Regal Partners (Australia) Market Value
| RPL Stock | 2.64 0.05 1.86% |
| Symbol | Regal |
Regal Partners '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 Regal Partners' 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 Regal Partners.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Regal Partners on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Regal Partners or generate 0.0% return on investment in Regal Partners over 90 days. Regal Partners is related to or competes with G8 Education, Ras Technology, Centaurus Metals, Air New, Technology One, and Wisetech Global. More
Regal Partners 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 Regal Partners' 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 Regal Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.68 | |||
| Information Ratio | 0.1035 | |||
| Maximum Drawdown | 22.16 | |||
| Value At Risk | (4.96) | |||
| Potential Upside | 7.39 |
Regal Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regal Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regal Partners' standard deviation. In reality, there are many statistical measures that can use Regal Partners historical prices to predict the future Regal Partners' volatility.| Risk Adjusted Performance | 0.1503 | |||
| Jensen Alpha | 0.6484 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.1469 | |||
| Treynor Ratio | (2.51) |
Regal Partners Backtested Returns
Regal Partners appears to be very risky, given 3 months investment horizon. Regal Partners maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16 % return per unit of risk over the last 3 months. By analyzing Regal Partners' technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please evaluate Regal Partners' Semi Deviation of 2.32, coefficient of variation of 624.1, and Risk Adjusted Performance of 0.1503 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Regal Partners holds a performance score of 12. The company holds a Beta of -0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Regal Partners are expected to decrease at a much lower rate. During the bear market, Regal Partners is likely to outperform the market. Please check Regal Partners' jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Regal Partners' historical price patterns will revert.
Auto-correlation | 0.24 |
Weak predictability
Regal Partners has weak predictability. Overlapping area represents the amount of predictability between Regal Partners time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Regal Partners price movement. The serial correlation of 0.24 indicates that over 24.0% of current Regal Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Regal Partners lagged returns against current returns
Autocorrelation, which is Regal Partners 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 Regal Partners' stock expected returns. We can calculate the autocorrelation of Regal Partners returns to help us make a trade decision. For example, suppose you find that Regal Partners 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 |
Regal Partners 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 Regal Partners stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regal Partners stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regal Partners stock over time.
Current vs Lagged Prices |
| Timeline |
Regal Partners Lagged Returns
When evaluating Regal Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regal Partners stock have on its future price. Regal Partners 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, Regal Partners autocorrelation shows the relationship between Regal Partners stock current value and its past values and can show if there is a momentum factor associated with investing in Regal Partners.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Regal Stock Analysis
When running Regal Partners' price analysis, check to measure Regal Partners' 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 Regal Partners is operating at the current time. Most of Regal Partners' value examination focuses on studying past and present price action to predict the probability of Regal Partners' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Regal Partners' price. Additionally, you may evaluate how the addition of Regal Partners to your portfolios can decrease your overall portfolio volatility.