Vivendi SE (Germany) Market Value
| VVU Stock | EUR 8.62 0.01 0.12% |
| Symbol | Vivendi |
Vivendi SE '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 Vivendi SE'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 Vivendi SE.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Vivendi SE on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Vivendi SE or generate 0.0% return on investment in Vivendi SE over 180 days. Vivendi SE is related to or competes with Guidewire Software, AXWAY SOFTWARE, AEGEAN AIRLINES, Carsales, ASURE SOFTWARE, Alfa Financial, and International Consolidated. Vivendi SE operates as a content, media, and communication company in France, the rest of Europe, the Americas, AsiaOcea... More
Vivendi SE 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 Vivendi SE'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 Vivendi SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 7.9 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 1.97 |
Vivendi SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vivendi SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vivendi SE's standard deviation. In reality, there are many statistical measures that can use Vivendi SE historical prices to predict the future Vivendi SE's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 0.8921 |
Vivendi SE Backtested Returns
Vivendi SE owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.16, which indicates the firm had a -0.16% return per unit of risk over the last 3 months. Vivendi SE exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vivendi SE's Risk Adjusted Performance of (0.12), coefficient of variation of (603.45), and Variance of 1.93 to confirm the risk estimate we provide. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vivendi SE are expected to decrease at a much lower rate. During the bear market, Vivendi SE is likely to outperform the market. At this point, Vivendi SE has a negative expected return of -0.22%. Please make sure to validate Vivendi SE's kurtosis, day median price, period momentum indicator, as well as the relationship between the daily balance of power and market facilitation index , to decide if Vivendi SE performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.39 |
Below average predictability
Vivendi SE has below average predictability. Overlapping area represents the amount of predictability between Vivendi SE time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Vivendi SE price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Vivendi SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Vivendi SE lagged returns against current returns
Autocorrelation, which is Vivendi SE 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 Vivendi SE's stock expected returns. We can calculate the autocorrelation of Vivendi SE returns to help us make a trade decision. For example, suppose you find that Vivendi SE 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 |
Vivendi SE 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 Vivendi SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vivendi SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vivendi SE stock over time.
Current vs Lagged Prices |
| Timeline |
Vivendi SE Lagged Returns
When evaluating Vivendi SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vivendi SE stock have on its future price. Vivendi SE 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, Vivendi SE autocorrelation shows the relationship between Vivendi SE stock current value and its past values and can show if there is a momentum factor associated with investing in Vivendi SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vivendi Stock
Vivendi SE financial ratios help investors to determine whether Vivendi Stock 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 Vivendi with respect to the benefits of owning Vivendi SE security.