Ventura Offshore (Norway) Market Value
| VTURA Stock | 18.95 0.15 0.80% |
| Symbol | Ventura |
Ventura Offshore '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 Ventura Offshore'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 Ventura Offshore.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Ventura Offshore on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Ventura Offshore Holding or generate 0.0% return on investment in Ventura Offshore over 30 days.
Ventura Offshore 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 Ventura Offshore'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 Ventura Offshore Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 12.63 | |||
| Value At Risk | (4.09) | |||
| Potential Upside | 3.81 |
Ventura Offshore Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ventura Offshore's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ventura Offshore's standard deviation. In reality, there are many statistical measures that can use Ventura Offshore historical prices to predict the future Ventura Offshore's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.57) | |||
| Treynor Ratio | (1.09) |
Ventura Offshore Holding Backtested Returns
Ventura Offshore Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had a -0.15 % return per unit of risk over the last 3 months. Ventura Offshore Holding exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Ventura Offshore's Coefficient Of Variation of (757.99), variance of 5.36, and Risk Adjusted Performance of (0.09) to confirm the risk estimate we provide. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Ventura Offshore's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ventura Offshore is expected to be smaller as well. At this point, Ventura Offshore Holding has a negative expected return of -0.35%. Please make sure to validate Ventura Offshore's skewness, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Ventura Offshore Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.85 |
Very good predictability
Ventura Offshore Holding has very good predictability. Overlapping area represents the amount of predictability between Ventura Offshore 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 Ventura Offshore Holding price movement. The serial correlation of 0.85 indicates that around 85.0% of current Ventura Offshore price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Ventura Offshore Holding lagged returns against current returns
Autocorrelation, which is Ventura Offshore 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 Ventura Offshore's stock expected returns. We can calculate the autocorrelation of Ventura Offshore returns to help us make a trade decision. For example, suppose you find that Ventura Offshore 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 |
Ventura Offshore 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 Ventura Offshore stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ventura Offshore stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ventura Offshore stock over time.
Current vs Lagged Prices |
| Timeline |
Ventura Offshore Lagged Returns
When evaluating Ventura Offshore's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ventura Offshore stock have on its future price. Ventura Offshore 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, Ventura Offshore autocorrelation shows the relationship between Ventura Offshore stock current value and its past values and can show if there is a momentum factor associated with investing in Ventura Offshore Holding.
Regressed Prices |
| Timeline |
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