Value Partners (Germany) Market Value
| 9Z1 Stock | 0.18 0.01 5.26% |
| Symbol | Value |
Value Partners '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 Value Partners' 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 Value Partners.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Value Partners on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Value Partners Group or generate 0.0% return on investment in Value Partners over 720 days. Value Partners is related to or competes with Entravision Communications, Bumrungrad Hospital, WillScot Mobile, GUARDANT HEALTH, and SK TELECOM. More
Value Partners 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 Value Partners' 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 Value Partners Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.63 | |||
| Information Ratio | 0.0396 | |||
| Maximum Drawdown | 34.98 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 11.76 |
Value Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Partners' standard deviation. In reality, there are many statistical measures that can use Value Partners historical prices to predict the future Value Partners' volatility.| Risk Adjusted Performance | 0.0543 | |||
| Jensen Alpha | 0.3142 | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | 0.0279 | |||
| Treynor Ratio | (13.68) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Value Partners' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Value Partners Group Backtested Returns
Value Partners appears to be out of control, given 3 months investment horizon. Value Partners Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0604, which indicates the firm had a 0.0604% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Value Partners Group, which you can use to evaluate the volatility of the company. Please review Value Partners' Risk Adjusted Performance of 0.0543, semi deviation of 3.99, and Coefficient Of Variation of 1667.34 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Value Partners holds a performance score of 4. The entity has a beta of -0.0228, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Value Partners are expected to decrease at a much lower rate. During the bear market, Value Partners is likely to outperform the market. Please check Value Partners' sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Value Partners' existing price patterns will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Value Partners Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Value Partners time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Value Partners Group price movement. The serial correlation of -0.01 indicates that just 1.0% of current Value Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Value Partners Group lagged returns against current returns
Autocorrelation, which is Value Partners 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 Value Partners' stock expected returns. We can calculate the autocorrelation of Value Partners returns to help us make a trade decision. For example, suppose you find that Value Partners 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 |
Value Partners 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 Value Partners stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Partners stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Partners stock over time.
Current vs Lagged Prices |
| Timeline |
Value Partners Lagged Returns
When evaluating Value Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Partners stock have on its future price. Value Partners 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, Value Partners autocorrelation shows the relationship between Value Partners stock current value and its past values and can show if there is a momentum factor associated with investing in Value Partners Group.
Regressed Prices |
| Timeline |
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Additional Tools for Value Stock Analysis
When running Value Partners' price analysis, check to measure Value Partners' 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 Value Partners is operating at the current time. Most of Value Partners' value examination focuses on studying past and present price action to predict the probability of Value Partners' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Value Partners' price. Additionally, you may evaluate how the addition of Value Partners to your portfolios can decrease your overall portfolio volatility.