Vmoto (Australia) Market Value
| VMT Stock | 0.07 0.04 36.36% |
| Symbol | Vmoto |
Vmoto '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 Vmoto'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 Vmoto.
| 06/21/2024 |
| 12/18/2024 |
If you would invest 0.00 in Vmoto on June 21, 2024 and sell it all today you would earn a total of 0.00 from holding Vmoto or generate 0.0% return on investment in Vmoto over 180 days. Vmoto is related to or competes with Regis Healthcare, Capitol Health, Ras Technology, Fisher Paykel, Richmond Vanadium, and Oceania Healthcare. Vmoto is entity of Australia. It is traded as Stock on AU exchange. More
Vmoto 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 Vmoto'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 Vmoto upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 17.42 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 8.33 |
Vmoto Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vmoto's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vmoto's standard deviation. In reality, there are many statistical measures that can use Vmoto historical prices to predict the future Vmoto's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.67) | |||
| Total Risk Alpha | (1.09) | |||
| Treynor Ratio | (0.57) |
Vmoto Backtested Returns
Vmoto owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0979, which indicates the firm had a -0.0979% return per unit of risk over the last 3 months. Vmoto exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vmoto's Risk Adjusted Performance of (0.06), variance of 37.6, and Coefficient Of Variation of (1,029) to confirm the risk estimate we provide. The entity has a beta of 1.06, which indicates a somewhat significant risk relative to the market. Vmoto returns are very sensitive to returns on the market. As the market goes up or down, Vmoto is expected to follow. At this point, Vmoto has a negative expected return of -0.61%. Please make sure to validate Vmoto's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Vmoto performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.58 |
Modest predictability
Vmoto has modest predictability. Overlapping area represents the amount of predictability between Vmoto time series from 21st of June 2024 to 19th of September 2024 and 19th of September 2024 to 18th of December 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 Vmoto price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Vmoto price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vmoto lagged returns against current returns
Autocorrelation, which is Vmoto 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 Vmoto's stock expected returns. We can calculate the autocorrelation of Vmoto returns to help us make a trade decision. For example, suppose you find that Vmoto 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 |
Vmoto 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 Vmoto stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vmoto stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vmoto stock over time.
Current vs Lagged Prices |
| Timeline |
Vmoto Lagged Returns
When evaluating Vmoto's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vmoto stock have on its future price. Vmoto 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, Vmoto autocorrelation shows the relationship between Vmoto stock current value and its past values and can show if there is a momentum factor associated with investing in Vmoto.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Vmoto Stock Analysis
When running Vmoto's price analysis, check to measure Vmoto'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 Vmoto is operating at the current time. Most of Vmoto's value examination focuses on studying past and present price action to predict the probability of Vmoto's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vmoto's price. Additionally, you may evaluate how the addition of Vmoto to your portfolios can decrease your overall portfolio volatility.