Valmet Oyj Stock Market Value
| VLMTY Stock | USD 38.00 0.00 0.00% |
| Symbol | Valmet |
Valmet Oyj '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 Valmet Oyj'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 Valmet Oyj.
| 01/04/2024 |
| 12/24/2025 |
If you would invest 0.00 in Valmet Oyj on January 4, 2024 and sell it all today you would earn a total of 0.00 from holding Valmet Oyj or generate 0.0% return on investment in Valmet Oyj over 720 days. Valmet Oyj is related to or competes with Spirax Sarco, Spirax-Sarco Engineering, Georg Fischer, Andritz AG, Xinjiang Goldwind, Yokogawa Electric, and Sulzer. Valmet Oyj develops and supplies process technologies, automation, and services for the pulp, paper, and energy industri... More
Valmet Oyj 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 Valmet Oyj'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 Valmet Oyj upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 2.1 |
Valmet Oyj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valmet Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valmet Oyj's standard deviation. In reality, there are many statistical measures that can use Valmet Oyj historical prices to predict the future Valmet Oyj's volatility.| Risk Adjusted Performance | 0.0718 | |||
| Jensen Alpha | 0.027 | |||
| Total Risk Alpha | 0.0013 | |||
| Treynor Ratio | (0.37) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Valmet Oyj'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.
Valmet Oyj Backtested Returns
At this stage we consider Valmet Pink Sheet to be very steady. Valmet Oyj owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Valmet Oyj, which you can use to evaluate the volatility of the company. Please validate Valmet Oyj's Coefficient Of Variation of 793.73, variance of 0.0697, and Risk Adjusted Performance of 0.0718 to confirm if the risk estimate we provide is consistent with the expected return of 0.0333%. Valmet Oyj has a performance score of 10 on a scale of 0 to 100. The entity has a beta of -0.0636, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Valmet Oyj are expected to decrease at a much lower rate. During the bear market, Valmet Oyj is likely to outperform the market. Valmet Oyj right now has a risk of 0.26%. Please validate Valmet Oyj information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if Valmet Oyj will be following its existing price patterns.
Auto-correlation | 0.80 |
Very good predictability
Valmet Oyj has very good predictability. Overlapping area represents the amount of predictability between Valmet Oyj time series from 4th of January 2024 to 29th of December 2024 and 29th of December 2024 to 24th 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 Valmet Oyj price movement. The serial correlation of 0.8 indicates that around 80.0% of current Valmet Oyj price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 21.95 |
Valmet Oyj lagged returns against current returns
Autocorrelation, which is Valmet Oyj 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 Valmet Oyj's pink sheet expected returns. We can calculate the autocorrelation of Valmet Oyj returns to help us make a trade decision. For example, suppose you find that Valmet Oyj 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 |
Valmet Oyj 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 Valmet Oyj pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valmet Oyj pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valmet Oyj pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Valmet Oyj Lagged Returns
When evaluating Valmet Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valmet Oyj pink sheet have on its future price. Valmet Oyj 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, Valmet Oyj autocorrelation shows the relationship between Valmet Oyj pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Valmet Oyj.
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 Valmet Pink Sheet Analysis
When running Valmet Oyj's price analysis, check to measure Valmet Oyj'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 Valmet Oyj is operating at the current time. Most of Valmet Oyj's value examination focuses on studying past and present price action to predict the probability of Valmet Oyj's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valmet Oyj's price. Additionally, you may evaluate how the addition of Valmet Oyj to your portfolios can decrease your overall portfolio volatility.