Virtu Financial (Germany) Market Value
| 0VF Stock | EUR 33.20 1.00 2.92% |
| Symbol | Virtu |
Virtu Financial '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 Virtu Financial'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 Virtu Financial.
| 04/08/2023 |
| 02/26/2025 |
If you would invest 0.00 in Virtu Financial on April 8, 2023 and sell it all today you would earn a total of 0.00 from holding Virtu Financial or generate 0.0% return on investment in Virtu Financial over 690 days. Virtu Financial is related to or competes with Vulcan Materials, Mitsubishi Materials, Air Lease, ALBIS LEASING, WILLIS LEASE, APPLIED MATERIALS, and Compagnie Plastic. Virtu Financial, Inc., together with its subsidiaries, provides market making and liquidity services through its proprie... More
Virtu Financial 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 Virtu Financial'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 Virtu Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 8.63 | |||
| Value At Risk | (3.72) | |||
| Potential Upside | 3.35 |
Virtu Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtu Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtu Financial's standard deviation. In reality, there are many statistical measures that can use Virtu Financial historical prices to predict the future Virtu Financial's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.10) |
Virtu Financial Backtested Returns
Virtu Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0336, which indicates the firm had a -0.0336 % return per unit of risk over the last 3 months. Virtu Financial exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Virtu Financial's Variance of 3.82, coefficient of variation of (5,814), and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of 0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Virtu Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Virtu Financial is expected to be smaller as well. At this point, Virtu Financial has a negative expected return of -0.0676%. Please make sure to validate Virtu Financial's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Virtu Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Virtu Financial has below average predictability. Overlapping area represents the amount of predictability between Virtu Financial time series from 8th of April 2023 to 18th of March 2024 and 18th of March 2024 to 26th of February 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 Virtu Financial price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Virtu Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 40.75 |
Virtu Financial lagged returns against current returns
Autocorrelation, which is Virtu Financial 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 Virtu Financial's stock expected returns. We can calculate the autocorrelation of Virtu Financial returns to help us make a trade decision. For example, suppose you find that Virtu Financial 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 |
Virtu Financial 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 Virtu Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virtu Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virtu Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Virtu Financial Lagged Returns
When evaluating Virtu Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virtu Financial stock have on its future price. Virtu Financial 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, Virtu Financial autocorrelation shows the relationship between Virtu Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Virtu Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Virtu Stock
When determining whether Virtu Financial is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Virtu Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Virtu Financial Stock. Highlighted below are key reports to facilitate an investment decision about Virtu Financial Stock:Check out Virtu Financial Correlation, Virtu Financial Volatility and Virtu Financial Alpha and Beta module to complement your research on Virtu Financial. For more detail on how to invest in Virtu Stock please use our How to Invest in Virtu Financial guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Virtu Financial 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.