Virgin Galactic (Mexico) Market Value
| SPCE Stock | MXN 54.72 0.81 1.50% |
| Symbol | Virgin |
Virgin Galactic '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 Virgin Galactic'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 Virgin Galactic.
| 02/28/2024 |
| 01/18/2026 |
If you would invest 0.00 in Virgin Galactic on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Virgin Galactic Holdings or generate 0.0% return on investment in Virgin Galactic over 690 days. Virgin Galactic is related to or competes with Boeing, Lockheed Martin, Textron, and . Virgin Galactic Holdings, Inc., an integrated aerospace company, develops human spaceflight for private individuals and ... More
Virgin Galactic 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 Virgin Galactic'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 Virgin Galactic Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 25.81 | |||
| Value At Risk | (7.70) | |||
| Potential Upside | 7.24 |
Virgin Galactic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virgin Galactic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virgin Galactic's standard deviation. In reality, there are many statistical measures that can use Virgin Galactic historical prices to predict the future Virgin Galactic's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (1.10) | |||
| Treynor Ratio | 1.94 |
Virgin Galactic Holdings Backtested Returns
Virgin Galactic Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0863, which indicates the firm had a -0.0863 % return per unit of risk over the last 3 months. Virgin Galactic Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Virgin Galactic's Risk Adjusted Performance of (0.06), variance of 23.41, and Coefficient Of Variation of (1,061) to confirm the risk estimate we provide. The entity has a beta of -0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Virgin Galactic are expected to decrease at a much lower rate. During the bear market, Virgin Galactic is likely to outperform the market. At this point, Virgin Galactic Holdings has a negative expected return of -0.42%. Please make sure to validate Virgin Galactic's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Virgin Galactic Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.41 |
Average predictability
Virgin Galactic Holdings has average predictability. Overlapping area represents the amount of predictability between Virgin Galactic time series from 28th of February 2024 to 7th of February 2025 and 7th of February 2025 to 18th 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 Virgin Galactic Holdings price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Virgin Galactic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 103.21 |
Virgin Galactic Holdings lagged returns against current returns
Autocorrelation, which is Virgin Galactic 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 Virgin Galactic's stock expected returns. We can calculate the autocorrelation of Virgin Galactic returns to help us make a trade decision. For example, suppose you find that Virgin Galactic 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 |
Virgin Galactic 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 Virgin Galactic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virgin Galactic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virgin Galactic stock over time.
Current vs Lagged Prices |
| Timeline |
Virgin Galactic Lagged Returns
When evaluating Virgin Galactic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virgin Galactic stock have on its future price. Virgin Galactic 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, Virgin Galactic autocorrelation shows the relationship between Virgin Galactic stock current value and its past values and can show if there is a momentum factor associated with investing in Virgin Galactic Holdings.
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 Virgin Stock Analysis
When running Virgin Galactic's price analysis, check to measure Virgin Galactic'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 Virgin Galactic is operating at the current time. Most of Virgin Galactic's value examination focuses on studying past and present price action to predict the probability of Virgin Galactic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Virgin Galactic's price. Additionally, you may evaluate how the addition of Virgin Galactic to your portfolios can decrease your overall portfolio volatility.