VERTICAL HOLDCO GMBH Market Value
| 92537VAA8 | 83.52 16.86 16.80% |
| Symbol | VERTICAL |
VERTICAL '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 VERTICAL's bond 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 VERTICAL.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in VERTICAL on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding VERTICAL HOLDCO GMBH or generate 0.0% return on investment in VERTICAL over 360 days. VERTICAL is related to or competes with Capital Clean, Ambev SA, Boston Beer, Allegiant Travel, Philip Morris, and Scandinavian Tobacco. More
VERTICAL 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 VERTICAL's bond 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 VERTICAL HOLDCO GMBH upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 1.22 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.3285 |
VERTICAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VERTICAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VERTICAL's standard deviation. In reality, there are many statistical measures that can use VERTICAL historical prices to predict the future VERTICAL's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | 2.9 |
VERTICAL HOLDCO GMBH Backtested Returns
VERTICAL HOLDCO GMBH owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the bond had a -0.15% return per unit of standard deviation over the last 3 months. VERTICAL HOLDCO GMBH exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VERTICAL's risk adjusted performance of (0.08), and Variance of 4.39 to confirm the risk estimate we provide. The entity has a beta of -0.0891, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VERTICAL are expected to decrease at a much lower rate. During the bear market, VERTICAL is likely to outperform the market.
Auto-correlation | -0.06 |
Very weak reverse predictability
VERTICAL HOLDCO GMBH has very weak reverse predictability. Overlapping area represents the amount of predictability between VERTICAL time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 VERTICAL HOLDCO GMBH price movement. The serial correlation of -0.06 indicates that barely 6.0% of current VERTICAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 5.84 |
VERTICAL HOLDCO GMBH lagged returns against current returns
Autocorrelation, which is VERTICAL bond'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 VERTICAL's bond expected returns. We can calculate the autocorrelation of VERTICAL returns to help us make a trade decision. For example, suppose you find that VERTICAL has exhibited high autocorrelation historically, and you observe that the bond 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 |
VERTICAL 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 VERTICAL bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VERTICAL bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VERTICAL bond over time.
Current vs Lagged Prices |
| Timeline |
VERTICAL Lagged Returns
When evaluating VERTICAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VERTICAL bond have on its future price. VERTICAL 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, VERTICAL autocorrelation shows the relationship between VERTICAL bond current value and its past values and can show if there is a momentum factor associated with investing in VERTICAL HOLDCO GMBH.
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.Other Information on Investing in VERTICAL Bond
VERTICAL financial ratios help investors to determine whether VERTICAL Bond 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 VERTICAL with respect to the benefits of owning VERTICAL security.