Vallourec Sa Stock Market Value
| VLOUF Stock | USD 22.40 0.15 0.67% |
| Symbol | Vallourec |
Vallourec '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 Vallourec'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 Vallourec.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Vallourec on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Vallourec SA or generate 0.0% return on investment in Vallourec over 90 days. Vallourec is related to or competes with SSAB AB, Aurubis AG, United Tractors, Aurubis AG, Kumba Iron, Voestalpine. Vallourec S.A., through its subsidiaries, provides tubular solutions for the oil and gas, industry, and energy markets i... More
Vallourec 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 Vallourec'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 Vallourec SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | 0.1059 | |||
| Maximum Drawdown | 10.06 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 3.36 |
Vallourec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vallourec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vallourec's standard deviation. In reality, there are many statistical measures that can use Vallourec historical prices to predict the future Vallourec's volatility.| Risk Adjusted Performance | 0.1286 | |||
| Jensen Alpha | 0.2525 | |||
| Total Risk Alpha | 0.0823 | |||
| Sortino Ratio | 0.0807 | |||
| Treynor Ratio | (180.30) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vallourec'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.
Vallourec February 28, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1286 | |||
| Market Risk Adjusted Performance | (180.29) | |||
| Mean Deviation | 0.7811 | |||
| Semi Deviation | 0.4534 | |||
| Downside Deviation | 2.14 | |||
| Coefficient Of Variation | 621.05 | |||
| Standard Deviation | 1.63 | |||
| Variance | 2.66 | |||
| Information Ratio | 0.1059 | |||
| Jensen Alpha | 0.2525 | |||
| Total Risk Alpha | 0.0823 | |||
| Sortino Ratio | 0.0807 | |||
| Treynor Ratio | (180.30) | |||
| Maximum Drawdown | 10.06 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 3.36 | |||
| Downside Variance | 4.57 | |||
| Semi Variance | 0.2056 | |||
| Expected Short fall | (3.94) | |||
| Skewness | 2.86 | |||
| Kurtosis | 13.81 |
Vallourec SA Backtested Returns
Vallourec appears to be very steady, given 3 months investment horizon. Vallourec SA 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. We have found twenty-seven technical indicators for Vallourec SA, which you can use to evaluate the volatility of the company. Please review Vallourec's Risk Adjusted Performance of 0.1286, semi deviation of 0.4534, and Coefficient Of Variation of 621.05 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vallourec holds a performance score of 16. The entity has a beta of -0.0014, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vallourec are expected to decrease at a much lower rate. During the bear market, Vallourec is likely to outperform the market. Please check Vallourec's maximum drawdown, as well as the relationship between the expected short fall and day typical price , to make a quick decision on whether Vallourec's existing price patterns will revert.
Auto-correlation | 0.53 |
Modest predictability
Vallourec SA has modest predictability. Overlapping area represents the amount of predictability between Vallourec time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vallourec SA price movement. The serial correlation of 0.53 indicates that about 53.0% of current Vallourec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.88 |
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Other Information on Investing in Vallourec Pink Sheet
Vallourec financial ratios help investors to determine whether Vallourec 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 Vallourec with respect to the benefits of owning Vallourec security.