Vossloh Ag Stock Market Value
| VOSSF Stock | USD 90.00 0.00 0.00% |
| Symbol | Vossloh |
Vossloh AG '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 Vossloh AG'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 Vossloh AG.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Vossloh AG on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Vossloh AG or generate 0.0% return on investment in Vossloh AG over 30 days. Vossloh AG is related to or competes with Zhuzhou CRRC, ComfortdelgroLtd, FirstGroup PLC, Guangshen Railway, Chemring Group, Chemring Group, and Park24 Co. Vossloh AG manufactures and markets rail infrastructure products and services worldwide More
Vossloh AG 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 Vossloh AG'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 Vossloh AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0201 | |||
| Maximum Drawdown | 11.11 |
Vossloh AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vossloh AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vossloh AG's standard deviation. In reality, there are many statistical measures that can use Vossloh AG historical prices to predict the future Vossloh AG's volatility.| Risk Adjusted Performance | 0.0607 | |||
| Jensen Alpha | 0.0774 | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 0.2926 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vossloh AG'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.
Vossloh AG Backtested Returns
At this point, Vossloh AG is very steady. Vossloh AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0798, which indicates the firm had a 0.0798 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Vossloh AG, which you can use to evaluate the volatility of the company. Please validate Vossloh AG's Risk Adjusted Performance of 0.0607, coefficient of variation of 1263.18, and Variance of 2.08 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Vossloh AG has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vossloh AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vossloh AG is expected to be smaller as well. Vossloh AG right now has a risk of 1.45%. Please validate Vossloh AG market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to decide if Vossloh AG will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Vossloh AG has no correlation between past and present. Overlapping area represents the amount of predictability between Vossloh AG time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 Vossloh AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current Vossloh AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vossloh AG lagged returns against current returns
Autocorrelation, which is Vossloh AG 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 Vossloh AG's pink sheet expected returns. We can calculate the autocorrelation of Vossloh AG returns to help us make a trade decision. For example, suppose you find that Vossloh AG 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 |
Vossloh AG 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 Vossloh AG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vossloh AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vossloh AG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vossloh AG Lagged Returns
When evaluating Vossloh AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vossloh AG pink sheet have on its future price. Vossloh AG 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, Vossloh AG autocorrelation shows the relationship between Vossloh AG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vossloh AG.
Regressed Prices |
| Timeline |
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Other Information on Investing in Vossloh Pink Sheet
Vossloh AG financial ratios help investors to determine whether Vossloh 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 Vossloh with respect to the benefits of owning Vossloh AG security.