Vat Group Ag Stock Market Value
| VACNY Stock | USD 48.70 0.47 0.96% |
| 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 pink sheet 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.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in VAT Group on November 29, 2025 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 Ebara Corp, Kawasaki Heavy, GEA Group, Nidec, Wärtsilä Oyj, Kawasaki Heavy, and Daifuku Co. 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 pink sheet 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.
| Downside Deviation | 2.15 | |||
| Information Ratio | 0.1052 | |||
| Maximum Drawdown | 14.16 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 5.03 |
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 | 0.1026 | |||
| Jensen Alpha | 0.3705 | |||
| Total Risk Alpha | 0.0695 | |||
| Sortino Ratio | 0.1375 | |||
| Treynor Ratio | (86.10) |
VAT Group AG Backtested Returns
VAT Group appears to be very steady, given 3 months investment horizon. 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. We have found thirty technical indicators for VAT Group AG, which you can use to evaluate the volatility of the entity. Please review VAT Group's market risk adjusted performance of (86.09), and Downside Deviation of 2.15 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, VAT Group holds a performance score of 10. The firm has a beta of -0.0043, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VAT Group are expected to decrease at a much lower rate. During the bear market, VAT Group is likely to outperform the market. Please check VAT Group's semi variance, as well as the relationship between the rate of daily change and relative strength index , to make a quick decision on whether VAT Group's existing price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
VAT Group AG has weak reverse predictability. Overlapping area represents the amount of predictability between VAT Group time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 VAT Group AG price movement. The serial correlation of -0.22 indicates that over 22.0% of current VAT Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
VAT Group AG lagged returns against current returns
Autocorrelation, which is VAT Group pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VAT Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VAT Group pink sheet 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 pink sheet 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 pink sheet 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 Pink Sheet 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.