VERU INC (Germany) Market Value
| FMW Stock | EUR 0.62 0.03 4.62% |
| Symbol | VERU |
VERU INC '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 VERU INC'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 VERU INC.
| 11/23/2024 |
| 12/23/2024 |
If you would invest 0.00 in VERU INC on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding VERU INC DL 01 or generate 0.0% return on investment in VERU INC over 30 days. VERU INC is related to or competes with PLAY2CHILL, InPlay Oil, TRAVEL LEISURE, Playa Hotels, Columbia Sportswear, COLUMBIA SPORTSWEAR, and Siamgas. Veru Inc., an oncology biopharmaceutical company, focuses on developing medicines for the management of cancers More
VERU INC 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 VERU INC'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 VERU INC DL 01 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 19.09 | |||
| Value At Risk | (5.80) | |||
| Potential Upside | 8.82 |
VERU INC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VERU INC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VERU INC's standard deviation. In reality, there are many statistical measures that can use VERU INC historical prices to predict the future VERU INC's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.3035 |
VERU INC DL Backtested Returns
VERU INC DL owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0174, which indicates the firm had a -0.0174% return per unit of standard deviation over the last 3 months. VERU INC DL 01 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VERU INC's variance of 18.3, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of -0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning VERU INC are expected to decrease at a much lower rate. During the bear market, VERU INC is likely to outperform the market. At this point, VERU INC DL has a negative expected return of -0.0746%. Please make sure to validate VERU INC's treynor ratio, daily balance of power, price action indicator, as well as the relationship between the skewness and day median price , to decide if VERU INC DL performance from the past will be repeated at future time.
Auto-correlation | 0.52 |
Modest predictability
VERU INC DL 01 has modest predictability. Overlapping area represents the amount of predictability between VERU INC time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 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 VERU INC DL price movement. The serial correlation of 0.52 indicates that about 52.0% of current VERU INC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
VERU INC DL lagged returns against current returns
Autocorrelation, which is VERU INC 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 VERU INC's stock expected returns. We can calculate the autocorrelation of VERU INC returns to help us make a trade decision. For example, suppose you find that VERU INC 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 |
VERU INC 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 VERU INC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VERU INC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VERU INC stock over time.
Current vs Lagged Prices |
| Timeline |
VERU INC Lagged Returns
When evaluating VERU INC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VERU INC stock have on its future price. VERU INC 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, VERU INC autocorrelation shows the relationship between VERU INC stock current value and its past values and can show if there is a momentum factor associated with investing in VERU INC DL 01.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in VERU Stock
VERU INC financial ratios help investors to determine whether VERU 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 VERU with respect to the benefits of owning VERU INC security.