Visa (Germany) Market Value
| 3V64 Stock | EUR 299.40 0.40 0.13% |
| Symbol | Visa |
Visa '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 Visa'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 Visa.
| 01/07/2024 |
| 12/02/2024 |
If you would invest 0.00 in Visa on January 7, 2024 and sell it all today you would earn a total of 0.00 from holding Visa Inc or generate 0.0% return on investment in Visa over 330 days. Visa is related to or competes with Sabra Health, TYSON FOODS, FEMALE HEALTH, Diamondrock Hospitality, ATRYS HEALTH, and Premier Foods. Visa Inc. operates as a payments technology company worldwide More
Visa 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 Visa'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 Visa Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.097 | |||
| Maximum Drawdown | 8.57 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 2.13 |
Visa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Visa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Visa's standard deviation. In reality, there are many statistical measures that can use Visa historical prices to predict the future Visa's volatility.| Risk Adjusted Performance | 0.1514 | |||
| Jensen Alpha | 0.2661 | |||
| Total Risk Alpha | 0.0261 | |||
| Sortino Ratio | 0.1039 | |||
| Treynor Ratio | 15.6 |
Visa Inc Backtested Returns
Visa appears to be very steady, given 3 months investment horizon. Visa Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19% return per unit of risk over the last 3 months. We have found thirty technical indicators for Visa Inc, which you can use to evaluate the volatility of the company. Please review Visa's Semi Deviation of 1.08, risk adjusted performance of 0.1514, and Coefficient Of Variation of 521.31 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Visa holds a performance score of 15. The entity has a beta of 0.0172, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Visa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Visa is expected to be smaller as well. Please check Visa's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Visa's existing price patterns will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Visa Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Visa time series from 7th of January 2024 to 20th of June 2024 and 20th of June 2024 to 2nd 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 Visa Inc price movement. The serial correlation of -0.19 indicates that over 19.0% of current Visa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 314.32 |
Visa Inc lagged returns against current returns
Autocorrelation, which is Visa 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 Visa's stock expected returns. We can calculate the autocorrelation of Visa returns to help us make a trade decision. For example, suppose you find that Visa 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 |
Visa 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 Visa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Visa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Visa stock over time.
Current vs Lagged Prices |
| Timeline |
Visa Lagged Returns
When evaluating Visa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Visa stock have on its future price. Visa 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, Visa autocorrelation shows the relationship between Visa stock current value and its past values and can show if there is a momentum factor associated with investing in Visa Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Visa Stock
Visa financial ratios help investors to determine whether Visa 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 Visa with respect to the benefits of owning Visa security.