VAA Vista (Portugal) Market Value
| VAF Stock | EUR 1.08 0.01 0.92% |
| Symbol | VAA |
VAA Vista '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 VAA Vista'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 VAA Vista.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in VAA Vista on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding VAA Vista Alegre or generate 0.0% return on investment in VAA Vista over 90 days. VAA Vista is related to or competes with Semapa, Corticeira Amorim, Mota Engil, Altri SGPS, and Sonae SGPS. Vista Alegre Atlantis, SGPS, S.A. produces, distributes, and sells porcelain tableware, barware, giftware, hotelware, ha... More
VAA Vista 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 VAA Vista'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 VAA Vista Alegre upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | 0.0557 | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.85 |
VAA Vista Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VAA Vista's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VAA Vista's standard deviation. In reality, there are many statistical measures that can use VAA Vista historical prices to predict the future VAA Vista's volatility.| Risk Adjusted Performance | 0.0838 | |||
| Jensen Alpha | 0.078 | |||
| Total Risk Alpha | 0.0425 | |||
| Sortino Ratio | 0.034 | |||
| Treynor Ratio | 2.6 |
VAA Vista March 5, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0838 | |||
| Market Risk Adjusted Performance | 2.61 | |||
| Mean Deviation | 0.5321 | |||
| Semi Deviation | 0.514 | |||
| Downside Deviation | 1.32 | |||
| Coefficient Of Variation | 904.16 | |||
| Standard Deviation | 0.8048 | |||
| Variance | 0.6477 | |||
| Information Ratio | 0.0557 | |||
| Jensen Alpha | 0.078 | |||
| Total Risk Alpha | 0.0425 | |||
| Sortino Ratio | 0.034 | |||
| Treynor Ratio | 2.6 | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.85 | |||
| Downside Variance | 1.74 | |||
| Semi Variance | 0.2642 | |||
| Expected Short fall | (1.19) | |||
| Skewness | 0.0193 | |||
| Kurtosis | 0.9159 |
VAA Vista Alegre Backtested Returns
Currently, VAA Vista Alegre is moderately volatile. VAA Vista Alegre retains Efficiency (Sharpe Ratio) of 0.083, which indicates the company had a 0.083 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for VAA Vista, which you can use to evaluate the volatility of the entity. Please validate VAA Vista's Mean Deviation of 0.5321, market risk adjusted performance of 2.61, and Standard Deviation of 0.8048 to confirm if the risk estimate we provide is consistent with the expected return of 0.0649%. VAA Vista has a performance score of 6 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.0304, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VAA Vista's returns are expected to increase less than the market. However, during the bear market, the loss of holding VAA Vista is expected to be smaller as well. VAA Vista Alegre now owns a risk of 0.78%. Please validate VAA Vista Alegre total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if VAA Vista Alegre will be following its current price history.
Auto-correlation | 0.43 |
Average predictability
VAA Vista Alegre has average predictability. Overlapping area represents the amount of predictability between VAA Vista time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 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 VAA Vista Alegre price movement. The serial correlation of 0.43 indicates that just about 43.0% of current VAA Vista price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Additional Tools for VAA Stock Analysis
When running VAA Vista's price analysis, check to measure VAA Vista'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 VAA Vista is operating at the current time. Most of VAA Vista's value examination focuses on studying past and present price action to predict the probability of VAA Vista's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VAA Vista's price. Additionally, you may evaluate how the addition of VAA Vista to your portfolios can decrease your overall portfolio volatility.