Valeura Energy's market value is the price at which a share of Valeura Energy trades on a public exchange. It measures the collective expectations of Valeura Energy investors about its performance. Valeura Energy is trading at 5.85 as of the 16th of February 2025. This is a 0.17% up since the beginning of the trading day. The stock's lowest day price was 5.78. With this module, you can estimate the performance of a buy and hold strategy of Valeura Energy and determine expected loss or profit from investing in Valeura Energy over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.
Symbol
Valeura
Valeura Energy '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 Valeura Energy'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 Valeura Energy.
0.00
01/17/2025
No Change 0.00
0.0
In 31 days
02/16/2025
0.00
If you would invest 0.00 in Valeura Energy on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Valeura Energy or generate 0.0% return on investment in Valeura Energy over 30 days.
Valeura Energy 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 Valeura Energy'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 Valeura Energy upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valeura Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valeura Energy's standard deviation. In reality, there are many statistical measures that can use Valeura Energy historical prices to predict the future Valeura Energy's volatility.
Valeura Energy appears to be moderately volatile, given 3 months investment horizon. Valeura Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22 % return per unit of risk over the last 3 months. By inspecting Valeura Energy's technical indicators, you can evaluate if the expected return of 0.8% is justified by implied risk. Please review Valeura Energy's Coefficient Of Variation of 476.81, risk adjusted performance of 0.1566, and Semi Deviation of 2.42 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Valeura Energy holds a performance score of 17. The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Valeura Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Valeura Energy is expected to be smaller as well. Please check Valeura Energy's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Valeura Energy's existing price patterns will revert.
Auto-correlation
-0.87
Excellent reverse predictability
Valeura Energy has excellent reverse predictability. Overlapping area represents the amount of predictability between Valeura Energy time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Valeura Energy price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current Valeura Energy price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.87
Spearman Rank Test
-0.79
Residual Average
0.0
Price Variance
0.13
Valeura Energy lagged returns against current returns
Autocorrelation, which is Valeura Energy 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 Valeura Energy's pink sheet expected returns. We can calculate the autocorrelation of Valeura Energy returns to help us make a trade decision. For example, suppose you find that Valeura Energy 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
Valeura Energy 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 Valeura Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valeura Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valeura Energy pink sheet over time.
Current vs Lagged Prices
Timeline
Valeura Energy Lagged Returns
When evaluating Valeura Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valeura Energy pink sheet have on its future price. Valeura Energy 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, Valeura Energy autocorrelation shows the relationship between Valeura Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Valeura Energy.