Vivendi SE (Germany) Market Value
| VVU Stock | 8.93 0.24 2.76% |
| 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.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Vivendi SE on October 26, 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 30 days. Vivendi SE is related to or competes with Walt Disney, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, and NorAm Drilling. 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 | (0.22) | |||
| Maximum Drawdown | 8.26 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 1.73 |
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 | (0.09) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | 0.6234 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vivendi SE'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.
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-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vivendi SE's Coefficient Of Variation of (818.70), risk adjusted performance of (0.09), and Variance of 1.8 to confirm the risk estimate we provide. The entity has a beta of -0.28, 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 potential upside, rate of daily change, as well as the relationship between the Rate Of Daily Change and relative strength index , to decide if Vivendi SE performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.85 |
Very good predictability
Vivendi SE has very good predictability. Overlapping area represents the amount of predictability between Vivendi SE time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 0.85 indicates that around 85.0% of current Vivendi SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Vivendi Stock Analysis
When running Vivendi SE's price analysis, check to measure Vivendi SE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vivendi SE is operating at the current time. Most of Vivendi SE's value examination focuses on studying past and present price action to predict the probability of Vivendi SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vivendi SE's price. Additionally, you may evaluate how the addition of Vivendi SE to your portfolios can decrease your overall portfolio volatility.