Valiant Holding (Switzerland) Market Value
| VATN Stock | CHF 104.60 1.60 1.55% |
| Symbol | Valiant |
Valiant Holding '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 Valiant Holding'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 Valiant Holding.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Valiant Holding on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Valiant Holding AG or generate 0.0% return on investment in Valiant Holding over 60 days. Valiant Holding is related to or competes with Swissquote Group, Banque Cantonale, Barry Callebaut, Vontobel Holding, and Chocoladefabriken. Valiant Holding AG operates as a holding company for Valiant Bank AG that provides various banking products and services... More
Valiant Holding 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 Valiant Holding'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 Valiant Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8908 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.06 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.54 |
Valiant Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valiant Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valiant Holding's standard deviation. In reality, there are many statistical measures that can use Valiant Holding historical prices to predict the future Valiant Holding's volatility.| Risk Adjusted Performance | 0.0911 | |||
| Jensen Alpha | 0.0966 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (1.17) |
Valiant Holding AG Backtested Returns
At this stage we consider Valiant Stock to be very steady. Valiant Holding AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Valiant Holding AG, which you can use to evaluate the volatility of the company. Please validate Valiant Holding's Semi Deviation of 0.7076, coefficient of variation of 849.23, and Risk Adjusted Performance of 0.0911 to confirm if the risk estimate we provide is consistent with the expected return of 0.0974%. Valiant Holding has a performance score of 9 on a scale of 0 to 100. The entity has a beta of -0.0748, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Valiant Holding are expected to decrease at a much lower rate. During the bear market, Valiant Holding is likely to outperform the market. Valiant Holding AG right now has a risk of 0.84%. Please validate Valiant Holding jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Valiant Holding will be following its existing price patterns.
Auto-correlation | 0.66 |
Good predictability
Valiant Holding AG has good predictability. Overlapping area represents the amount of predictability between Valiant Holding time series from 27th of September 2024 to 27th of October 2024 and 27th of October 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 Valiant Holding AG price movement. The serial correlation of 0.66 indicates that around 66.0% of current Valiant Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 1.73 |
Valiant Holding AG lagged returns against current returns
Autocorrelation, which is Valiant Holding 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 Valiant Holding's stock expected returns. We can calculate the autocorrelation of Valiant Holding returns to help us make a trade decision. For example, suppose you find that Valiant Holding 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 |
Valiant Holding 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 Valiant Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valiant Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valiant Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Valiant Holding Lagged Returns
When evaluating Valiant Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valiant Holding stock have on its future price. Valiant Holding 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, Valiant Holding autocorrelation shows the relationship between Valiant Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Valiant Holding 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 Valiant Stock Analysis
When running Valiant Holding's price analysis, check to measure Valiant Holding'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 Valiant Holding is operating at the current time. Most of Valiant Holding's value examination focuses on studying past and present price action to predict the probability of Valiant Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valiant Holding's price. Additionally, you may evaluate how the addition of Valiant Holding to your portfolios can decrease your overall portfolio volatility.