Volution Group (UK) Market Value
| FAN Stock | 652.00 5.00 0.76% |
| Symbol | Volution |
Volution Group '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 Volution Group'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 Volution Group.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Volution Group on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Volution Group plc or generate 0.0% return on investment in Volution Group over 30 days. Volution Group is related to or competes with Broadcom, Ondine Biomedical, Corsair Gaming, Broadridge Financial, Trainline Plc, Gaming Realms, and NXP Semiconductors. Volution Group is entity of United Kingdom More
Volution Group 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 Volution Group'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 Volution Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.34 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 6.21 | |||
| Value At Risk | (2.49) | |||
| Potential Upside | 2.08 |
Volution Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volution Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volution Group's standard deviation. In reality, there are many statistical measures that can use Volution Group historical prices to predict the future Volution Group's volatility.| Risk Adjusted Performance | 0.0116 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0047 |
Volution Group plc Backtested Returns
At this point, Volution Group is very steady. Volution Group plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0455, which indicates the firm had a 0.0455 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Volution Group plc, which you can use to evaluate the volatility of the company. Please validate Volution Group's Coefficient Of Variation of 9994.9, risk adjusted performance of 0.0116, and Semi Deviation of 1.19 to confirm if the risk estimate we provide is consistent with the expected return of 0.0566%. Volution Group has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.62, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Volution Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Volution Group is expected to be smaller as well. Volution Group plc right now has a risk of 1.25%. Please validate Volution Group standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if Volution Group will be following its existing price patterns.
Auto-correlation | 0.34 |
Below average predictability
Volution Group plc has below average predictability. Overlapping area represents the amount of predictability between Volution Group time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 Volution Group plc price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Volution Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 50.99 |
Volution Group plc lagged returns against current returns
Autocorrelation, which is Volution Group 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 Volution Group's stock expected returns. We can calculate the autocorrelation of Volution Group returns to help us make a trade decision. For example, suppose you find that Volution Group 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 |
Volution Group 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 Volution Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volution Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volution Group stock over time.
Current vs Lagged Prices |
| Timeline |
Volution Group Lagged Returns
When evaluating Volution Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volution Group stock have on its future price. Volution Group 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, Volution Group autocorrelation shows the relationship between Volution Group stock current value and its past values and can show if there is a momentum factor associated with investing in Volution Group plc.
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.Other Information on Investing in Volution Stock
Volution Group financial ratios help investors to determine whether Volution 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 Volution with respect to the benefits of owning Volution Group security.