RM Plc (UK) Market Value
| RM Stock | 112.00 2.00 1.82% |
| Symbol | RM Plc |
RM Plc '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 RM Plc'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 RM Plc.
| 08/11/2025 |
| 11/09/2025 |
If you would invest 0.00 in RM Plc on August 11, 2025 and sell it all today you would earn a total of 0.00 from holding RM Plc or generate 0.0% return on investment in RM Plc over 90 days. RM Plc is related to or competes with First, Innovative Industrial, Planet Fitness, Evolution Gaming, Eco Animal, Gaming Realms, and Atalaya Mining. RM Plc is entity of United Kingdom. It is traded as Stock on LSE exchange. More
RM Plc 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 RM Plc'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 RM Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | 0.0414 | |||
| Maximum Drawdown | 9.46 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 4.81 |
RM Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RM Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RM Plc's standard deviation. In reality, there are many statistical measures that can use RM Plc historical prices to predict the future RM Plc's volatility.| Risk Adjusted Performance | 0.0595 | |||
| Jensen Alpha | 0.2241 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0445 | |||
| Treynor Ratio | (0.48) |
RM Plc Backtested Returns
At this point, RM Plc is very steady. RM Plc retains Efficiency (Sharpe Ratio) of 0.0614, which implies the firm had a 0.0614 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for RM Plc, which you can use to evaluate the volatility of the company. Please check RM Plc's standard deviation of 2.3, and Market Risk Adjusted Performance of (0.47) to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. RM Plc has a performance score of 4 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.39, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning RM Plc are expected to decrease at a much lower rate. During the bear market, RM Plc is likely to outperform the market. RM Plc today owns a risk of 2.27%. Please check RM Plc coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if RM Plc will be following its current price history.
Auto-correlation | 0.04 |
Virtually no predictability
RM Plc has virtually no predictability. Overlapping area represents the amount of predictability between RM Plc time series from 11th of August 2025 to 25th of September 2025 and 25th of September 2025 to 9th of November 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 RM Plc price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current RM Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 55.79 |
RM Plc lagged returns against current returns
Autocorrelation, which is RM Plc 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 RM Plc's stock expected returns. We can calculate the autocorrelation of RM Plc returns to help us make a trade decision. For example, suppose you find that RM Plc 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 |
RM Plc 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 RM Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RM Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RM Plc stock over time.
Current vs Lagged Prices |
| Timeline |
RM Plc Lagged Returns
When evaluating RM Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RM Plc stock have on its future price. RM Plc 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, RM Plc autocorrelation shows the relationship between RM Plc stock current value and its past values and can show if there is a momentum factor associated with investing in RM Plc.
Regressed Prices |
| Timeline |
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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 RM Plc Stock
RM Plc financial ratios help investors to determine whether RM Plc 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 RM Plc with respect to the benefits of owning RM Plc security.