Voltalia (France) Market Value
| VLTSA Stock | EUR 7.62 0.29 3.96% |
| Symbol | Voltalia |
Voltalia '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 Voltalia'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 Voltalia.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Voltalia on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Voltalia SA or generate 0.0% return on investment in Voltalia over 30 days. Voltalia is related to or competes with Neoen SA, Gaztransport Technigaz, Carbios, Manitou BF, Ossiam Minimum, Ekinops SA, and Orapi SA. Voltalia SA engages in the production of electricity from renewable energy sources More
Voltalia 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 Voltalia'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 Voltalia SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 14.39 | |||
| Value At Risk | (6.07) | |||
| Potential Upside | 4.72 |
Voltalia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Voltalia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voltalia's standard deviation. In reality, there are many statistical measures that can use Voltalia historical prices to predict the future Voltalia's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | (0.75) |
Voltalia SA Backtested Returns
Voltalia SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0328, which indicates the firm had a -0.0328% return per unit of risk over the last 3 months. Voltalia SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Voltalia's Risk Adjusted Performance of (0.03), variance of 9.24, and Coefficient Of Variation of (2,104) to confirm the risk estimate we provide. The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Voltalia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Voltalia is expected to be smaller as well. At this point, Voltalia SA has a negative expected return of -0.1%. Please make sure to validate Voltalia's potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Voltalia SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Voltalia SA has good predictability. Overlapping area represents the amount of predictability between Voltalia time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Voltalia SA price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Voltalia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Voltalia SA lagged returns against current returns
Autocorrelation, which is Voltalia 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 Voltalia's stock expected returns. We can calculate the autocorrelation of Voltalia returns to help us make a trade decision. For example, suppose you find that Voltalia 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 |
Voltalia 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 Voltalia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voltalia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Voltalia stock over time.
Current vs Lagged Prices |
| Timeline |
Voltalia Lagged Returns
When evaluating Voltalia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voltalia stock have on its future price. Voltalia 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, Voltalia autocorrelation shows the relationship between Voltalia stock current value and its past values and can show if there is a momentum factor associated with investing in Voltalia SA.
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 Voltalia Stock Analysis
When running Voltalia's price analysis, check to measure Voltalia'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 Voltalia is operating at the current time. Most of Voltalia's value examination focuses on studying past and present price action to predict the probability of Voltalia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Voltalia's price. Additionally, you may evaluate how the addition of Voltalia to your portfolios can decrease your overall portfolio volatility.