Restore Plc (UK) Market Value
| RST Stock | 279.00 11.50 4.30% |
| Symbol | Restore |
Restore 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 Restore 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 Restore Plc.
| 06/20/2025 |
| 07/20/2025 |
If you would invest 0.00 in Restore Plc on June 20, 2025 and sell it all today you would earn a total of 0.00 from holding Restore plc or generate 0.0% return on investment in Restore Plc over 30 days. Restore Plc is related to or competes with Fiinu PLC, AFC Energy, Argo Blockchain, SANTANDER, Coor Service, Mereo BioPharma, and IShares Dow. Restore Plc is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Restore 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 Restore 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 Restore plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.1814 | |||
| Maximum Drawdown | 9.76 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 3.33 |
Restore Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Restore Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Restore Plc's standard deviation. In reality, there are many statistical measures that can use Restore Plc historical prices to predict the future Restore Plc's volatility.| Risk Adjusted Performance | 0.2535 | |||
| Jensen Alpha | 0.4734 | |||
| Total Risk Alpha | 0.199 | |||
| Sortino Ratio | 0.1673 | |||
| Treynor Ratio | (1.29) |
Restore plc Backtested Returns
Restore Plc appears to be very steady, given 3 months investment horizon. Restore plc maintains Sharpe Ratio (i.e., Efficiency) of 0.21, which implies the firm had a 0.21 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Restore plc, which you can use to evaluate the volatility of the company. Please evaluate Restore Plc's Coefficient Of Variation of 374.82, semi deviation of 0.9599, and Risk Adjusted Performance of 0.2535 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Restore Plc holds a performance score of 16. The company holds a Beta of -0.33, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Restore Plc are expected to decrease at a much lower rate. During the bear market, Restore Plc is likely to outperform the market. Please check Restore Plc's skewness, day typical price, and the relationship between the downside variance and daily balance of power , to make a quick decision on whether Restore Plc's historical price patterns will revert.
Auto-correlation | 0.27 |
Poor predictability
Restore plc has poor predictability. Overlapping area represents the amount of predictability between Restore Plc time series from 20th of June 2025 to 5th of July 2025 and 5th of July 2025 to 20th 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 Restore plc price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Restore Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 33.05 |
Restore plc lagged returns against current returns
Autocorrelation, which is Restore 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 Restore Plc's stock expected returns. We can calculate the autocorrelation of Restore Plc returns to help us make a trade decision. For example, suppose you find that Restore 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 |
Restore 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 Restore Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Restore Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Restore Plc stock over time.
Current vs Lagged Prices |
| Timeline |
Restore Plc Lagged Returns
When evaluating Restore Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Restore Plc stock have on its future price. Restore 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, Restore Plc autocorrelation shows the relationship between Restore Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Restore plc.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Restore Stock
Restore Plc financial ratios help investors to determine whether Restore 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 Restore with respect to the benefits of owning Restore Plc security.