Vtryggingaflag Slands' market value is the price at which a share of Vtryggingaflag Slands trades on a public exchange. It measures the collective expectations of Vtryggingaflag slands hf investors about its performance. Vtryggingaflag Slands is trading at 21.00 as of the 26th of February 2025. This is a 2.33 percent decrease since the beginning of the trading day. The stock's open price was 21.5. With this module, you can estimate the performance of a buy and hold strategy of Vtryggingaflag slands hf and determine expected loss or profit from investing in Vtryggingaflag Slands over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.
Symbol
Vtryggingaflag
Vtryggingaflag Slands '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 Vtryggingaflag Slands' 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 Vtryggingaflag Slands.
0.00
01/27/2025
No Change 0.00
0.0
In 31 days
02/26/2025
0.00
If you would invest 0.00 in Vtryggingaflag Slands on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Vtryggingaflag slands hf or generate 0.0% return on investment in Vtryggingaflag Slands over 30 days.
Vtryggingaflag Slands 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 Vtryggingaflag Slands' 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 Vtryggingaflag slands hf upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vtryggingaflag Slands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vtryggingaflag Slands' standard deviation. In reality, there are many statistical measures that can use Vtryggingaflag Slands historical prices to predict the future Vtryggingaflag Slands' volatility.
Vtryggingaflag Slands is very steady at the moment. Vtryggingaflag slands owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Vtryggingaflag slands hf, which you can use to evaluate the volatility of the company. Please validate Vtryggingaflag Slands' Semi Deviation of 0.945, risk adjusted performance of 0.1154, and Coefficient Of Variation of 661.49 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Vtryggingaflag Slands has a performance score of 8 on a scale of 0 to 100. The entity has a beta of -0.004, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vtryggingaflag Slands are expected to decrease at a much lower rate. During the bear market, Vtryggingaflag Slands is likely to outperform the market. Vtryggingaflag slands right now has a risk of 1.25%. Please validate Vtryggingaflag Slands expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Vtryggingaflag Slands will be following its existing price patterns.
Auto-correlation
-0.6
Good reverse predictability
Vtryggingaflag slands hf has good reverse predictability. Overlapping area represents the amount of predictability between Vtryggingaflag Slands time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vtryggingaflag slands price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Vtryggingaflag Slands price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.6
Spearman Rank Test
-0.28
Residual Average
0.0
Price Variance
0.07
Vtryggingaflag slands lagged returns against current returns
Autocorrelation, which is Vtryggingaflag Slands 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 Vtryggingaflag Slands' stock expected returns. We can calculate the autocorrelation of Vtryggingaflag Slands returns to help us make a trade decision. For example, suppose you find that Vtryggingaflag Slands 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
Vtryggingaflag Slands 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 Vtryggingaflag Slands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vtryggingaflag Slands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vtryggingaflag Slands stock over time.
Current vs Lagged Prices
Timeline
Vtryggingaflag Slands Lagged Returns
When evaluating Vtryggingaflag Slands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vtryggingaflag Slands stock have on its future price. Vtryggingaflag Slands 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, Vtryggingaflag Slands autocorrelation shows the relationship between Vtryggingaflag Slands stock current value and its past values and can show if there is a momentum factor associated with investing in Vtryggingaflag slands hf.
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.