Verbund Ag Adr Stock Market Value
| OEZVY Stock | USD 16.52 0.51 3.19% |
| Symbol | Verbund |
Verbund AG '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 Verbund AG's pink sheet 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 Verbund AG.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Verbund AG on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Verbund AG ADR or generate 0.0% return on investment in Verbund AG over 30 days. Verbund AG is related to or competes with Tokyo Electric, Clearway Energy, Brookfield Renewable, Clearway Energy, and Nextera Energy. VERBUND AG, together with its subsidiaries, generates, trades, and sells electricity to energy exchanges, traders, elect... More
Verbund AG 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 Verbund AG's pink sheet 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 Verbund AG ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 18.67 | |||
| Value At Risk | (7.40) | |||
| Potential Upside | 4.78 |
Verbund AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Verbund AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Verbund AG's standard deviation. In reality, there are many statistical measures that can use Verbund AG historical prices to predict the future Verbund AG's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | 0.2713 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Verbund AG's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Verbund AG ADR Backtested Returns
Verbund AG ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0478, which indicates the firm had a -0.0478% return per unit of risk over the last 3 months. Verbund AG ADR exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Verbund AG's Coefficient Of Variation of (2,779), risk adjusted performance of (0.02), and Variance of 11.32 to confirm the risk estimate we provide. The entity has a beta of -0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Verbund AG are expected to decrease at a much lower rate. During the bear market, Verbund AG is likely to outperform the market. At this point, Verbund AG ADR has a negative expected return of -0.16%. Please make sure to validate Verbund AG's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Verbund AG ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Verbund AG ADR has insignificant reverse predictability. Overlapping area represents the amount of predictability between Verbund AG time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Verbund AG ADR price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Verbund AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Verbund AG ADR lagged returns against current returns
Autocorrelation, which is Verbund AG pink sheet'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 Verbund AG's pink sheet expected returns. We can calculate the autocorrelation of Verbund AG returns to help us make a trade decision. For example, suppose you find that Verbund AG has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Verbund AG 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 Verbund AG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Verbund AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Verbund AG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Verbund AG Lagged Returns
When evaluating Verbund AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Verbund AG pink sheet have on its future price. Verbund AG 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, Verbund AG autocorrelation shows the relationship between Verbund AG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Verbund AG ADR.
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 Verbund Pink Sheet Analysis
When running Verbund AG's price analysis, check to measure Verbund AG'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 Verbund AG is operating at the current time. Most of Verbund AG's value examination focuses on studying past and present price action to predict the probability of Verbund AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Verbund AG's price. Additionally, you may evaluate how the addition of Verbund AG to your portfolios can decrease your overall portfolio volatility.