Value Exchange International Stock Market Value
| VEII Stock | USD 0.07 0.04 168.46% |
| Symbol | Value |
Value Exchange '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 Value Exchange's otc 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 Value Exchange.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Value Exchange on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Value Exchange International or generate 0.0% return on investment in Value Exchange over 30 days. Value Exchange International, Inc. provides customer-centric technology solutions to the retail industries in the People... More
Value Exchange 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 Value Exchange's otc 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 Value Exchange International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 37.83 | |||
| Information Ratio | 0.0873 | |||
| Maximum Drawdown | 413.64 | |||
| Value At Risk | (38.00) | |||
| Potential Upside | 41.43 |
Value Exchange Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Exchange's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Exchange's standard deviation. In reality, there are many statistical measures that can use Value Exchange historical prices to predict the future Value Exchange's volatility.| Risk Adjusted Performance | 0.0789 | |||
| Jensen Alpha | 0.5516 | |||
| Total Risk Alpha | (3.25) | |||
| Sortino Ratio | 0.1111 | |||
| Treynor Ratio | 0.1385 |
Value Exchange Inter Backtested Returns
Value Exchange is out of control given 3 months investment horizon. Value Exchange Inter owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We were able to collect and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 7.51% are justified by taking the suggested risk. Use Value Exchange Inter Coefficient Of Variation of 1110.28, risk adjusted performance of 0.0789, and Semi Deviation of 14.89 to evaluate company specific risk that cannot be diversified away. Value Exchange holds a performance score of 11 on a scale of zero to a hundred. The entity has a beta of 31.22, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Value Exchange will likely underperform. Use Value Exchange Inter treynor ratio and the relationship between the downside variance and day typical price , to analyze future returns on Value Exchange Inter.
Auto-correlation | -0.61 |
Very good reverse predictability
Value Exchange International has very good reverse predictability. Overlapping area represents the amount of predictability between Value Exchange time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Value Exchange Inter price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Value Exchange price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Value Exchange Inter lagged returns against current returns
Autocorrelation, which is Value Exchange otc 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 Value Exchange's otc stock expected returns. We can calculate the autocorrelation of Value Exchange returns to help us make a trade decision. For example, suppose you find that Value Exchange has exhibited high autocorrelation historically, and you observe that the otc 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 |
Value Exchange 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 Value Exchange otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Exchange otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Exchange otc stock over time.
Current vs Lagged Prices |
| Timeline |
Value Exchange Lagged Returns
When evaluating Value Exchange's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Exchange otc stock have on its future price. Value Exchange 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, Value Exchange autocorrelation shows the relationship between Value Exchange otc stock current value and its past values and can show if there is a momentum factor associated with investing in Value Exchange International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Value OTC Stock
Value Exchange financial ratios help investors to determine whether Value OTC 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 Value with respect to the benefits of owning Value Exchange security.