V2 Retail (India) Market Value
| V2RETAIL | 1,223 3.35 0.27% |
| Symbol | V2RETAIL |
V2 Retail '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 V2 Retail'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 V2 Retail.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in V2 Retail on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding V2 Retail Limited or generate 0.0% return on investment in V2 Retail over 720 days. V2 Retail is related to or competes with Reliance Industries, Indian Oil, HDFC Bank, Divis Laboratories, Indo Borax, Kingfa Science, and Alkali Metals. V2 Retail is entity of India. It is traded as Stock on NSE exchange. More
V2 Retail 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 V2 Retail'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 V2 Retail Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.09 | |||
| Information Ratio | 0.0566 | |||
| Maximum Drawdown | 10.0 | |||
| Value At Risk | (4.95) | |||
| Potential Upside | 5.0 |
V2 Retail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for V2 Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as V2 Retail's standard deviation. In reality, there are many statistical measures that can use V2 Retail historical prices to predict the future V2 Retail's volatility.| Risk Adjusted Performance | 0.0781 | |||
| Jensen Alpha | 0.2278 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0558 | |||
| Treynor Ratio | 0.6119 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of V2 Retail'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.
V2 Retail Limited Backtested Returns
V2 Retail is very steady at the moment. V2 Retail Limited retains Efficiency (Sharpe Ratio) of 0.052, which indicates the company had a 0.052% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for V2 Retail, which you can use to evaluate the volatility of the entity. Please validate V2 Retail's market risk adjusted performance of 0.6219, and Standard Deviation of 3.05 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. V2 Retail has a performance score of 4 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, V2 Retail's returns are expected to increase less than the market. However, during the bear market, the loss of holding V2 Retail is expected to be smaller as well. V2 Retail Limited today owns a risk of 2.98%. Please validate V2 Retail Limited coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if V2 Retail Limited will be following its current price history.
Auto-correlation | 0.88 |
Very good predictability
V2 Retail Limited has very good predictability. Overlapping area represents the amount of predictability between V2 Retail time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 V2 Retail Limited price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current V2 Retail price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 132.6 K |
V2 Retail Limited lagged returns against current returns
Autocorrelation, which is V2 Retail 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 V2 Retail's stock expected returns. We can calculate the autocorrelation of V2 Retail returns to help us make a trade decision. For example, suppose you find that V2 Retail 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 |
V2 Retail 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 V2 Retail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if V2 Retail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in V2 Retail stock over time.
Current vs Lagged Prices |
| Timeline |
V2 Retail Lagged Returns
When evaluating V2 Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of V2 Retail stock have on its future price. V2 Retail 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, V2 Retail autocorrelation shows the relationship between V2 Retail stock current value and its past values and can show if there is a momentum factor associated with investing in V2 Retail Limited.
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.Other Information on Investing in V2RETAIL Stock
V2 Retail financial ratios help investors to determine whether V2RETAIL 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 V2RETAIL with respect to the benefits of owning V2 Retail security.