Robeco Sust (Netherlands) Market Value

ROBA Stock  EUR 76.61  0.33  0.43%   
Robeco Sust's market value is the price at which a share of Robeco Sust trades on a public exchange. It measures the collective expectations of Robeco Sust Global investors about its performance. Robeco Sust is selling for under 76.61 as of the 22nd of July 2025; that is 0.43 percent decrease since the beginning of the trading day. The stock's lowest day price was 76.61.
With this module, you can estimate the performance of a buy and hold strategy of Robeco Sust Global and determine expected loss or profit from investing in Robeco Sust over a given investment horizon. Check out Robeco Sust Correlation, Robeco Sust Volatility and Robeco Sust Alpha and Beta module to complement your research on Robeco Sust.
Symbol

Please note, there is a significant difference between Robeco Sust's value and its price as these two are different measures arrived at by different means. Investors typically determine if Robeco Sust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Robeco Sust'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.

Robeco Sust '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 Robeco Sust'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 Robeco Sust.
0.00
04/23/2025
No Change 0.00  0.0 
In 3 months and 1 day
07/22/2025
0.00
If you would invest  0.00  in Robeco Sust on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Robeco Sust Global or generate 0.0% return on investment in Robeco Sust over 90 days. Robeco Sust is related to or competes with ASML Holding, Prosus NV, Shell PLC, Unilever PLC, Relx PLC, ING Groep, and Adyen NV. More

Robeco Sust 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 Robeco Sust'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 Robeco Sust Global upside and downside potential and time the market with a certain degree of confidence.

Robeco Sust Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Robeco Sust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Robeco Sust's standard deviation. In reality, there are many statistical measures that can use Robeco Sust historical prices to predict the future Robeco Sust's volatility.
Hype
Prediction
LowEstimatedHigh
75.8776.6177.35
Details
Intrinsic
Valuation
LowRealHigh
74.6575.3984.27
Details
Naive
Forecast
LowNextHigh
75.5176.2576.99
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
74.3475.6877.02
Details

Robeco Sust Global Backtested Returns

Currently, Robeco Sust Global is very steady. Robeco Sust Global maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the firm had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Robeco Sust Global, which you can use to evaluate the volatility of the company. Please check Robeco Sust's Semi Deviation of 0.4382, coefficient of variation of 591.84, and Risk Adjusted Performance of 0.1565 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Robeco Sust has a performance score of 15 on a scale of 0 to 100. The company holds a Beta of 0.29, which implies not very significant fluctuations relative to the market. As returns on the market increase, Robeco Sust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Robeco Sust is expected to be smaller as well. Robeco Sust Global right now holds a risk of 0.74%. Please check Robeco Sust Global coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Robeco Sust Global will be following its historical price patterns.

Auto-correlation

    
  0.32  

Below average predictability

Robeco Sust Global has below average predictability. Overlapping area represents the amount of predictability between Robeco Sust 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 Robeco Sust Global price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Robeco Sust price fluctuation can be explain by its past prices.
Correlation Coefficient0.32
Spearman Rank Test0.36
Residual Average0.0
Price Variance0.45

Robeco Sust Global lagged returns against current returns

Autocorrelation, which is Robeco Sust 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 Robeco Sust's stock expected returns. We can calculate the autocorrelation of Robeco Sust returns to help us make a trade decision. For example, suppose you find that Robeco Sust 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  

Robeco Sust 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 Robeco Sust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Robeco Sust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Robeco Sust stock over time.
   Current vs Lagged Prices   
       Timeline  

Robeco Sust Lagged Returns

When evaluating Robeco Sust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Robeco Sust stock have on its future price. Robeco Sust 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, Robeco Sust autocorrelation shows the relationship between Robeco Sust stock current value and its past values and can show if there is a momentum factor associated with investing in Robeco Sust Global.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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Additional Tools for Robeco Stock Analysis

When running Robeco Sust's price analysis, check to measure Robeco Sust's 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 Robeco Sust is operating at the current time. Most of Robeco Sust's value examination focuses on studying past and present price action to predict the probability of Robeco Sust's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Robeco Sust's price. Additionally, you may evaluate how the addition of Robeco Sust to your portfolios can decrease your overall portfolio volatility.