VNV Global (Sweden) Market Value
| VNV Stock | SEK 19.09 0.34 1.75% |
| Symbol | VNV |
VNV Global '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 VNV Global'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 VNV Global.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in VNV Global on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding VNV Global AB or generate 0.0% return on investment in VNV Global over 30 days. VNV Global is related to or competes with Norva24 Group, KABE Group, IAR Systems, Clinical Laserthermia, EEducation Albert, Lipum AB, and AAC Clyde. VNV Global AB formerly known as Vostok New Ventures Ltd., is a private equity and venture capital firm specializing in g... More
VNV Global 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 VNV Global'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 VNV Global AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 12.25 | |||
| Value At Risk | (3.55) | |||
| Potential Upside | 3.84 |
VNV Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VNV Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VNV Global's standard deviation. In reality, there are many statistical measures that can use VNV Global historical prices to predict the future VNV Global's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | (0.24) |
VNV Global AB Backtested Returns
VNV Global AB owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0769, which indicates the firm had a -0.0769% return per unit of risk over the last 3 months. VNV Global AB exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VNV Global's Risk Adjusted Performance of (0.06), variance of 5.77, and Coefficient Of Variation of (1,077) to confirm the risk estimate we provide. The entity has a beta of 0.97, which indicates possible diversification benefits within a given portfolio. VNV Global returns are very sensitive to returns on the market. As the market goes up or down, VNV Global is expected to follow. At this point, VNV Global AB has a negative expected return of -0.18%. Please make sure to validate VNV Global's potential upside, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if VNV Global AB performance from the past will be repeated at some future point.
Auto-correlation | 0.38 |
Below average predictability
VNV Global AB has below average predictability. Overlapping area represents the amount of predictability between VNV Global 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 VNV Global AB price movement. The serial correlation of 0.38 indicates that just about 38.0% of current VNV Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
VNV Global AB lagged returns against current returns
Autocorrelation, which is VNV Global 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 VNV Global's stock expected returns. We can calculate the autocorrelation of VNV Global returns to help us make a trade decision. For example, suppose you find that VNV Global 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 |
VNV Global 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 VNV Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VNV Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VNV Global stock over time.
Current vs Lagged Prices |
| Timeline |
VNV Global Lagged Returns
When evaluating VNV Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VNV Global stock have on its future price. VNV Global 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, VNV Global autocorrelation shows the relationship between VNV Global stock current value and its past values and can show if there is a momentum factor associated with investing in VNV Global AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for VNV Stock Analysis
When running VNV Global's price analysis, check to measure VNV Global'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 VNV Global is operating at the current time. Most of VNV Global's value examination focuses on studying past and present price action to predict the probability of VNV Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VNV Global's price. Additionally, you may evaluate how the addition of VNV Global to your portfolios can decrease your overall portfolio volatility.