Vnue Inc Stock Market Value
| VNUE Stock | USD 0.0004 0.0001 33.33% |
| Symbol | VNUE |
VNUE '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 VNUE'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 VNUE.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in VNUE on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding VNUE Inc or generate 0.0% return on investment in VNUE over 30 days. The company provides a suite of products and services that monetize and monitor music for artists, labels, performing ri... More
VNUE 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 VNUE'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 VNUE Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 26.3 | |||
| Information Ratio | 0.0236 | |||
| Maximum Drawdown | 83.33 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
VNUE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VNUE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VNUE's standard deviation. In reality, there are many statistical measures that can use VNUE historical prices to predict the future VNUE's volatility.| Risk Adjusted Performance | 0.0338 | |||
| Jensen Alpha | 0.5642 | |||
| Total Risk Alpha | (1.45) | |||
| Sortino Ratio | 0.0164 | |||
| Treynor Ratio | (1.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VNUE'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.
VNUE Inc Backtested Returns
VNUE is out of control given 3 months investment horizon. VNUE Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0907, which indicates the firm had a 0.0907 % return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.75% are justified by taking the suggested risk. Use VNUE Inc Risk Adjusted Performance of 0.0338, coefficient of variation of 3444.22, and Semi Deviation of 12.26 to evaluate company specific risk that cannot be diversified away. VNUE holds a performance score of 7 on a scale of zero to a hundred. The entity has a beta of -0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning VNUE are expected to decrease at a much lower rate. During the bear market, VNUE is likely to outperform the market. Use VNUE Inc semi variance, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on VNUE Inc.
Auto-correlation | -0.41 |
Modest reverse predictability
VNUE Inc has modest reverse predictability. Overlapping area represents the amount of predictability between VNUE time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 VNUE Inc price movement. The serial correlation of -0.41 indicates that just about 41.0% of current VNUE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
VNUE Inc lagged returns against current returns
Autocorrelation, which is VNUE 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 VNUE's pink sheet expected returns. We can calculate the autocorrelation of VNUE returns to help us make a trade decision. For example, suppose you find that VNUE 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 |
VNUE 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 VNUE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VNUE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VNUE pink sheet over time.
Current vs Lagged Prices |
| Timeline |
VNUE Lagged Returns
When evaluating VNUE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VNUE pink sheet have on its future price. VNUE 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, VNUE autocorrelation shows the relationship between VNUE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in VNUE Inc.
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.Other Information on Investing in VNUE Pink Sheet
VNUE financial ratios help investors to determine whether VNUE Pink Sheet 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 VNUE with respect to the benefits of owning VNUE security.