Rigolleau (Argentina) Market Value
| RIGO Stock | ARS 641.00 29.00 4.33% |
| Symbol | Rigolleau |
Rigolleau '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 Rigolleau'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 Rigolleau.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Rigolleau on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Rigolleau SA or generate 0.0% return on investment in Rigolleau over 90 days. Rigolleau is related to or competes with Procter Gamble, NIKE, and American Express. Rigolleau S.A. manufactures and sells glassware in Argentina and internationally More
Rigolleau 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 Rigolleau'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 Rigolleau SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 51.47 | |||
| Value At Risk | (5.62) | |||
| Potential Upside | 3.96 |
Rigolleau Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rigolleau's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rigolleau's standard deviation. In reality, there are many statistical measures that can use Rigolleau historical prices to predict the future Rigolleau's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (1.19) | |||
| Treynor Ratio | 0.4022 |
Rigolleau SA Backtested Returns
Rigolleau SA maintains Sharpe Ratio (i.e., Efficiency) of -0.033, which implies the firm had a -0.033 % return per unit of risk over the last 3 months. Rigolleau SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rigolleau's Coefficient Of Variation of (3,485), variance of 29.99, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The company holds a Beta of -0.42, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Rigolleau are expected to decrease at a much lower rate. During the bear market, Rigolleau is likely to outperform the market. At this point, Rigolleau SA has a negative expected return of -0.19%. Please make sure to check Rigolleau's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Rigolleau SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Rigolleau SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Rigolleau 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 Rigolleau SA price movement. The serial correlation of -0.19 indicates that over 19.0% of current Rigolleau price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 4669.21 |
Rigolleau SA lagged returns against current returns
Autocorrelation, which is Rigolleau 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 Rigolleau's stock expected returns. We can calculate the autocorrelation of Rigolleau returns to help us make a trade decision. For example, suppose you find that Rigolleau 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 |
Rigolleau 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 Rigolleau stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rigolleau stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rigolleau stock over time.
Current vs Lagged Prices |
| Timeline |
Rigolleau Lagged Returns
When evaluating Rigolleau's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rigolleau stock have on its future price. Rigolleau 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, Rigolleau autocorrelation shows the relationship between Rigolleau stock current value and its past values and can show if there is a momentum factor associated with investing in Rigolleau SA.
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 Rigolleau Stock
Rigolleau financial ratios help investors to determine whether Rigolleau 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 Rigolleau with respect to the benefits of owning Rigolleau security.