Valeo Se Stock Market Value
| VLEEF Stock | USD 13.50 0.30 2.27% |
| Symbol | Valeo |
Valeo SE '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 Valeo SE'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 Valeo SE.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Valeo SE on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Valeo SE or generate 0.0% return on investment in Valeo SE over 180 days. Valeo SE is related to or competes with Miller Industries, Dana, LKQ, Lear, Gentex, Fox Factory, and Dorman Products. Valeo SE designs, produces, and sells components, systems, and services for automakers in France, other European countri... More
Valeo SE 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 Valeo SE'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 Valeo SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.039 | |||
| Maximum Drawdown | 16.78 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 5.24 |
Valeo SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valeo SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valeo SE's standard deviation. In reality, there are many statistical measures that can use Valeo SE historical prices to predict the future Valeo SE's volatility.| Risk Adjusted Performance | 0.0564 | |||
| Jensen Alpha | 0.1485 | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (1.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Valeo SE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Valeo SE Backtested Returns
At this point, Valeo SE is not too volatile. Valeo SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0362, which indicates the firm had a 0.0362 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Valeo SE, which you can use to evaluate the volatility of the company. Please validate Valeo SE's Coefficient Of Variation of 1411.58, risk adjusted performance of 0.0564, and Variance of 4.59 to confirm if the risk estimate we provide is consistent with the expected return of 0.0759%. Valeo SE has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Valeo SE are expected to decrease at a much lower rate. During the bear market, Valeo SE is likely to outperform the market. Valeo SE right now has a risk of 2.1%. Please validate Valeo SE kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Valeo SE will be following its existing price patterns.
Auto-correlation | 0.37 |
Below average predictability
Valeo SE has below average predictability. Overlapping area represents the amount of predictability between Valeo SE time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Valeo SE price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Valeo SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Valeo SE lagged returns against current returns
Autocorrelation, which is Valeo SE 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 Valeo SE's pink sheet expected returns. We can calculate the autocorrelation of Valeo SE returns to help us make a trade decision. For example, suppose you find that Valeo SE 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 |
Valeo SE 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 Valeo SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valeo SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valeo SE pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Valeo SE Lagged Returns
When evaluating Valeo SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valeo SE pink sheet have on its future price. Valeo SE 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, Valeo SE autocorrelation shows the relationship between Valeo SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Valeo SE.
Regressed Prices |
| Timeline |
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Other Information on Investing in Valeo Pink Sheet
Valeo SE financial ratios help investors to determine whether Valeo Pink Sheet 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 Valeo with respect to the benefits of owning Valeo SE security.