ROYAL ROAD (Germany) Market Value
| RLU Stock | EUR 0.08 0 3.77% |
| Symbol | ROYAL |
ROYAL ROAD '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 ROYAL ROAD'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 ROYAL ROAD.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in ROYAL ROAD on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding ROYAL ROAD MIN or generate 0.0% return on investment in ROYAL ROAD over 90 days. ROYAL ROAD is related to or competes with Fukuyama Transporting, ANGANG STEEL, Veolia Environnement, BlueScope Steel, Columbia Sportswear, and AeroVironment. More
ROYAL ROAD 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 ROYAL ROAD'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 ROYAL ROAD MIN upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.16 | |||
| Information Ratio | 0.0684 | |||
| Maximum Drawdown | 36.35 | |||
| Value At Risk | (8.66) | |||
| Potential Upside | 10.74 |
ROYAL ROAD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ROYAL ROAD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ROYAL ROAD's standard deviation. In reality, there are many statistical measures that can use ROYAL ROAD historical prices to predict the future ROYAL ROAD's volatility.| Risk Adjusted Performance | 0.0937 | |||
| Jensen Alpha | 0.444 | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | 0.0606 | |||
| Treynor Ratio | 0.6156 |
ROYAL ROAD MIN Backtested Returns
ROYAL ROAD appears to be out of control, given 3 months investment horizon. ROYAL ROAD MIN maintains Sharpe Ratio (i.e., Efficiency) of 0.0853, which implies the firm had a 0.0853 % return per unit of risk over the last 3 months. By reviewing ROYAL ROAD's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please evaluate ROYAL ROAD's Semi Deviation of 5.28, risk adjusted performance of 0.0937, and Coefficient Of Variation of 1093.94 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ROYAL ROAD holds a performance score of 6. The company holds a Beta of 0.93, which implies possible diversification benefits within a given portfolio. ROYAL ROAD returns are very sensitive to returns on the market. As the market goes up or down, ROYAL ROAD is expected to follow. Please check ROYAL ROAD's skewness, day median price, and the relationship between the semi variance and daily balance of power , to make a quick decision on whether ROYAL ROAD's historical price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
ROYAL ROAD MIN has no correlation between past and present. Overlapping area represents the amount of predictability between ROYAL ROAD time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 ROYAL ROAD MIN price movement. The serial correlation of 0.0 indicates that just 0.0% of current ROYAL ROAD price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ROYAL ROAD MIN lagged returns against current returns
Autocorrelation, which is ROYAL ROAD 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 ROYAL ROAD's stock expected returns. We can calculate the autocorrelation of ROYAL ROAD returns to help us make a trade decision. For example, suppose you find that ROYAL ROAD 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 |
ROYAL ROAD 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 ROYAL ROAD stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ROYAL ROAD stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ROYAL ROAD stock over time.
Current vs Lagged Prices |
| Timeline |
ROYAL ROAD Lagged Returns
When evaluating ROYAL ROAD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ROYAL ROAD stock have on its future price. ROYAL ROAD 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, ROYAL ROAD autocorrelation shows the relationship between ROYAL ROAD stock current value and its past values and can show if there is a momentum factor associated with investing in ROYAL ROAD MIN.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ROYAL Stock
ROYAL ROAD financial ratios help investors to determine whether ROYAL 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 ROYAL with respect to the benefits of owning ROYAL ROAD security.