Valid Solues (Brazil) Market Value
| VLID3 Stock | BRL 24.56 0.63 2.63% |
| Symbol | Valid |
Valid Solues '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 Valid Solues' 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 Valid Solues.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Valid Solues on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Valid Solues SA or generate 0.0% return on investment in Valid Solues over 720 days. Valid Solues is related to or competes with Iochpe Maxion, Tupy SA, Marcopolo, MAHLE Metal, and PBG SA. Valid Solues S.A. provides security printing services for payment and mobile solutions, identity solutions, digital mark... More
Valid Solues 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 Valid Solues' 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 Valid Solues SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.43 | |||
| Information Ratio | 0.0142 | |||
| Maximum Drawdown | 18.5 | |||
| Value At Risk | (4.28) | |||
| Potential Upside | 5.94 |
Valid Solues Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valid Solues' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valid Solues' standard deviation. In reality, there are many statistical measures that can use Valid Solues historical prices to predict the future Valid Solues' volatility.| Risk Adjusted Performance | 0.0527 | |||
| Jensen Alpha | 0.1015 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.0179 | |||
| Treynor Ratio | 0.3134 |
Valid Solues SA Backtested Returns
Valid Solues appears to be not too volatile, given 3 months investment horizon. Valid Solues SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0658, which indicates the firm had a 0.0658% return per unit of risk over the last 3 months. We have found thirty technical indicators for Valid Solues SA, which you can use to evaluate the volatility of the company. Please review Valid Solues' Risk Adjusted Performance of 0.0527, coefficient of variation of 1693.04, and Semi Deviation of 2.3 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Valid Solues holds a performance score of 5. The entity has a beta of 0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Valid Solues' returns are expected to increase less than the market. However, during the bear market, the loss of holding Valid Solues is expected to be smaller as well. Please check Valid Solues' jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Valid Solues' existing price patterns will revert.
Auto-correlation | 0.53 |
Modest predictability
Valid Solues SA has modest predictability. Overlapping area represents the amount of predictability between Valid Solues time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 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 Valid Solues SA price movement. The serial correlation of 0.53 indicates that about 53.0% of current Valid Solues price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 9.44 |
Valid Solues SA lagged returns against current returns
Autocorrelation, which is Valid Solues 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 Valid Solues' stock expected returns. We can calculate the autocorrelation of Valid Solues returns to help us make a trade decision. For example, suppose you find that Valid Solues 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 |
Valid Solues 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 Valid Solues stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valid Solues stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valid Solues stock over time.
Current vs Lagged Prices |
| Timeline |
Valid Solues Lagged Returns
When evaluating Valid Solues' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valid Solues stock have on its future price. Valid Solues 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, Valid Solues autocorrelation shows the relationship between Valid Solues stock current value and its past values and can show if there is a momentum factor associated with investing in Valid Solues SA.
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 Valid Stock Analysis
When running Valid Solues' price analysis, check to measure Valid Solues' 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 Valid Solues is operating at the current time. Most of Valid Solues' value examination focuses on studying past and present price action to predict the probability of Valid Solues' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valid Solues' price. Additionally, you may evaluate how the addition of Valid Solues to your portfolios can decrease your overall portfolio volatility.