VAT Group (Switzerland) Market Value
| VACN Stock | CHF 347.20 3.60 1.03% |
| Symbol | VAT |
VAT Group '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 VAT Group'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 VAT Group.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in VAT Group on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding VAT Group AG or generate 0.0% return on investment in VAT Group over 30 days. VAT Group is related to or competes with Interroll Holding, Comet Holding, Bossard Holding, and Komax Holding. VAT Group AG, together with its subsidiaries, develops, manufactures, and supplies vacuum valves in Switzerland, rest of... More
VAT Group 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 VAT Group'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 VAT Group AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 13.29 | |||
| Value At Risk | (3.97) | |||
| Potential Upside | 3.01 |
VAT Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VAT Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VAT Group's standard deviation. In reality, there are many statistical measures that can use VAT Group historical prices to predict the future VAT Group's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | (0.33) |
VAT Group AG Backtested Returns
VAT Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the company had a -0.14% return per unit of risk over the last 3 months. VAT Group AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VAT Group's market risk adjusted performance of (0.32), and Standard Deviation of 2.11 to confirm the risk estimate we provide. The firm has a beta of 0.85, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VAT Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding VAT Group is expected to be smaller as well. At this point, VAT Group AG has a negative expected return of -0.3%. Please make sure to validate VAT Group's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if VAT Group AG performance from the past will be repeated at future time.
Auto-correlation | 0.77 |
Good predictability
VAT Group AG has good predictability. Overlapping area represents the amount of predictability between VAT Group 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 VAT Group AG price movement. The serial correlation of 0.77 indicates that around 77.0% of current VAT Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 90.36 |
VAT Group AG lagged returns against current returns
Autocorrelation, which is VAT Group 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 VAT Group's stock expected returns. We can calculate the autocorrelation of VAT Group returns to help us make a trade decision. For example, suppose you find that VAT Group 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 |
VAT Group 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 VAT Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VAT Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VAT Group stock over time.
Current vs Lagged Prices |
| Timeline |
VAT Group Lagged Returns
When evaluating VAT Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VAT Group stock have on its future price. VAT Group 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, VAT Group autocorrelation shows the relationship between VAT Group stock current value and its past values and can show if there is a momentum factor associated with investing in VAT Group AG.
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 VAT Stock Analysis
When running VAT Group's price analysis, check to measure VAT Group'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 VAT Group is operating at the current time. Most of VAT Group's value examination focuses on studying past and present price action to predict the probability of VAT Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VAT Group's price. Additionally, you may evaluate how the addition of VAT Group to your portfolios can decrease your overall portfolio volatility.