Volkswagen Ag Stock Market Value
| VLKAF Stock | USD 89.49 1.65 1.88% |
| Symbol | Volkswagen |
Volkswagen '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 Volkswagen'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 Volkswagen.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Volkswagen on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Volkswagen AG or generate 0.0% return on investment in Volkswagen over 510 days. Volkswagen is related to or competes with Isuzu Motors, Renault SA, Toyota, and Porsche Automobile. Volkswagen AG manufactures and sells automobiles primarily in Europe, North America, South America, and the Asia-Pacific More
Volkswagen 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 Volkswagen'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 Volkswagen AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 10.79 | |||
| Value At Risk | (4.06) | |||
| Potential Upside | 2.51 |
Volkswagen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volkswagen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volkswagen's standard deviation. In reality, there are many statistical measures that can use Volkswagen historical prices to predict the future Volkswagen's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.75) | |||
| Treynor Ratio | 1.15 |
Volkswagen AG Backtested Returns
Volkswagen AG owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.2, which indicates the firm had a -0.2% return per unit of risk over the last 3 months. Volkswagen AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Volkswagen's Risk Adjusted Performance of (0.15), variance of 4.18, and Coefficient Of Variation of (479.70) to confirm the risk estimate we provide. The entity has a beta of -0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Volkswagen are expected to decrease at a much lower rate. During the bear market, Volkswagen is likely to outperform the market. At this point, Volkswagen AG has a negative expected return of -0.4%. Please make sure to validate Volkswagen's kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Volkswagen AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
Volkswagen AG has poor predictability. Overlapping area represents the amount of predictability between Volkswagen time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Volkswagen AG price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Volkswagen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 285.92 |
Volkswagen AG lagged returns against current returns
Autocorrelation, which is Volkswagen 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 Volkswagen's pink sheet expected returns. We can calculate the autocorrelation of Volkswagen returns to help us make a trade decision. For example, suppose you find that Volkswagen 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 |
Volkswagen 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 Volkswagen pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volkswagen pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volkswagen pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Volkswagen Lagged Returns
When evaluating Volkswagen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volkswagen pink sheet have on its future price. Volkswagen 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, Volkswagen autocorrelation shows the relationship between Volkswagen pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Volkswagen AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Volkswagen Pink Sheet
Volkswagen financial ratios help investors to determine whether Volkswagen 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 Volkswagen with respect to the benefits of owning Volkswagen security.