Vente Unique (France) Market Value
| ALVU Stock | 13.40 0.20 1.47% |
| Symbol | Vente |
Vente Unique '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 Vente Unique'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 Vente Unique.
| 08/29/2024 |
| 11/27/2024 |
If you would invest 0.00 in Vente Unique on August 29, 2024 and sell it all today you would earn a total of 0.00 from holding Vente Unique or generate 0.0% return on investment in Vente Unique over 90 days. Vente Unique is related to or competes with Piscines Desjoyaux, Groupe LDLC, Centrale DAchat, Akwel SA, and SA Catana. More
Vente Unique 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 Vente Unique'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 Vente Unique upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.89 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 14.93 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 2.35 |
Vente Unique Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vente Unique's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vente Unique's standard deviation. In reality, there are many statistical measures that can use Vente Unique historical prices to predict the future Vente Unique's volatility.| Risk Adjusted Performance | 0.0335 | |||
| Jensen Alpha | 0.0512 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.7885 |
Vente Unique Backtested Returns
At this point, Vente Unique is not too volatile. Vente Unique owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0183, which indicates the firm had a 0.0183% return per unit of risk over the last 3 months. We have found thirty technical indicators for Vente Unique, which you can use to evaluate the volatility of the company. Please validate Vente Unique's Coefficient Of Variation of 2793.48, risk adjusted performance of 0.0335, and Semi Deviation of 1.53 to confirm if the risk estimate we provide is consistent with the expected return of 0.036%. Vente Unique has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.0766, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vente Unique's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vente Unique is expected to be smaller as well. Vente Unique right now has a risk of 1.97%. Please validate Vente Unique coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Vente Unique will be following its existing price patterns.
Auto-correlation | -0.54 |
Good reverse predictability
Vente Unique has good reverse predictability. Overlapping area represents the amount of predictability between Vente Unique time series from 29th of August 2024 to 13th of October 2024 and 13th of October 2024 to 27th 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 Vente Unique price movement. The serial correlation of -0.54 indicates that about 54.0% of current Vente Unique price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Vente Unique lagged returns against current returns
Autocorrelation, which is Vente Unique 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 Vente Unique's stock expected returns. We can calculate the autocorrelation of Vente Unique returns to help us make a trade decision. For example, suppose you find that Vente Unique 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 |
Vente Unique 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 Vente Unique stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vente Unique stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vente Unique stock over time.
Current vs Lagged Prices |
| Timeline |
Vente Unique Lagged Returns
When evaluating Vente Unique's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vente Unique stock have on its future price. Vente Unique 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, Vente Unique autocorrelation shows the relationship between Vente Unique stock current value and its past values and can show if there is a momentum factor associated with investing in Vente Unique.
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.Other Information on Investing in Vente Stock
Vente Unique financial ratios help investors to determine whether Vente Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vente with respect to the benefits of owning Vente Unique security.