Roquefort Investments (UK) Market Value
| ROQ Stock | 1.35 0.10 6.90% |
| Symbol | Roquefort |
Roquefort Investments '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 Roquefort Investments' 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 Roquefort Investments.
| 09/07/2025 |
| 12/06/2025 |
If you would invest 0.00 in Roquefort Investments on September 7, 2025 and sell it all today you would earn a total of 0.00 from holding Roquefort Investments PLC or generate 0.0% return on investment in Roquefort Investments over 90 days. Roquefort Investments is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Toyota, Reliance Industries, and National Atomic. Roquefort Investments is entity of United Kingdom More
Roquefort Investments 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 Roquefort Investments' 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 Roquefort Investments PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.66 | |||
| Information Ratio | 0.005 | |||
| Maximum Drawdown | 57.16 | |||
| Value At Risk | (11.63) | |||
| Potential Upside | 18.42 |
Roquefort Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roquefort Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roquefort Investments' standard deviation. In reality, there are many statistical measures that can use Roquefort Investments historical prices to predict the future Roquefort Investments' volatility.| Risk Adjusted Performance | 0.0184 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.82) | |||
| Sortino Ratio | 0.0049 | |||
| Treynor Ratio | 0.054 |
Roquefort Investments PLC Backtested Returns
Roquefort Investments PLC maintains Sharpe Ratio (i.e., Efficiency) of -0.0217, which implies the firm had a -0.0217 % return per unit of risk over the last 3 months. Roquefort Investments PLC exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Roquefort Investments' Risk Adjusted Performance of 0.0184, coefficient of variation of 7555.49, and Semi Deviation of 7.36 to confirm the risk estimate we provide. The company holds a Beta of 2.14, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Roquefort Investments will likely underperform. At this point, Roquefort Investments PLC has a negative expected return of -0.2%. Please make sure to check Roquefort Investments' maximum drawdown, skewness, day typical price, as well as the relationship between the downside variance and daily balance of power , to decide if Roquefort Investments PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.15 |
Insignificant predictability
Roquefort Investments PLC has insignificant predictability. Overlapping area represents the amount of predictability between Roquefort Investments time series from 7th of September 2025 to 22nd of October 2025 and 22nd of October 2025 to 6th of December 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 Roquefort Investments PLC price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Roquefort Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Roquefort Investments PLC lagged returns against current returns
Autocorrelation, which is Roquefort Investments 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 Roquefort Investments' stock expected returns. We can calculate the autocorrelation of Roquefort Investments returns to help us make a trade decision. For example, suppose you find that Roquefort Investments 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 |
Roquefort Investments 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 Roquefort Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roquefort Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roquefort Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Roquefort Investments Lagged Returns
When evaluating Roquefort Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roquefort Investments stock have on its future price. Roquefort Investments 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, Roquefort Investments autocorrelation shows the relationship between Roquefort Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Roquefort Investments 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 Roquefort Stock
Roquefort Investments financial ratios help investors to determine whether Roquefort 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 Roquefort with respect to the benefits of owning Roquefort Investments security.