Vpr Brands Lp Stock Market Value
| VPRB Stock | USD 0.04 0.0005 1.14% |
| Symbol | VPR |
VPR Brands '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 VPR Brands' 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 VPR Brands.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in VPR Brands on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding VPR Brands LP or generate 0.0% return on investment in VPR Brands over 690 days. VPR Brands is related to or competes with Turning Point, Imperial Brands, British Amer, and Philip Morris. VPR Brands, LP operates in the electronic cigarette, personal vaporizer, and pocket lighter industry in the United State... More
VPR Brands 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 VPR Brands' 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 VPR Brands LP upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 53.34 | |||
| Value At Risk | (16.47) | |||
| Potential Upside | 13.79 |
VPR Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VPR Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VPR Brands' standard deviation. In reality, there are many statistical measures that can use VPR Brands historical prices to predict the future VPR Brands' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.67) | |||
| Total Risk Alpha | (1.97) | |||
| Treynor Ratio | (0.53) |
VPR Brands LP Backtested Returns
VPR Brands LP owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0622, which indicates the firm had a -0.0622% return per unit of standard deviation over the last 3 months. VPR Brands LP exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VPR Brands' variance of 88.09, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of 1.04, which indicates a somewhat significant risk relative to the market. VPR Brands returns are very sensitive to returns on the market. As the market goes up or down, VPR Brands is expected to follow. At this point, VPR Brands LP has a negative expected return of -0.59%. Please make sure to validate VPR Brands' value at risk, accumulation distribution, as well as the relationship between the Accumulation Distribution and day typical price , to decide if VPR Brands LP performance from the past will be repeated at some future point.
Auto-correlation | -0.19 |
Insignificant reverse predictability
VPR Brands LP has insignificant reverse predictability. Overlapping area represents the amount of predictability between VPR Brands time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th 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 VPR Brands LP price movement. The serial correlation of -0.19 indicates that over 19.0% of current VPR Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
VPR Brands LP lagged returns against current returns
Autocorrelation, which is VPR Brands 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 VPR Brands' pink sheet expected returns. We can calculate the autocorrelation of VPR Brands returns to help us make a trade decision. For example, suppose you find that VPR Brands 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 |
VPR Brands 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 VPR Brands pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VPR Brands pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VPR Brands pink sheet over time.
Current vs Lagged Prices |
| Timeline |
VPR Brands Lagged Returns
When evaluating VPR Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VPR Brands pink sheet have on its future price. VPR Brands 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, VPR Brands autocorrelation shows the relationship between VPR Brands pink sheet current value and its past values and can show if there is a momentum factor associated with investing in VPR Brands LP.
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 VPR Pink Sheet
VPR Brands financial ratios help investors to determine whether VPR 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 VPR with respect to the benefits of owning VPR Brands security.