi deviation of 2.32, and Coefficient Of Variation of 595.75 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rheinmetall holds a performance score of 13. The company holds a Beta of -0.0805, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rheinmetall are expected to decrease at a much lower rate. During the bear market, Rheinmetall is likely to outperform the market. Please check Rheinmetall's sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Rheinmetall's historical price patterns will revert.
Auto-correlation
0.58
Modest predictability
Rheinmetall AG has modest predictability. Overlapping area represents the amount of predictability between Rheinmetall time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Rheinmetall AG price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Rheinmetall price fluctuation can be explain by its past prices.
Correlation Coefficient
0.58
Spearman Rank Test
0.53
Residual Average
0.0
Price Variance
3237.69
Rheinmetall AG lagged returns against current returns
Autocorrelation, which is Rheinmetall 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 Rheinmetall's stock expected returns. We can calculate the autocorrelation of Rheinmetall returns to help us make a trade decision. For example, suppose you find that Rheinmetall 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
Rheinmetall 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 Rheinmetall stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rheinmetall stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rheinmetall stock over time.
Current vs Lagged Prices
Timeline
Rheinmetall Lagged Returns
When evaluating Rheinmetall's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rheinmetall stock have on its future price. Rheinmetall 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, Rheinmetall autocorrelation shows the relationship between Rheinmetall stock current value and its past values and can show if there is a momentum factor associated with investing in Rheinmetall AG.
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 Rheinmetall Stock
Rheinmetall financial ratios help investors to determine whether Rheinmetall 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 Rheinmetall with respect to the benefits of owning Rheinmetall security.