Vinpai SAS (France) Market Value
| ALVIN Stock | 2.70 0.06 2.27% |
| Symbol | Vinpai |
Vinpai SAS '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 Vinpai SAS'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 Vinpai SAS.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Vinpai SAS on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Vinpai SAS or generate 0.0% return on investment in Vinpai SAS over 30 days.
Vinpai SAS 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 Vinpai SAS'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 Vinpai SAS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 19.9 | |||
| Value At Risk | (10.14) | |||
| Potential Upside | 6.9 |
Vinpai SAS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vinpai SAS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vinpai SAS's standard deviation. In reality, there are many statistical measures that can use Vinpai SAS historical prices to predict the future Vinpai SAS's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.52) | |||
| Total Risk Alpha | (1.34) | |||
| Treynor Ratio | 0.8349 |
Vinpai SAS Backtested Returns
Vinpai SAS owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14% return per unit of risk over the last 3 months. Vinpai SAS exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vinpai SAS's Risk Adjusted Performance of (0.1), coefficient of variation of (719.02), and Variance of 19.02 to confirm the risk estimate we provide. The entity has a beta of -0.74, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vinpai SAS are expected to decrease at a much lower rate. During the bear market, Vinpai SAS is likely to outperform the market. At this point, Vinpai SAS has a negative expected return of -0.61%. Please make sure to validate Vinpai SAS's value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if Vinpai SAS performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.45 |
Average predictability
Vinpai SAS has average predictability. Overlapping area represents the amount of predictability between Vinpai SAS time series from 31st of October 2024 to 15th of November 2024 and 15th of November 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 Vinpai SAS price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Vinpai SAS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Vinpai SAS lagged returns against current returns
Autocorrelation, which is Vinpai SAS 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 Vinpai SAS's stock expected returns. We can calculate the autocorrelation of Vinpai SAS returns to help us make a trade decision. For example, suppose you find that Vinpai SAS 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 |
Vinpai SAS 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 Vinpai SAS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vinpai SAS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vinpai SAS stock over time.
Current vs Lagged Prices |
| Timeline |
Vinpai SAS Lagged Returns
When evaluating Vinpai SAS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vinpai SAS stock have on its future price. Vinpai SAS 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, Vinpai SAS autocorrelation shows the relationship between Vinpai SAS stock current value and its past values and can show if there is a momentum factor associated with investing in Vinpai SAS.
Regressed Prices |
| Timeline |
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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 Vinpai Stock Analysis
When running Vinpai SAS's price analysis, check to measure Vinpai SAS'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 Vinpai SAS is operating at the current time. Most of Vinpai SAS's value examination focuses on studying past and present price action to predict the probability of Vinpai SAS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vinpai SAS's price. Additionally, you may evaluate how the addition of Vinpai SAS to your portfolios can decrease your overall portfolio volatility.