Volvo Car Ab Stock Market Value
| VLVCY Stock | 7.31 0.00 0.00% |
| Symbol | Volvo |
Volvo Car '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 Volvo Car'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 Volvo Car.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in Volvo Car on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Volvo Car AB or generate 0.0% return on investment in Volvo Car over 30 days. Volvo Car is related to or competes with Renault SA, Dongfeng, Dongfeng, Jardine Cycle, HELLA GmbH, HELLA GmbH, and DIeteren Group. More
Volvo Car 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 Volvo Car'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 Volvo Car AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.3 | |||
| Information Ratio | 0.1809 | |||
| Maximum Drawdown | 39.99 | |||
| Value At Risk | (4.31) | |||
| Potential Upside | 7.44 |
Volvo Car Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volvo Car's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volvo Car's standard deviation. In reality, there are many statistical measures that can use Volvo Car historical prices to predict the future Volvo Car's volatility.| Risk Adjusted Performance | 0.1453 | |||
| Jensen Alpha | 0.9782 | |||
| Total Risk Alpha | 0.5363 | |||
| Sortino Ratio | 0.2682 | |||
| Treynor Ratio | (1.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Volvo Car'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.
Volvo Car AB Backtested Returns
Volvo Car appears to be relatively risky, given 3 months investment horizon. Volvo Car AB 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. By inspecting Volvo Car's technical indicators, you can evaluate if the expected return of 0.97% is justified by implied risk. Please review Volvo Car's Coefficient Of Variation of 513.11, semi deviation of 1.31, and Risk Adjusted Performance of 0.1453 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Volvo Car holds a performance score of 15. The entity has a beta of -0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Volvo Car are expected to decrease at a much lower rate. During the bear market, Volvo Car is likely to outperform the market. Please check Volvo Car's information ratio, value at risk, as well as the relationship between the Value At Risk and kurtosis , to make a quick decision on whether Volvo Car's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Volvo Car AB has no correlation between past and present. Overlapping area represents the amount of predictability between Volvo Car time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th 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 Volvo Car AB price movement. The serial correlation of 0.0 indicates that just 0.0% of current Volvo Car price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Volvo Car AB lagged returns against current returns
Autocorrelation, which is Volvo Car 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 Volvo Car's pink sheet expected returns. We can calculate the autocorrelation of Volvo Car returns to help us make a trade decision. For example, suppose you find that Volvo Car 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 |
Volvo Car 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 Volvo Car pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volvo Car pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volvo Car pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Volvo Car Lagged Returns
When evaluating Volvo Car's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volvo Car pink sheet have on its future price. Volvo Car 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, Volvo Car autocorrelation shows the relationship between Volvo Car pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Volvo Car AB.
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 Volvo Pink Sheet Analysis
When running Volvo Car's price analysis, check to measure Volvo Car'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 Volvo Car is operating at the current time. Most of Volvo Car's value examination focuses on studying past and present price action to predict the probability of Volvo Car's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Volvo Car's price. Additionally, you may evaluate how the addition of Volvo Car to your portfolios can decrease your overall portfolio volatility.