Vallourec Sa Stock Market Value
| VLOUF Stock | USD 20.77 0.00 0.00% |
| 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.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Vallourec on November 7, 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 Industrias, Outokumpu Oyj, Voestalpine, Maanshan Iron, Perseus Mining, Johnson Matthey, and Ramelius Resources. 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 | 2.29 | |||
| Information Ratio | 0.0803 | |||
| Maximum Drawdown | 10.06 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 2.4 |
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 | 0.0954 | |||
| Jensen Alpha | 0.1719 | |||
| Total Risk Alpha | 0.0639 | |||
| Sortino Ratio | 0.0533 | |||
| Treynor Ratio | 2.1 |
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 5, 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 | 0.0954 | |||
| Market Risk Adjusted Performance | 2.11 | |||
| Mean Deviation | 0.6132 | |||
| Semi Deviation | 0.4971 | |||
| Downside Deviation | 2.29 | |||
| Coefficient Of Variation | 814.66 | |||
| Standard Deviation | 1.52 | |||
| Variance | 2.31 | |||
| Information Ratio | 0.0803 | |||
| Jensen Alpha | 0.1719 | |||
| Total Risk Alpha | 0.0639 | |||
| Sortino Ratio | 0.0533 | |||
| Treynor Ratio | 2.1 | |||
| Maximum Drawdown | 10.06 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 2.4 | |||
| Downside Variance | 5.24 | |||
| Semi Variance | 0.2471 | |||
| Expected Short fall | (4.23) | |||
| Skewness | 3.36 | |||
| Kurtosis | 19.1 |
Vallourec SA Backtested Returns
At this point, Vallourec is very steady. Vallourec SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Vallourec SA, which you can use to evaluate the volatility of the company. Please validate Vallourec's Risk Adjusted Performance of 0.0954, coefficient of variation of 814.66, and Semi Deviation of 0.4971 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Vallourec has a performance score of 8 on a scale of 0 to 100. The entity has a beta of 0.084, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vallourec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vallourec is expected to be smaller as well. Vallourec SA right now has a risk of 1.56%. Please validate Vallourec maximum drawdown, as well as the relationship between the expected short fall and day typical price , to decide if Vallourec will be following its existing price patterns.
Auto-correlation | -0.83 |
Excellent reverse predictability
Vallourec SA has excellent reverse predictability. Overlapping area represents the amount of predictability between Vallourec time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 -0.83 indicates that around 83.0% of current Vallourec price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 1.53 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
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.