Verde Agritech Stock Market Value
| VNPKF Stock | USD 0.51 0.06 13.33% |
| Symbol | Verde |
Verde Agritech '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 Verde Agritech's otc 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 Verde Agritech.
| 08/31/2024 |
| 11/29/2024 |
If you would invest 0.00 in Verde Agritech on August 31, 2024 and sell it all today you would earn a total of 0.00 from holding Verde Agritech or generate 0.0% return on investment in Verde Agritech over 90 days. Verde Agritech is related to or competes with Danakali, Intrepid Potash, American Vanguard, FMC, Itafos, Yara International, and Benson Hill,. Verde Agritech Plc, an agricultural technology company, produces and sells fertilizers in Brazil and internationally More
Verde Agritech 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 Verde Agritech's otc 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 Verde Agritech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.97 | |||
| Information Ratio | 0.0213 | |||
| Maximum Drawdown | 35.22 | |||
| Value At Risk | (8.51) | |||
| Potential Upside | 13.33 |
Verde Agritech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Verde Agritech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Verde Agritech's standard deviation. In reality, there are many statistical measures that can use Verde Agritech historical prices to predict the future Verde Agritech's volatility.| Risk Adjusted Performance | 0.0401 | |||
| Jensen Alpha | 0.3589 | |||
| Total Risk Alpha | (0.71) | |||
| Sortino Ratio | 0.0171 | |||
| Treynor Ratio | (0.27) |
Verde Agritech Backtested Returns
Verde Agritech appears to be out of control, given 3 months investment horizon. Verde Agritech owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0411, which indicates the firm had a 0.0411% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Verde Agritech, which you can use to evaluate the volatility of the company. Please review Verde Agritech's Risk Adjusted Performance of 0.0401, coefficient of variation of 2451.88, and Semi Deviation of 4.52 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Verde Agritech holds a performance score of 3. The entity has a beta of -0.93, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Verde Agritech are expected to decrease slowly. On the other hand, during market turmoil, Verde Agritech is expected to outperform it slightly. Please check Verde Agritech's potential upside and the relationship between the skewness and relative strength index , to make a quick decision on whether Verde Agritech's existing price patterns will revert.
Auto-correlation | 0.01 |
Virtually no predictability
Verde Agritech has virtually no predictability. Overlapping area represents the amount of predictability between Verde Agritech time series from 31st of August 2024 to 15th of October 2024 and 15th of October 2024 to 29th 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 Verde Agritech price movement. The serial correlation of 0.01 indicates that just 1.0% of current Verde Agritech price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Verde Agritech lagged returns against current returns
Autocorrelation, which is Verde Agritech otc 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 Verde Agritech's otc stock expected returns. We can calculate the autocorrelation of Verde Agritech returns to help us make a trade decision. For example, suppose you find that Verde Agritech has exhibited high autocorrelation historically, and you observe that the otc 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 |
Verde Agritech 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 Verde Agritech otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Verde Agritech otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Verde Agritech otc stock over time.
Current vs Lagged Prices |
| Timeline |
Verde Agritech Lagged Returns
When evaluating Verde Agritech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Verde Agritech otc stock have on its future price. Verde Agritech 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, Verde Agritech autocorrelation shows the relationship between Verde Agritech otc stock current value and its past values and can show if there is a momentum factor associated with investing in Verde Agritech.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Verde OTC Stock
Verde Agritech financial ratios help investors to determine whether Verde OTC Stock 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 Verde with respect to the benefits of owning Verde Agritech security.