Vornado Realty (Germany) Market Value
| VO7 Stock | EUR 40.65 0.15 0.37% |
| Symbol | Vornado |
Vornado Realty '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 Vornado Realty'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 Vornado Realty.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Vornado Realty on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Vornado Realty Trust or generate 0.0% return on investment in Vornado Realty over 720 days. Vornado Realty is related to or competes with BlueScope Steel, NIPPON STEEL, TAL Education, Strategic Education, STRAYER EDUCATION, CAREER EDUCATION, and Perma-Fix Environmental. Vornados portfolio is concentrated in the nations key market New York City along with the premier asset in both Chicago ... More
Vornado Realty 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 Vornado Realty'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 Vornado Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.65 | |||
| Information Ratio | 0.1182 | |||
| Maximum Drawdown | 19.77 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 3.44 |
Vornado Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vornado Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vornado Realty's standard deviation. In reality, there are many statistical measures that can use Vornado Realty historical prices to predict the future Vornado Realty's volatility.| Risk Adjusted Performance | 0.1317 | |||
| Jensen Alpha | 0.3585 | |||
| Total Risk Alpha | 0.0269 | |||
| Sortino Ratio | 0.1241 | |||
| Treynor Ratio | 0.5981 |
Vornado Realty Trust Backtested Returns
Vornado Realty appears to be very steady, given 3 months investment horizon. Vornado Realty Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vornado Realty Trust, which you can use to evaluate the volatility of the company. Please review Vornado Realty's Coefficient Of Variation of 614.11, semi deviation of 2.12, and Risk Adjusted Performance of 0.1317 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vornado Realty holds a performance score of 13. The entity has a beta of 0.74, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vornado Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vornado Realty is expected to be smaller as well. Please check Vornado Realty's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Vornado Realty's existing price patterns will revert.
Auto-correlation | 0.52 |
Modest predictability
Vornado Realty Trust has modest predictability. Overlapping area represents the amount of predictability between Vornado Realty time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 Vornado Realty Trust price movement. The serial correlation of 0.52 indicates that about 52.0% of current Vornado Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 34.47 |
Vornado Realty Trust lagged returns against current returns
Autocorrelation, which is Vornado Realty 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 Vornado Realty's stock expected returns. We can calculate the autocorrelation of Vornado Realty returns to help us make a trade decision. For example, suppose you find that Vornado Realty 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 |
Vornado Realty 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 Vornado Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vornado Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vornado Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Vornado Realty Lagged Returns
When evaluating Vornado Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vornado Realty stock have on its future price. Vornado Realty 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, Vornado Realty autocorrelation shows the relationship between Vornado Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Vornado Realty Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Vornado Stock
When determining whether Vornado Realty Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vornado Realty's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vornado Realty Trust Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Vornado Realty Trust Stock:Check out Vornado Realty Correlation, Vornado Realty Volatility and Vornado Realty Alpha and Beta module to complement your research on Vornado Realty. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Vornado Realty technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.