Volkswagen's market value is the price at which a share of Volkswagen trades on a public exchange. It measures the collective expectations of Volkswagen AG investors about its performance. Volkswagen is selling for under 95.73 as of the 18th of January 2025; that is 1.03 percent increase since the beginning of the trading day. The stock's lowest day price was 88.66. With this module, you can estimate the performance of a buy and hold strategy of Volkswagen AG and determine expected loss or profit from investing in Volkswagen over a given investment horizon. Check out Volkswagen Correlation, Volkswagen Volatility and Volkswagen Alpha and Beta module to complement your research on Volkswagen.
Please note, there is a significant difference between Volkswagen's value and its price as these two are different measures arrived at by different means. Investors typically determine if Volkswagen is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Volkswagen'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.
Volkswagen '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 Volkswagen'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 Volkswagen.
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12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in Volkswagen on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Volkswagen AG or generate 0.0% return on investment in Volkswagen over 30 days. Volkswagen is related to or competes with Zanaga Iron, Technology Minerals, Spire Healthcare, Tissue Regenix, Arcontech Group, and Halyk Bank. Volkswagen is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Volkswagen 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 Volkswagen'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 Volkswagen AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volkswagen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volkswagen's standard deviation. In reality, there are many statistical measures that can use Volkswagen historical prices to predict the future Volkswagen's volatility.
Currently, Volkswagen AG is very steady. Volkswagen AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0135, which indicates the firm had a 0.0135% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Volkswagen AG, which you can use to evaluate the volatility of the company. Please validate Volkswagen's Coefficient Of Variation of 11220.77, risk adjusted performance of 0.0124, and Semi Deviation of 1.56 to confirm if the risk estimate we provide is consistent with the expected return of 0.0225%. Volkswagen has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Volkswagen are expected to decrease at a much lower rate. During the bear market, Volkswagen is likely to outperform the market. Volkswagen AG right now has a risk of 1.66%. Please validate Volkswagen coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Volkswagen will be following its existing price patterns.
Auto-correlation
-0.22
Weak reverse predictability
Volkswagen AG has weak reverse predictability. Overlapping area represents the amount of predictability between Volkswagen time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Volkswagen AG price movement. The serial correlation of -0.22 indicates that over 22.0% of current Volkswagen price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.22
Spearman Rank Test
0.33
Residual Average
0.0
Price Variance
2.97
Volkswagen AG lagged returns against current returns
Autocorrelation, which is Volkswagen 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 Volkswagen's stock expected returns. We can calculate the autocorrelation of Volkswagen returns to help us make a trade decision. For example, suppose you find that Volkswagen 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
Volkswagen 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 Volkswagen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volkswagen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volkswagen stock over time.
Current vs Lagged Prices
Timeline
Volkswagen Lagged Returns
When evaluating Volkswagen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volkswagen stock have on its future price. Volkswagen 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, Volkswagen autocorrelation shows the relationship between Volkswagen stock current value and its past values and can show if there is a momentum factor associated with investing in Volkswagen AG.
Regressed Prices
Timeline
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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.
When running Volkswagen's price analysis, check to measure Volkswagen'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 Volkswagen is operating at the current time. Most of Volkswagen's value examination focuses on studying past and present price action to predict the probability of Volkswagen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Volkswagen's price. Additionally, you may evaluate how the addition of Volkswagen to your portfolios can decrease your overall portfolio volatility.