Valeo Sa Adr Stock Market Value
| VLEEY Stock | USD 6.90 0.27 4.07% |
| Symbol | Valeo |
Valeo SA '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 SA'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 SA.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Valeo SA on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Valeo SA ADR or generate 0.0% return on investment in Valeo SA over 180 days. Valeo SA is related to or competes with Linamar, Brembo SpA, JTEKT Corp, Johnson Electric, Toyoda Gosei, Mitsubishi Motors, and Stanley Electric. Valeo SE designs, produces, and sells components, systems, and services for automakers in France, other European countri... More
Valeo SA 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 SA'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 SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.84 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 24.59 | |||
| Value At Risk | (2.85) | |||
| Potential Upside | 3.84 |
Valeo SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valeo SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valeo SA's standard deviation. In reality, there are many statistical measures that can use Valeo SA historical prices to predict the future Valeo SA's volatility.| Risk Adjusted Performance | 0.0257 | |||
| Jensen Alpha | 0.0719 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.68) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Valeo SA'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 SA ADR Backtested Returns
Valeo SA appears to be slightly risky, given 3 months investment horizon. Valeo SA ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0697, which indicates the firm had a 0.0697 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Valeo SA ADR, which you can use to evaluate the volatility of the company. Please review Valeo SA's Coefficient Of Variation of 3896.62, semi deviation of 2.66, and Risk Adjusted Performance of 0.0257 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Valeo SA holds a performance score of 5. The entity has a beta of -0.0957, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Valeo SA are expected to decrease at a much lower rate. During the bear market, Valeo SA is likely to outperform the market. Please check Valeo SA's value at risk, as well as the relationship between the kurtosis and period momentum indicator , to make a quick decision on whether Valeo SA's existing price patterns will revert.
Auto-correlation | 0.12 |
Insignificant predictability
Valeo SA ADR has insignificant predictability. Overlapping area represents the amount of predictability between Valeo SA 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 SA ADR price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Valeo SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Valeo SA ADR lagged returns against current returns
Autocorrelation, which is Valeo SA 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 SA's pink sheet expected returns. We can calculate the autocorrelation of Valeo SA returns to help us make a trade decision. For example, suppose you find that Valeo SA 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 SA 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 SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valeo SA 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 SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Valeo SA Lagged Returns
When evaluating Valeo SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valeo SA pink sheet have on its future price. Valeo SA 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 SA autocorrelation shows the relationship between Valeo SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Valeo SA ADR.
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 Valeo Pink Sheet Analysis
When running Valeo SA's price analysis, check to measure Valeo SA'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 Valeo SA is operating at the current time. Most of Valeo SA's value examination focuses on studying past and present price action to predict the probability of Valeo SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valeo SA's price. Additionally, you may evaluate how the addition of Valeo SA to your portfolios can decrease your overall portfolio volatility.