Vitasoy International Holdings Stock Market Value
| VTSYF Stock | USD 0.87 0.04 4.82% |
| Symbol | Vitasoy |
Vitasoy International '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 Vitasoy International'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 Vitasoy International.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Vitasoy International on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Vitasoy International Holdings or generate 0.0% return on investment in Vitasoy International over 30 days. Vitasoy International is related to or competes with Greencore Group, Fraser, Premier Foods, Greencore Group, Thai Union, Grupo Herdez, and Jamieson Wellness. Vitasoy International Holdings Limited, together with its subsidiaries, manufactures and sells food and beverages in Mai... More
Vitasoy International 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 Vitasoy International'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 Vitasoy International Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 9.2 | |||
| Value At Risk | (4.21) | |||
| Potential Upside | 1.22 |
Vitasoy International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vitasoy International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vitasoy International's standard deviation. In reality, there are many statistical measures that can use Vitasoy International historical prices to predict the future Vitasoy International's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (2.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vitasoy International'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.
Vitasoy International Backtested Returns
Vitasoy International owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12 % return per unit of risk over the last 3 months. Vitasoy International Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vitasoy International's Coefficient Of Variation of (857.71), variance of 3.64, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vitasoy International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vitasoy International is expected to be smaller as well. At this point, Vitasoy International has a negative expected return of -0.24%. Please make sure to validate Vitasoy International's treynor ratio and rate of daily change , to decide if Vitasoy International performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.47 |
Average predictability
Vitasoy International Holdings has average predictability. Overlapping area represents the amount of predictability between Vitasoy International time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th 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 Vitasoy International price movement. The serial correlation of 0.47 indicates that about 47.0% of current Vitasoy International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vitasoy International lagged returns against current returns
Autocorrelation, which is Vitasoy International 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 Vitasoy International's pink sheet expected returns. We can calculate the autocorrelation of Vitasoy International returns to help us make a trade decision. For example, suppose you find that Vitasoy International 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 |
Vitasoy International 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 Vitasoy International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vitasoy International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vitasoy International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vitasoy International Lagged Returns
When evaluating Vitasoy International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vitasoy International pink sheet have on its future price. Vitasoy International 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, Vitasoy International autocorrelation shows the relationship between Vitasoy International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vitasoy International Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vitasoy Pink Sheet
Vitasoy International financial ratios help investors to determine whether Vitasoy 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 Vitasoy with respect to the benefits of owning Vitasoy International security.