Rolls OTC Stock Market Value

RYCEY
 Stock
  

USD 1.05  0.01  0.96%   

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


Please note, there is a significant difference between Rolls Royce's value and its price as these two are different measures arrived at by different means. Investors typically determine Rolls Royce value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rolls Royce'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.

Rolls Royce '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 Rolls Royce's otc 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 Rolls Royce.
0.00
10/30/2022
No Change 0.00  0.0 
In 31 days
11/29/2022
0.00
If you would invest  0.00  in Rolls Royce on October 30, 2022 and sell it all today you would earn a total of 0.00 from holding Rolls Royce Grp or generate 0.0% return on investment in Rolls Royce over 30 days. Rolls Royce is related to or competes with Lockheed Martin, Boeing, Northrop Grumman, and General Dynamics. Rolls-Royce Holdings plc operates as an industrial technology company in the United Kingdom and internationally More

Rolls Royce 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 Rolls Royce's otc 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 Rolls Royce Grp upside and downside potential and time the market with a certain degree of confidence.

Rolls Royce Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Rolls Royce's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rolls Royce's standard deviation. In reality, there are many statistical measures that can use Rolls Royce historical prices to predict the future Rolls Royce's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Rolls Royce'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 Rolls Royce in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.051.054.18
Details
Intrinsic
Valuation
LowReal ValueHigh
0.142.705.83
Details
Naive
Forecast
LowNext ValueHigh
0.0209451.054.17
Details
4 Analysts
Consensus
LowTarget PriceHigh
7.887.887.88
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Rolls Royce. Your research has to be compared to or analyzed against Rolls Royce's peers to derive any actionable benefits. When done correctly, Rolls Royce'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 Rolls Royce Grp.

Rolls Royce Grp Backtested Returns

Rolls Royce appears to be unstable, given 3 months investment horizon. Rolls Royce Grp maintains Sharpe Ratio (i.e., Efficiency) of 0.0774, which implies the firm had 0.0774% of return per unit of risk over the last 3 months. Our standpoint towards forecasting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Rolls Royce Grp, which you can use to evaluate the future volatility of the company. Please evaluate Rolls Royce's Semi Deviation of 2.81, coefficient of variation of 1586.65, and Risk Adjusted Performance of 0.0949 to confirm if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Rolls Royce holds a performance score of 5. The company holds a Beta of -0.0658, which implies not very significant fluctuations relative to the market. Let's try to break down what Rolls's beta means in this case. As returns on the market increase, returns on owning Rolls Royce are expected to decrease at a much lower rate. During the bear market, Rolls Royce is likely to outperform the market. Although it is important to respect Rolls Royce Grp current trending patterns, it is better to be realistic regarding the information on the equity's existing price patterns. The philosophy towards forecasting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Rolls Royce Grp technical indicators, you can presently evaluate if the expected return of 0.24% will be sustainable into the future. Please employ Rolls Royce Grp value at risk, as well as the relationship between the kurtosis and price action indicator to make a quick decision on whether Rolls Royce historical price patterns will revert.

Auto-correlation

    
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No correlation between past and present

Rolls Royce Grp has no correlation between past and present. Overlapping area represents the amount of predictability between Rolls Royce time series from 30th of October 2022 to 14th of November 2022 and 14th of November 2022 to 29th of November 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 Rolls Royce Grp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Rolls Royce price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.25
Residual Average0.0
Price Variance0.0

Rolls Royce Grp lagged returns against current returns

Autocorrelation, which is Rolls Royce otc 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 Rolls Royce's otc stock expected returns. We can calculate the autocorrelation of Rolls Royce returns to help us make a trade decision. For example, suppose you find that Rolls Royce otc 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  

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

Rolls Royce Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Rolls Royce without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Additionally, take a look at Rolls Royce Correlation, Rolls Royce Volatility and Rolls Royce Alpha and Beta module to complement your research on Rolls Royce. Note that the Rolls Royce Grp information on this page should be used as a complementary analysis to other Rolls Royce's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Equity Valuation module to check real value of public entities based on technical and fundamental data.

Complementary Tools for Rolls OTC Stock analysis

When running Rolls Royce Grp price analysis, check to measure Rolls Royce'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 Rolls Royce is operating at the current time. Most of Rolls Royce's value examination focuses on studying past and present price action to predict the probability of Rolls Royce's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Rolls Royce's price. Additionally, you may evaluate how the addition of Rolls Royce to your portfolios can decrease your overall portfolio volatility.
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Rolls Royce technical otc 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, otc market cycles, or different charting patterns.
A focus of Rolls Royce technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Rolls Royce 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...