Vitruvia Medical (Germany) Market Value
| 991 Stock | 1.10 0.10 10.00% |
| Symbol | Vitruvia |
Vitruvia Medical '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 Vitruvia Medical'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 Vitruvia Medical.
| 01/17/2025 |
| 01/12/2026 |
If you would invest 0.00 in Vitruvia Medical on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Vitruvia Medical AG or generate 0.0% return on investment in Vitruvia Medical over 360 days. Vitruvia Medical is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
Vitruvia Medical 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 Vitruvia Medical'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 Vitruvia Medical AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.043 | |||
| Maximum Drawdown | 25.97 |
Vitruvia Medical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vitruvia Medical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vitruvia Medical's standard deviation. In reality, there are many statistical measures that can use Vitruvia Medical historical prices to predict the future Vitruvia Medical's volatility.| Risk Adjusted Performance | 0.0566 | |||
| Jensen Alpha | 0.2223 | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.4806 |
Vitruvia Medical Backtested Returns
Vitruvia Medical appears to be extremely dangerous, given 3 months investment horizon. Vitruvia Medical owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0681, which indicates the firm had a 0.0681 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Vitruvia Medical AG, which you can use to evaluate the volatility of the company. Please review Vitruvia Medical's Risk Adjusted Performance of 0.0566, variance of 18.53, and Coefficient Of Variation of 1539.85 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vitruvia Medical holds a performance score of 5. The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vitruvia Medical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vitruvia Medical is expected to be smaller as well. Please check Vitruvia Medical's skewness, daily balance of power, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Vitruvia Medical's existing price patterns will revert.
Auto-correlation | 0.51 |
Modest predictability
Vitruvia Medical AG has modest predictability. Overlapping area represents the amount of predictability between Vitruvia Medical time series from 17th of January 2025 to 16th of July 2025 and 16th of July 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vitruvia Medical price movement. The serial correlation of 0.51 indicates that about 51.0% of current Vitruvia Medical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vitruvia Medical lagged returns against current returns
Autocorrelation, which is Vitruvia Medical 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 Vitruvia Medical's stock expected returns. We can calculate the autocorrelation of Vitruvia Medical returns to help us make a trade decision. For example, suppose you find that Vitruvia Medical 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 |
Vitruvia Medical 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 Vitruvia Medical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vitruvia Medical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vitruvia Medical stock over time.
Current vs Lagged Prices |
| Timeline |
Vitruvia Medical Lagged Returns
When evaluating Vitruvia Medical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vitruvia Medical stock have on its future price. Vitruvia Medical 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, Vitruvia Medical autocorrelation shows the relationship between Vitruvia Medical stock current value and its past values and can show if there is a momentum factor associated with investing in Vitruvia Medical AG.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Vitruvia Stock Analysis
When running Vitruvia Medical's price analysis, check to measure Vitruvia Medical'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 Vitruvia Medical is operating at the current time. Most of Vitruvia Medical's value examination focuses on studying past and present price action to predict the probability of Vitruvia Medical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vitruvia Medical's price. Additionally, you may evaluate how the addition of Vitruvia Medical to your portfolios can decrease your overall portfolio volatility.