Vaziva Sa (France) Market Value
| ALVAZ Stock | 48.00 0.20 0.42% |
| Symbol | Vaziva |
Vaziva Sa '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 Vaziva Sa'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 Vaziva Sa.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Vaziva Sa on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Vaziva Sa or generate 0.0% return on investment in Vaziva Sa over 180 days.
Vaziva Sa 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 Vaziva Sa'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 Vaziva Sa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.72 | |||
| Information Ratio | 0.0681 | |||
| Maximum Drawdown | 24.85 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 8.26 |
Vaziva Sa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vaziva Sa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vaziva Sa's standard deviation. In reality, there are many statistical measures that can use Vaziva Sa historical prices to predict the future Vaziva Sa's volatility.| Risk Adjusted Performance | 0.0879 | |||
| Jensen Alpha | 0.4735 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | 0.0382 | |||
| Treynor Ratio | (0.55) |
Vaziva Sa Backtested Returns
Vaziva Sa appears to be very steady, given 3 months investment horizon. Vaziva Sa owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Vaziva Sa, which you can use to evaluate the volatility of the company. Please review Vaziva Sa's Risk Adjusted Performance of 0.0879, coefficient of variation of 956.54, and Semi Deviation of 3.1 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vaziva Sa holds a performance score of 8. The entity has a beta of -0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vaziva Sa are expected to decrease at a much lower rate. During the bear market, Vaziva Sa is likely to outperform the market. Please check Vaziva Sa's semi variance, as well as the relationship between the rate of daily change and relative strength index , to make a quick decision on whether Vaziva Sa's existing price patterns will revert.
Auto-correlation | 0.43 |
Average predictability
Vaziva Sa has average predictability. Overlapping area represents the amount of predictability between Vaziva Sa time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Vaziva Sa price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Vaziva Sa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 19.22 |
Vaziva Sa lagged returns against current returns
Autocorrelation, which is Vaziva Sa 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 Vaziva Sa's stock expected returns. We can calculate the autocorrelation of Vaziva Sa returns to help us make a trade decision. For example, suppose you find that Vaziva Sa 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 |
Vaziva Sa 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 Vaziva Sa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vaziva Sa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vaziva Sa stock over time.
Current vs Lagged Prices |
| Timeline |
Vaziva Sa Lagged Returns
When evaluating Vaziva Sa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vaziva Sa stock have on its future price. Vaziva Sa 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, Vaziva Sa autocorrelation shows the relationship between Vaziva Sa stock current value and its past values and can show if there is a momentum factor associated with investing in Vaziva Sa.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Vaziva Stock Analysis
When running Vaziva Sa's price analysis, check to measure Vaziva Sa'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 Vaziva Sa is operating at the current time. Most of Vaziva Sa's value examination focuses on studying past and present price action to predict the probability of Vaziva Sa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vaziva Sa's price. Additionally, you may evaluate how the addition of Vaziva Sa to your portfolios can decrease your overall portfolio volatility.