Vanity Capital Stock Market Value
| VYC-H Stock | 0.10 0.00 0.00% |
| Symbol | Vanity |
Vanity Capital '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 Vanity Capital'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 Vanity Capital.
| 12/21/2024 |
| 01/15/2026 |
If you would invest 0.00 in Vanity Capital on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Vanity Capital or generate 0.0% return on investment in Vanity Capital over 390 days. Vanity Capital is related to or competes with Westshore Terminals, AKITA Drilling, Brookfield Asset, and Atrium Mortgage. Vanity Capital is entity of Canada. It is traded as Stock on V exchange. More
Vanity Capital 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 Vanity Capital'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 Vanity Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 18.75 |
Vanity Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanity Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanity Capital's standard deviation. In reality, there are many statistical measures that can use Vanity Capital historical prices to predict the future Vanity Capital's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.68) | |||
| Total Risk Alpha | (1.16) | |||
| Treynor Ratio | (5.01) |
Vanity Capital Backtested Returns
Vanity Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.17, which indicates the firm had a -0.17 % return per unit of risk over the last 3 months. Vanity Capital exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanity Capital's Variance of 10.16, coefficient of variation of (487.99), and Risk Adjusted Performance of (0.14) to confirm the risk estimate we provide. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanity Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanity Capital is expected to be smaller as well. At this point, Vanity Capital has a negative expected return of -0.4%. Please make sure to validate Vanity Capital's skewness, as well as the relationship between the rate of daily change and day typical price , to decide if Vanity Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.28 |
Weak reverse predictability
Vanity Capital has weak reverse predictability. Overlapping area represents the amount of predictability between Vanity Capital time series from 21st of December 2024 to 4th of July 2025 and 4th of July 2025 to 15th 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 Vanity Capital price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Vanity Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanity Capital lagged returns against current returns
Autocorrelation, which is Vanity Capital 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 Vanity Capital's stock expected returns. We can calculate the autocorrelation of Vanity Capital returns to help us make a trade decision. For example, suppose you find that Vanity Capital 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 |
Vanity Capital 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 Vanity Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanity Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanity Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Vanity Capital Lagged Returns
When evaluating Vanity Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanity Capital stock have on its future price. Vanity Capital 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, Vanity Capital autocorrelation shows the relationship between Vanity Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Vanity Capital.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Vanity Stock Analysis
When running Vanity Capital's price analysis, check to measure Vanity Capital'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 Vanity Capital is operating at the current time. Most of Vanity Capital's value examination focuses on studying past and present price action to predict the probability of Vanity Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vanity Capital's price. Additionally, you may evaluate how the addition of Vanity Capital to your portfolios can decrease your overall portfolio volatility.