Verallia Société (Germany) Market Value
| 1VRA Stock | EUR 25.12 0.24 0.96% |
| Symbol | Verallia |
Verallia Société '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 Verallia Société'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 Verallia Société.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Verallia Société on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Verallia Socit Anonyme or generate 0.0% return on investment in Verallia Société over 30 days. Verallia Société is related to or competes with MACOM Technology, ITALIAN WINE, Tri Pointe, SMA Solar, Taylor Morrison, Haverty Furniture, and NAKED WINES. Verallia Socit Anonyme produces and sells glass packaging products for beverages and food industry worldwide More
Verallia Société 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 Verallia Société'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 Verallia Socit Anonyme upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 17.35 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 3.52 |
Verallia Société Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Verallia Société's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Verallia Société's standard deviation. In reality, there are many statistical measures that can use Verallia Société historical prices to predict the future Verallia Société's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.12) |
Verallia Socit Anonyme Backtested Returns
Verallia Socit Anonyme owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.027, which indicates the firm had a -0.027% return per unit of risk over the last 3 months. Verallia Socit Anonyme exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Verallia Société's Variance of 5.61, coefficient of variation of (8,299), and insignificant Risk Adjusted Performance to confirm the risk estimate we provide. The entity has a beta of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Verallia Société's returns are expected to increase less than the market. However, during the bear market, the loss of holding Verallia Société is expected to be smaller as well. At this point, Verallia Socit Anonyme has a negative expected return of -0.0642%. Please make sure to validate Verallia Société's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Verallia Socit Anonyme performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Verallia Socit Anonyme has insignificant reverse predictability. Overlapping area represents the amount of predictability between Verallia Société time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Verallia Socit Anonyme price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Verallia Société price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
Verallia Socit Anonyme lagged returns against current returns
Autocorrelation, which is Verallia Société 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 Verallia Société's stock expected returns. We can calculate the autocorrelation of Verallia Société returns to help us make a trade decision. For example, suppose you find that Verallia Société 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 |
Verallia Société 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 Verallia Société stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Verallia Société stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Verallia Société stock over time.
Current vs Lagged Prices |
| Timeline |
Verallia Société Lagged Returns
When evaluating Verallia Société's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Verallia Société stock have on its future price. Verallia Société 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, Verallia Société autocorrelation shows the relationship between Verallia Société stock current value and its past values and can show if there is a momentum factor associated with investing in Verallia Socit Anonyme.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Verallia Stock
Verallia Société financial ratios help investors to determine whether Verallia 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 Verallia with respect to the benefits of owning Verallia Société security.