VAT Group's market value is the price at which a share of VAT Group trades on a public exchange. It measures the collective expectations of VAT Group AG investors about its performance. VAT Group is trading at 463.75 as of the 27th of December 2025. This is a 11.69 percent increase since the beginning of the trading day. The stock's lowest day price was 463.75. With this module, you can estimate the performance of a buy and hold strategy of VAT Group AG and determine expected loss or profit from investing in VAT Group over a given investment horizon. Check out VAT Group Correlation, VAT Group Volatility and VAT Group Alpha and Beta module to complement your research on VAT Group.
Please note, there is a significant difference between VAT Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if VAT Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VAT Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
VAT Group '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 VAT Group'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 VAT Group.
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11/27/2025
No Change 0.00
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In 31 days
12/27/2025
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If you would invest 0.00 in VAT Group on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding VAT Group AG or generate 0.0% return on investment in VAT Group over 30 days. VAT Group is related to or competes with Daifuku, Smiths Group, Daifuku Co, GEA Group, Ebara Corp, Smiths Group, and Japan Steel. VAT Group AG, together with its subsidiaries, develops, manufactures, and supplies vacuum valves in Switzerland, rest of... More
VAT Group 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 VAT Group'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 VAT Group AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for VAT Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VAT Group's standard deviation. In reality, there are many statistical measures that can use VAT Group historical prices to predict the future VAT Group's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as VAT Group. Your research has to be compared to or analyzed against VAT Group's peers to derive any actionable benefits. When done correctly, VAT Group's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in VAT Group AG.
VAT Group AG Backtested Returns
VAT Group appears to be very steady, given 3 months investment horizon. VAT Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the company had a 0.17 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for VAT Group AG, which you can use to evaluate the volatility of the entity. Please review VAT Group's market risk adjusted performance of 1.06, and Standard Deviation of 2.5 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, VAT Group holds a performance score of 13. The firm has a beta of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VAT Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding VAT Group is expected to be smaller as well. Please check VAT Group's variance, as well as the relationship between the skewness and day median price , to make a quick decision on whether VAT Group's existing price patterns will revert.
Auto-correlation
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No correlation between past and present
VAT Group AG has no correlation between past and present. Overlapping area represents the amount of predictability between VAT Group time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VAT Group AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current VAT Group price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
1.0
Residual Average
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Price Variance
466.95
VAT Group AG lagged returns against current returns
Autocorrelation, which is VAT Group 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 VAT Group's pink sheet expected returns. We can calculate the autocorrelation of VAT Group returns to help us make a trade decision. For example, suppose you find that VAT Group 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
VAT Group 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 VAT Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VAT Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VAT Group pink sheet over time.
Current vs Lagged Prices
Timeline
VAT Group Lagged Returns
When evaluating VAT Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VAT Group pink sheet have on its future price. VAT Group 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, VAT Group autocorrelation shows the relationship between VAT Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in VAT Group AG.
VAT Group financial ratios help investors to determine whether VAT 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 VAT with respect to the benefits of owning VAT Group security.