Ralph Stock Market Value

RL
 Stock
  

USD 85.43  2.96  3.35%   

Ralph Lauren's market value is the price at which a share of Ralph Lauren stock trades on a public exchange. It measures the collective expectations of Ralph Lauren Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Ralph Lauren Corp and determine expected loss or profit from investing in Ralph Lauren over a given investment horizon. Additionally, take a look at Ralph Lauren Correlation, Ralph Lauren Volatility and Ralph Lauren Alpha and Beta module to complement your research on Ralph Lauren.
Symbol


Is Ralph Lauren's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Ralph Lauren. If investors know Ralph will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Ralph Lauren listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Ralph Lauren Corp is measured differently than its book value, which is the value of Ralph that is recorded on the company's balance sheet. Investors also form their own opinion of Ralph Lauren's value that differs from its market value or its book value, called intrinsic value, which is Ralph Lauren's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Ralph Lauren's market value can be influenced by many factors that don't directly affect Ralph Lauren's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Ralph Lauren's value and its price as these two are different measures arrived at by different means. Investors typically determine Ralph Lauren value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ralph Lauren'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.

Ralph Lauren '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 Ralph Lauren'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 Ralph Lauren.
0.00
08/25/2022
No Change 0.00  0.0 
In 31 days
09/24/2022
0.00
If you would invest  0.00  in Ralph Lauren on August 25, 2022 and sell it all today you would earn a total of 0.00 from holding Ralph Lauren Corp or generate 0.0% return on investment in Ralph Lauren over 30 days. Ralph Lauren is related to or competes with BUSHVELD MINERALS. Ralph Lauren Corporation designs, markets, and distributes lifestyle products in North America, Europe, Asia, and intern... More

Ralph Lauren 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 Ralph Lauren'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 Ralph Lauren Corp upside and downside potential and time the market with a certain degree of confidence.

Ralph Lauren Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ralph Lauren's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ralph Lauren's standard deviation. In reality, there are many statistical measures that can use Ralph Lauren historical prices to predict the future Ralph Lauren's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Ralph Lauren's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Ralph Lauren in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
83.2485.6788.10
Details
Intrinsic
Valuation
LowReal ValueHigh
76.89106.76109.19
Details
11 Analysts
Consensus
LowTarget PriceHigh
109.00135.77170.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ralph Lauren. Your research has to be compared to or analyzed against Ralph Lauren's peers to derive any actionable benefits. When done correctly, Ralph Lauren's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Ralph Lauren Corp.

Ralph Lauren Corp Backtested Returns

Ralph Lauren Corp maintains Sharpe Ratio (i.e., Efficiency) of -0.0514, which implies the firm had -0.0514% of return per unit of risk over the last 3 months. Macroaxis standpoint towards forecasting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Ralph Lauren Corp exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Ralph Lauren Corp risk adjusted performance of (0.036001), and Coefficient Of Variation of (2,770) to confirm the risk estimate we provide.
The company holds a Beta of 1.5038, which implies a somewhat significant risk relative to the market. Let's try to break down what Ralph's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ralph Lauren will likely underperform. Even though it is essential to pay attention to Ralph Lauren Corp current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Our philosophy towards forecasting any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Ralph Lauren Corp exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Ralph Lauren Corp has an expected return of -0.12%. Please be advised to check Ralph Lauren Corp maximum drawdown, as well as the relationship between the expected short fall and rate of daily change to decide if Ralph Lauren Corp performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.2  

Insignificant reverse predictability

Ralph Lauren Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ralph Lauren time series from 25th of August 2022 to 9th of September 2022 and 9th of September 2022 to 24th of September 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ralph Lauren Corp price movement. The serial correlation of -0.2 indicates that over 20.0% of current Ralph Lauren price fluctuation can be explain by its past prices.
Correlation Coefficient-0.2
Spearman Rank Test0.31
Residual Average0.0
Price Variance12.96

Ralph Lauren Corp lagged returns against current returns

Autocorrelation, which is Ralph Lauren 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 Ralph Lauren's stock expected returns. We can calculate the autocorrelation of Ralph Lauren returns to help us make a trade decision. For example, suppose you find that Ralph Lauren stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

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

Ralph Lauren Lagged Returns

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

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Ralph Lauren in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Ralph Lauren's short interest history, or implied volatility extrapolated from Ralph Lauren options trading.

Currently Active Assets on Macroaxis

Additionally, take a look at Ralph Lauren Correlation, Ralph Lauren Volatility and Ralph Lauren Alpha and Beta module to complement your research on Ralph Lauren. You can also try Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

Complementary Tools for analysis

When running Ralph Lauren Corp price analysis, check to measure Ralph Lauren'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 Ralph Lauren is operating at the current time. Most of Ralph Lauren's value examination focuses on studying past and present price action to predict the probability of Ralph Lauren's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Ralph Lauren's price. Additionally, you may evaluate how the addition of Ralph Lauren to your portfolios can decrease your overall portfolio volatility.
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Ralph Lauren technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Ralph Lauren technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ralph Lauren trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...