VeriSign (Germany) Market Value
| VRS Stock | 214.20 0.60 0.28% |
| Symbol | VeriSign |
VeriSign '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 VeriSign'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 VeriSign.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in VeriSign on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding VeriSign or generate 0.0% return on investment in VeriSign over 360 days. VeriSign is related to or competes with Burlington Stores, Casio Computer, Retail Estates, Hemisphere Energy, Hutchison Telecommunicatio, Scandinavian Tobacco, and IMPERIAL TOBACCO. More
VeriSign 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 VeriSign'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 VeriSign upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 2.23 |
VeriSign Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VeriSign's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VeriSign's standard deviation. In reality, there are many statistical measures that can use VeriSign historical prices to predict the future VeriSign's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | 0.2241 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VeriSign'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.
VeriSign Backtested Returns
VeriSign owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0521, which indicates the firm had a -0.0521 % return per unit of risk over the last 3 months. VeriSign exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VeriSign's Risk Adjusted Performance of (0.04), coefficient of variation of (1,622), and Variance of 2.37 to confirm the risk estimate we provide. The entity has a beta of -0.47, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning VeriSign are expected to decrease at a much lower rate. During the bear market, VeriSign is likely to outperform the market. At this point, VeriSign has a negative expected return of -0.0828%. Please make sure to validate VeriSign's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and day typical price , to decide if VeriSign performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
VeriSign has almost perfect reverse predictability. Overlapping area represents the amount of predictability between VeriSign time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 VeriSign price movement. The serial correlation of -0.8 indicates that around 80.0% of current VeriSign price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 179.16 |
VeriSign lagged returns against current returns
Autocorrelation, which is VeriSign 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 VeriSign's stock expected returns. We can calculate the autocorrelation of VeriSign returns to help us make a trade decision. For example, suppose you find that VeriSign 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 |
VeriSign 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 VeriSign stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VeriSign stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VeriSign stock over time.
Current vs Lagged Prices |
| Timeline |
VeriSign Lagged Returns
When evaluating VeriSign's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VeriSign stock have on its future price. VeriSign 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, VeriSign autocorrelation shows the relationship between VeriSign stock current value and its past values and can show if there is a momentum factor associated with investing in VeriSign.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for VeriSign Stock Analysis
When running VeriSign's price analysis, check to measure VeriSign's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy VeriSign is operating at the current time. Most of VeriSign's value examination focuses on studying past and present price action to predict the probability of VeriSign's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VeriSign's price. Additionally, you may evaluate how the addition of VeriSign to your portfolios can decrease your overall portfolio volatility.