Vialife SA (France) Market Value
| ALVIA Stock | EUR 11.70 0.00 0.00% |
| Symbol | Vialife |
Please note, there is a significant difference between Vialife SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vialife SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vialife SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Vialife 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 Vialife 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 Vialife SA.
| 07/11/2024 |
| 01/02/2026 |
If you would invest 0.00 in Vialife SA on July 11, 2024 and sell it all today you would earn a total of 0.00 from holding Vialife SA or generate 0.0% return on investment in Vialife SA over 540 days. Vialife SA is related to or competes with Emova Group, Groupe JAJ, Bernard Loisea, NR 21, Devernois, and Ardoin ST. Its products include magazines, newspapers, periodicals, professional, and trade journals More
Vialife 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 Vialife 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 Vialife SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 28.36 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 0.8621 |
Vialife SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vialife SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vialife SA's standard deviation. In reality, there are many statistical measures that can use Vialife SA historical prices to predict the future Vialife SA's volatility.| Risk Adjusted Performance | 0.0035 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.05) |
Vialife SA Backtested Returns
Vialife SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0297, which indicates the firm had a -0.0297 % return per unit of risk over the last 3 months. Vialife SA exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vialife SA's Risk Adjusted Performance of 0.0035, coefficient of variation of (15,098), and Variance of 15.23 to confirm the risk estimate we provide. The entity has a beta of 0.72, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vialife SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vialife SA is expected to be smaller as well. At this point, Vialife SA has a negative expected return of -0.12%. Please make sure to validate Vialife SA's coefficient of variation, value at risk, day typical price, as well as the relationship between the information ratio and kurtosis , to decide if Vialife SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Vialife SA has weak reverse predictability. Overlapping area represents the amount of predictability between Vialife SA time series from 11th of July 2024 to 7th of April 2025 and 7th of April 2025 to 2nd 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 Vialife SA price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Vialife SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 1.05 |
Vialife SA lagged returns against current returns
Autocorrelation, which is Vialife 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 Vialife SA's stock expected returns. We can calculate the autocorrelation of Vialife SA returns to help us make a trade decision. For example, suppose you find that Vialife 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 |
Vialife 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 Vialife SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vialife SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vialife SA stock over time.
Current vs Lagged Prices |
| Timeline |
Vialife SA Lagged Returns
When evaluating Vialife SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vialife SA stock have on its future price. Vialife 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, Vialife SA autocorrelation shows the relationship between Vialife SA stock current value and its past values and can show if there is a momentum factor associated with investing in Vialife 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.| JBL | Jabil Circuit | |
| MRK | Merck Company | |
| AMGN | Amgen Inc |
Additional Tools for Vialife Stock Analysis
When running Vialife SA's price analysis, check to measure Vialife 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 Vialife SA is operating at the current time. Most of Vialife SA's value examination focuses on studying past and present price action to predict the probability of Vialife 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 Vialife SA's price. Additionally, you may evaluate how the addition of Vialife SA to your portfolios can decrease your overall portfolio volatility.