RLH Properties (Mexico) Market Value
| RLHA Stock | MXN 16.00 0.00 0.00% |
| Symbol | RLH |
RLH Properties '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 RLH Properties' 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 RLH Properties.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in RLH Properties on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding RLH Properties SAB or generate 0.0% return on investment in RLH Properties over 90 days. RLH Properties is related to or competes with DINE SAB, DINE SAB, Vinte Viviendas, IShares Global, IShares Trust, IShares Trust, and IShares Trust. RLH Properties, S.A.B. de C.V. operates in the high-end segment of the hotel business More
RLH Properties 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 RLH Properties' 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 RLH Properties SAB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1566 | |||
| Maximum Drawdown | 10.69 | |||
| Potential Upside | 3.23 |
RLH Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RLH Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RLH Properties' standard deviation. In reality, there are many statistical measures that can use RLH Properties historical prices to predict the future RLH Properties' volatility.| Risk Adjusted Performance | 0.223 | |||
| Jensen Alpha | 0.4363 | |||
| Total Risk Alpha | 0.161 | |||
| Treynor Ratio | (2.87) |
RLH Properties SAB Backtested Returns
RLH Properties appears to be not too volatile, given 3 months investment horizon. RLH Properties SAB maintains Sharpe Ratio (i.e., Efficiency) of 0.24, which implies the firm had a 0.24 % return per unit of volatility over the last 3 months. We have found eighteen technical indicators for RLH Properties SAB, which you can use to evaluate the volatility of the company. Please evaluate RLH Properties' coefficient of variation of 428.25, and Risk Adjusted Performance of 0.223 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RLH Properties holds a performance score of 18. The company holds a Beta of -0.15, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning RLH Properties are expected to decrease at a much lower rate. During the bear market, RLH Properties is likely to outperform the market. Please check RLH Properties' variance, jensen alpha, potential upside, as well as the relationship between the information ratio and maximum drawdown , to make a quick decision on whether RLH Properties' historical price patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
RLH Properties SAB has below average predictability. Overlapping area represents the amount of predictability between RLH Properties time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 RLH Properties SAB price movement. The serial correlation of 0.36 indicates that just about 36.0% of current RLH Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
RLH Properties SAB lagged returns against current returns
Autocorrelation, which is RLH Properties 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 RLH Properties' stock expected returns. We can calculate the autocorrelation of RLH Properties returns to help us make a trade decision. For example, suppose you find that RLH Properties 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 |
RLH Properties 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 RLH Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RLH Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RLH Properties stock over time.
Current vs Lagged Prices |
| Timeline |
RLH Properties Lagged Returns
When evaluating RLH Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RLH Properties stock have on its future price. RLH Properties 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, RLH Properties autocorrelation shows the relationship between RLH Properties stock current value and its past values and can show if there is a momentum factor associated with investing in RLH Properties SAB.
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.Additional Tools for RLH Stock Analysis
When running RLH Properties' price analysis, check to measure RLH Properties' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy RLH Properties is operating at the current time. Most of RLH Properties' value examination focuses on studying past and present price action to predict the probability of RLH Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RLH Properties' price. Additionally, you may evaluate how the addition of RLH Properties to your portfolios can decrease your overall portfolio volatility.