VPower Group (Germany) Market Value
| 2V3 Stock | EUR 0.01 0 20.00% |
| Symbol | VPower |
VPower Group '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 VPower Group'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 VPower Group.
| 06/24/2024 |
| 12/21/2024 |
If you would invest 0.00 in VPower Group on June 24, 2024 and sell it all today you would earn a total of 0.00 from holding VPower Group International or generate 0.0% return on investment in VPower Group over 180 days. VPower Group is related to or competes with Autohome ADR, Bank of America, LANDSEA HOMES, Iridium Communications, Computershare, Corporate Office, and Cogent Communications. VPower Group International Holdings Limited designs, integrates, and sells gas-fired and diesel-fired engine-based gen-s... More
VPower Group 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 VPower Group'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 VPower Group International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.96 | |||
| Information Ratio | 0.0392 | |||
| Maximum Drawdown | 190.91 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 42.86 |
VPower Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VPower Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VPower Group's standard deviation. In reality, there are many statistical measures that can use VPower Group historical prices to predict the future VPower Group's volatility.| Risk Adjusted Performance | 0.0417 | |||
| Jensen Alpha | 0.933 | |||
| Total Risk Alpha | 0.2999 | |||
| Sortino Ratio | 0.0513 | |||
| Treynor Ratio | 0.3534 |
VPower Group Interna Backtested Returns
VPower Group is out of control given 3 months investment horizon. VPower Group Interna owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0405, which indicates the firm had a 0.0405% return per unit of risk over the last 3 months. We were able to interpolate twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.01% are justified by taking the suggested risk. Use VPower Group Interna Coefficient Of Variation of 2470.52, semi deviation of 13.08, and Risk Adjusted Performance of 0.0417 to evaluate company specific risk that cannot be diversified away. VPower Group holds a performance score of 3 on a scale of zero to a hundred. The entity has a beta of 2.82, which indicates 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, VPower Group will likely underperform. Use VPower Group Interna information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to analyze future returns on VPower Group Interna.
Auto-correlation | 0.00 |
No correlation between past and present
VPower Group International has no correlation between past and present. Overlapping area represents the amount of predictability between VPower Group time series from 24th of June 2024 to 22nd of September 2024 and 22nd of September 2024 to 21st of December 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 VPower Group Interna price movement. The serial correlation of 0.0 indicates that just 0.0% of current VPower Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
VPower Group Interna lagged returns against current returns
Autocorrelation, which is VPower Group 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 VPower Group's stock expected returns. We can calculate the autocorrelation of VPower Group returns to help us make a trade decision. For example, suppose you find that VPower Group 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 |
VPower Group 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 VPower Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VPower Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VPower Group stock over time.
Current vs Lagged Prices |
| Timeline |
VPower Group Lagged Returns
When evaluating VPower Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VPower Group stock have on its future price. VPower Group 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, VPower Group autocorrelation shows the relationship between VPower Group stock current value and its past values and can show if there is a momentum factor associated with investing in VPower Group International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in VPower Stock
VPower Group financial ratios help investors to determine whether VPower 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 VPower with respect to the benefits of owning VPower Group security.