VERGNET (Germany) Market Value
| VRQ Stock | EUR 0.29 0.10 25.64% |
| Symbol | VERGNET |
VERGNET '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 VERGNET'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 VERGNET.
| 11/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in VERGNET on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding VERGNET or generate 0.0% return on investment in VERGNET over 60 days. VERGNET is related to or competes with Konoike Transport, Olympic Steel, JD SPORTS, NTG Nordic, ALGOMA STEEL, and USWE SPORTS. Vergnet SA designs, manufactures, engineers, and contracts renewable energy technologies worldwide More
VERGNET 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 VERGNET'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 VERGNET upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 45.44 | |||
| Information Ratio | 0.0639 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
VERGNET Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VERGNET's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VERGNET's standard deviation. In reality, there are many statistical measures that can use VERGNET historical prices to predict the future VERGNET's volatility.| Risk Adjusted Performance | 0.056 | |||
| Jensen Alpha | 2.34 | |||
| Total Risk Alpha | (2.31) | |||
| Sortino Ratio | 0.0508 | |||
| Treynor Ratio | 3.95 |
VERGNET Backtested Returns
VERGNET is out of control given 3 months investment horizon. VERGNET owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0802, which indicates the firm had a 0.0802 % return per unit of standard deviation over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.98% are justified by taking the suggested risk. Use VERGNET coefficient of variation of 1499.06, and Risk Adjusted Performance of 0.056 to evaluate company specific risk that cannot be diversified away. VERGNET holds a performance score of 6 on a scale of zero to a hundred. The entity has a beta of 0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VERGNET's returns are expected to increase less than the market. However, during the bear market, the loss of holding VERGNET is expected to be smaller as well. Use VERGNET maximum drawdown, semi variance, daily balance of power, as well as the relationship between the potential upside and skewness , to analyze future returns on VERGNET.
Auto-correlation | -0.46 |
Modest reverse predictability
VERGNET has modest reverse predictability. Overlapping area represents the amount of predictability between VERGNET time series from 21st of November 2025 to 21st of December 2025 and 21st of December 2025 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VERGNET price movement. The serial correlation of -0.46 indicates that about 46.0% of current VERGNET price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
VERGNET lagged returns against current returns
Autocorrelation, which is VERGNET 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 VERGNET's stock expected returns. We can calculate the autocorrelation of VERGNET returns to help us make a trade decision. For example, suppose you find that VERGNET 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 |
VERGNET 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 VERGNET stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VERGNET stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VERGNET stock over time.
Current vs Lagged Prices |
| Timeline |
VERGNET Lagged Returns
When evaluating VERGNET's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VERGNET stock have on its future price. VERGNET 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, VERGNET autocorrelation shows the relationship between VERGNET stock current value and its past values and can show if there is a momentum factor associated with investing in VERGNET.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in VERGNET Stock
VERGNET financial ratios help investors to determine whether VERGNET 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 VERGNET with respect to the benefits of owning VERGNET security.