Vallourec Sa Stock Market Value
| VLOUF Stock | USD 17.70 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.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Vallourec on November 24, 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 30 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.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 9.55 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 0.1103 |
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 | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.31) |
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 SA Backtested Returns
Vallourec SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0175, which indicates the firm had a -0.0175 % return per unit of risk over the last 3 months. Vallourec SA exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vallourec's Variance of 1.33, coefficient of variation of (2,244), and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.2, 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. At this point, Vallourec SA has a negative expected return of -0.0202%. Please make sure to validate Vallourec's information ratio and skewness , to decide if Vallourec SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.77 |
Good predictability
Vallourec SA has good predictability. Overlapping area represents the amount of predictability between Vallourec time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 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 Vallourec SA price movement. The serial correlation of 0.77 indicates that around 77.0% of current Vallourec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Vallourec SA lagged returns against current returns
Autocorrelation, which is Vallourec 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 Vallourec's pink sheet expected returns. We can calculate the autocorrelation of Vallourec returns to help us make a trade decision. For example, suppose you find that Vallourec 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 |
Vallourec 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 Vallourec pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vallourec pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vallourec pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vallourec Lagged Returns
When evaluating Vallourec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vallourec pink sheet have on its future price. Vallourec 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, Vallourec autocorrelation shows the relationship between Vallourec pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vallourec SA.
Regressed Prices |
| Timeline |
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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.