Ras Technology (Australia) Market Value
| RTH Stock | 0.99 0.05 5.32% |
| Symbol | Ras |
Ras Technology '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 Ras Technology'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 Ras Technology.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Ras Technology on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Ras Technology Holdings or generate 0.0% return on investment in Ras Technology over 90 days. Ras Technology is related to or competes with Aneka Tambang, Commonwealth Bank, Commonwealth Bank, ANZ Group, Australia, Australia, and Commonwealth Bank. Ras Technology is entity of Australia. It is traded as Stock on AU exchange. More
Ras Technology 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 Ras Technology'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 Ras Technology Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.66 | |||
| Information Ratio | 0.0785 | |||
| Maximum Drawdown | 20.3 | |||
| Value At Risk | (4.12) | |||
| Potential Upside | 5.32 |
Ras Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ras Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ras Technology's standard deviation. In reality, there are many statistical measures that can use Ras Technology historical prices to predict the future Ras Technology's volatility.| Risk Adjusted Performance | 0.124 | |||
| Jensen Alpha | 0.313 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0666 | |||
| Treynor Ratio | 0.7756 |
Ras Technology Holdings Backtested Returns
Ras Technology appears to be dangerous, given 3 months investment horizon. Ras Technology Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ras Technology Holdings, which you can use to evaluate the volatility of the company. Please evaluate Ras Technology's Risk Adjusted Performance of 0.124, coefficient of variation of 796.79, and Semi Deviation of 2.4 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ras Technology holds a performance score of 11. The company holds a Beta of 0.49, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Ras Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ras Technology is expected to be smaller as well. Please check Ras Technology's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Ras Technology's historical price patterns will revert.
Auto-correlation | -0.31 |
Poor reverse predictability
Ras Technology Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Ras Technology 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 Ras Technology Holdings price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Ras Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ras Technology Holdings lagged returns against current returns
Autocorrelation, which is Ras Technology 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 Ras Technology's stock expected returns. We can calculate the autocorrelation of Ras Technology returns to help us make a trade decision. For example, suppose you find that Ras Technology 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 |
Ras Technology 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 Ras Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ras Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ras Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Ras Technology Lagged Returns
When evaluating Ras Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ras Technology stock have on its future price. Ras Technology 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, Ras Technology autocorrelation shows the relationship between Ras Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Ras Technology Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ras Stock Analysis
When running Ras Technology's price analysis, check to measure Ras Technology'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 Ras Technology is operating at the current time. Most of Ras Technology's value examination focuses on studying past and present price action to predict the probability of Ras Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ras Technology's price. Additionally, you may evaluate how the addition of Ras Technology to your portfolios can decrease your overall portfolio volatility.