Volkswagen (Germany) Market Value
| VOW3 Stock | 97.82 0.30 0.31% |
| Symbol | Volkswagen |
Volkswagen '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 Volkswagen'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 Volkswagen.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Volkswagen on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Volkswagen AG VZO or generate 0.0% return on investment in Volkswagen over 30 days. Volkswagen is related to or competes with Performance Food, Wayside Technology, Align Technology, AECOM TECHNOLOGY, Check Point, and Firan Technology. More
Volkswagen 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 Volkswagen'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 Volkswagen AG VZO upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.35 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 1.78 |
Volkswagen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volkswagen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volkswagen's standard deviation. In reality, there are many statistical measures that can use Volkswagen historical prices to predict the future Volkswagen's volatility.| Risk Adjusted Performance | 0.058 | |||
| Jensen Alpha | 0.0709 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 1.11 |
Volkswagen AG VZO Backtested Returns
At this point, Volkswagen is very steady. Volkswagen AG VZO owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Volkswagen AG VZO, which you can use to evaluate the volatility of the company. Please validate Volkswagen's Coefficient Of Variation of 1539.96, semi deviation of 1.43, and Risk Adjusted Performance of 0.058 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Volkswagen has a performance score of 10 on a scale of 0 to 100. The entity has a beta of 0.0698, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Volkswagen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Volkswagen is expected to be smaller as well. Volkswagen AG VZO right now has a risk of 1.32%. Please validate Volkswagen sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Volkswagen will be following its existing price patterns.
Auto-correlation | 0.89 |
Very good predictability
Volkswagen AG VZO has very good predictability. Overlapping area represents the amount of predictability between Volkswagen time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Volkswagen AG VZO price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Volkswagen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 3.39 |
Volkswagen AG VZO lagged returns against current returns
Autocorrelation, which is Volkswagen 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 Volkswagen's stock expected returns. We can calculate the autocorrelation of Volkswagen returns to help us make a trade decision. For example, suppose you find that Volkswagen 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 |
Volkswagen 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 Volkswagen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volkswagen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volkswagen stock over time.
Current vs Lagged Prices |
| Timeline |
Volkswagen Lagged Returns
When evaluating Volkswagen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volkswagen stock have on its future price. Volkswagen 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, Volkswagen autocorrelation shows the relationship between Volkswagen stock current value and its past values and can show if there is a momentum factor associated with investing in Volkswagen AG VZO.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Volkswagen Stock
Volkswagen financial ratios help investors to determine whether Volkswagen 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 Volkswagen with respect to the benefits of owning Volkswagen security.