Versarien Plc Stock Market Value
| VRSRF Stock | USD 0 0 50.00% |
| Symbol | Versarien |
Versarien Plc '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 Versarien Plc'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 Versarien Plc.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Versarien Plc on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Versarien plc or generate 0.0% return on investment in Versarien Plc over 540 days. Versarien Plc is related to or competes with Graphene Manufacturing, 5E Advanced, Olin, Orion Engineered, Kronos Worldwide, Perimeter Solutions, and H B. Versarien plc, an engineering materials company, provides engineering solutions for various industry sectors in the Unit... More
Versarien Plc 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 Versarien Plc'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 Versarien plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 54.19 | |||
| Information Ratio | 0.1568 | |||
| Maximum Drawdown | 266.67 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Versarien Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Versarien Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Versarien Plc's standard deviation. In reality, there are many statistical measures that can use Versarien Plc historical prices to predict the future Versarien Plc's volatility.| Risk Adjusted Performance | 0.132 | |||
| Jensen Alpha | 7.39 | |||
| Total Risk Alpha | 0.4112 | |||
| Sortino Ratio | 0.1375 | |||
| Treynor Ratio | 5.04 |
Versarien plc Backtested Returns
Versarien Plc is out of control given 3 months investment horizon. Versarien plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We were able to interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 4.76% are justified by taking the suggested risk. Use Versarien plc Risk Adjusted Performance of 0.132, coefficient of variation of 627.24, and Semi Deviation of 18.62 to evaluate company specific risk that cannot be diversified away. Versarien Plc holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of 1.5, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Versarien Plc will likely underperform. Use Versarien plc downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to analyze future returns on Versarien plc.
Auto-correlation | 0.05 |
Virtually no predictability
Versarien plc has virtually no predictability. Overlapping area represents the amount of predictability between Versarien Plc time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 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 Versarien plc price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Versarien Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Versarien plc lagged returns against current returns
Autocorrelation, which is Versarien Plc 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 Versarien Plc's pink sheet expected returns. We can calculate the autocorrelation of Versarien Plc returns to help us make a trade decision. For example, suppose you find that Versarien Plc 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 |
Versarien Plc 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 Versarien Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Versarien Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Versarien Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Versarien Plc Lagged Returns
When evaluating Versarien Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Versarien Plc pink sheet have on its future price. Versarien Plc 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, Versarien Plc autocorrelation shows the relationship between Versarien Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Versarien plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Versarien Pink Sheet
Versarien Plc financial ratios help investors to determine whether Versarien 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 Versarien with respect to the benefits of owning Versarien Plc security.