VIVENDI UNSPONARD (Germany) Market Value
| VVUD Stock | EUR 8.40 0.25 3.07% |
| Symbol | VIVENDI |
VIVENDI UNSPONARD '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 UNSPONARD'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 UNSPONARD.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in VIVENDI UNSPONARD on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding VIVENDI UNSPONARD EO or generate 0.0% return on investment in VIVENDI UNSPONARD over 30 days. VIVENDI UNSPONARD is related to or competes with SLR Investment, Apollo Investment, PICKN PAY, City Of, COSTCO WHOLESALE, National Retail, and CapitaLand Investment. Vivendi SA operates as a content media and communication company in France, rest of Europe, the Americas, AsiaOceania, a... More
VIVENDI UNSPONARD 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 UNSPONARD'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 UNSPONARD EO upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 6.62 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 2.59 |
VIVENDI UNSPONARD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VIVENDI UNSPONARD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VIVENDI UNSPONARD's standard deviation. In reality, there are many statistical measures that can use VIVENDI UNSPONARD historical prices to predict the future VIVENDI UNSPONARD's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (12.55) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VIVENDI UNSPONARD'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 UNSPONARD Backtested Returns
VIVENDI UNSPONARD 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 UNSPONARD EO exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VIVENDI UNSPONARD's Variance of 2.21, coefficient of variation of (933.68), and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of 0.0135, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VIVENDI UNSPONARD's returns are expected to increase less than the market. However, during the bear market, the loss of holding VIVENDI UNSPONARD is expected to be smaller as well. At this point, VIVENDI UNSPONARD has a negative expected return of -0.23%. Please make sure to validate VIVENDI UNSPONARD's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if VIVENDI UNSPONARD performance from the past will be repeated at some future point.
Auto-correlation | 0.54 |
Modest predictability
VIVENDI UNSPONARD EO has modest predictability. Overlapping area represents the amount of predictability between VIVENDI UNSPONARD time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 UNSPONARD price movement. The serial correlation of 0.54 indicates that about 54.0% of current VIVENDI UNSPONARD price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
VIVENDI UNSPONARD lagged returns against current returns
Autocorrelation, which is VIVENDI UNSPONARD 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 UNSPONARD's stock expected returns. We can calculate the autocorrelation of VIVENDI UNSPONARD returns to help us make a trade decision. For example, suppose you find that VIVENDI UNSPONARD 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 UNSPONARD 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 UNSPONARD stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VIVENDI UNSPONARD stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VIVENDI UNSPONARD stock over time.
Current vs Lagged Prices |
| Timeline |
VIVENDI UNSPONARD Lagged Returns
When evaluating VIVENDI UNSPONARD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VIVENDI UNSPONARD stock have on its future price. VIVENDI UNSPONARD 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 UNSPONARD autocorrelation shows the relationship between VIVENDI UNSPONARD stock current value and its past values and can show if there is a momentum factor associated with investing in VIVENDI UNSPONARD EO.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in VIVENDI Stock
VIVENDI UNSPONARD 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 UNSPONARD security.