ROHM Co (Germany) Market Value
| ROM Stock | EUR 10.75 0.05 0.46% |
| Symbol | ROHM |
ROHM Co '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 ROHM Co'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 ROHM Co.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in ROHM Co on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding ROHM Co or generate 0.0% return on investment in ROHM Co over 90 days. ROHM Co is related to or competes with NVIDIA, Taiwan Semiconductor, Intel, and Intel. ROHM Co., Ltd. manufactures and sells electronic components in Japan, the Americas, Europe, Asia, and internationally More
ROHM Co 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 ROHM Co'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 ROHM Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.1543 | |||
| Maximum Drawdown | 14.69 | |||
| Value At Risk | (3.34) | |||
| Potential Upside | 3.57 |
ROHM Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ROHM Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ROHM Co's standard deviation. In reality, there are many statistical measures that can use ROHM Co historical prices to predict the future ROHM Co's volatility.| Risk Adjusted Performance | 0.2051 | |||
| Jensen Alpha | 0.4555 | |||
| Total Risk Alpha | 0.165 | |||
| Sortino Ratio | 0.1885 | |||
| Treynor Ratio | 1.45 |
ROHM Co Backtested Returns
ROHM Co appears to be not too volatile, given 3 months investment horizon. ROHM Co maintains Sharpe Ratio (i.e., Efficiency) of 0.26, which implies the firm had a 0.26 % return per unit of volatility over the last 3 months. By inspecting ROHM Co's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please evaluate ROHM Co's risk adjusted performance of 0.2051, and Semi Deviation of 1.35 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ROHM Co holds a performance score of 20. The company holds a Beta of 0.35, which implies possible diversification benefits within a given portfolio. As returns on the market increase, ROHM Co's returns are expected to increase less than the market. However, during the bear market, the loss of holding ROHM Co is expected to be smaller as well. Please check ROHM Co's treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to make a quick decision on whether ROHM Co's historical price patterns will revert.
Auto-correlation | 0.83 |
Very good predictability
ROHM Co has very good predictability. Overlapping area represents the amount of predictability between ROHM Co time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 ROHM Co price movement. The serial correlation of 0.83 indicates that around 83.0% of current ROHM Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
ROHM Co lagged returns against current returns
Autocorrelation, which is ROHM Co 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 ROHM Co's stock expected returns. We can calculate the autocorrelation of ROHM Co returns to help us make a trade decision. For example, suppose you find that ROHM Co 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 |
ROHM Co 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 ROHM Co stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ROHM Co stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ROHM Co stock over time.
Current vs Lagged Prices |
| Timeline |
ROHM Co Lagged Returns
When evaluating ROHM Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ROHM Co stock have on its future price. ROHM Co 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, ROHM Co autocorrelation shows the relationship between ROHM Co stock current value and its past values and can show if there is a momentum factor associated with investing in ROHM Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ROHM Stock
ROHM Co financial ratios help investors to determine whether ROHM 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 ROHM with respect to the benefits of owning ROHM Co security.