Valartis Group (Switzerland) Market Value
| VLRT Stock | CHF 11.80 0.10 0.85% |
| Symbol | Valartis |
Valartis Group '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 Valartis Group's stock 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 Valartis Group.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Valartis Group on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Valartis Group AG or generate 0.0% return on investment in Valartis Group over 30 days. Valartis Group is related to or competes with Starrag Group, Zueblin Immobilien, Schlatter Industries, and Mikron Holding. Valartis Group AG provides a range of specialized financial services primarily in Switzerland and Eastern Europe More
Valartis Group 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 Valartis Group's stock 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 Valartis Group AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.25 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.46 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 5.31 |
Valartis Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valartis Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valartis Group's standard deviation. In reality, there are many statistical measures that can use Valartis Group historical prices to predict the future Valartis Group's volatility.| Risk Adjusted Performance | 0.0325 | |||
| Jensen Alpha | 0.0275 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1611 |
Valartis Group AG Backtested Returns
At this stage we consider Valartis Stock to be not too volatile. Valartis Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0704, which indicates the firm had a 0.0704% return per unit of risk over the last 3 months. We have found thirty technical indicators for Valartis Group AG, which you can use to evaluate the volatility of the company. Please validate Valartis Group's Semi Deviation of 1.83, coefficient of variation of 2975.77, and Risk Adjusted Performance of 0.0325 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Valartis Group has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Valartis Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Valartis Group is expected to be smaller as well. Valartis Group AG right now has a risk of 2.23%. Please validate Valartis Group jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Valartis Group will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Valartis Group AG has no correlation between past and present. Overlapping area represents the amount of predictability between Valartis Group time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Valartis Group AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current Valartis Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Valartis Group AG lagged returns against current returns
Autocorrelation, which is Valartis Group stock'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 Valartis Group's stock expected returns. We can calculate the autocorrelation of Valartis Group returns to help us make a trade decision. For example, suppose you find that Valartis Group has exhibited high autocorrelation historically, and you observe that the stock 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 |
Valartis Group 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 Valartis Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valartis Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valartis Group stock over time.
Current vs Lagged Prices |
| Timeline |
Valartis Group Lagged Returns
When evaluating Valartis Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valartis Group stock have on its future price. Valartis Group 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, Valartis Group autocorrelation shows the relationship between Valartis Group stock current value and its past values and can show if there is a momentum factor associated with investing in Valartis Group AG.
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 Valartis Stock Analysis
When running Valartis Group's price analysis, check to measure Valartis Group'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 Valartis Group is operating at the current time. Most of Valartis Group's value examination focuses on studying past and present price action to predict the probability of Valartis Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valartis Group's price. Additionally, you may evaluate how the addition of Valartis Group to your portfolios can decrease your overall portfolio volatility.