V Zug (Switzerland) Market Value
| VZUG Stock | 42.70 0.40 0.93% |
| Symbol | VZUG |
V Zug '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 V Zug'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 V Zug.
| 10/16/2024 |
| 01/09/2026 |
If you would invest 0.00 in V Zug on October 16, 2024 and sell it all today you would earn a total of 0.00 from holding V Zug Holding or generate 0.0% return on investment in V Zug over 450 days.
V Zug 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 V Zug'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 V Zug Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 15.16 | |||
| Value At Risk | (3.72) | |||
| Potential Upside | 4.13 |
V Zug Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for V Zug's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as V Zug's standard deviation. In reality, there are many statistical measures that can use V Zug historical prices to predict the future V Zug's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 0.8192 |
V Zug Holding Backtested Returns
V Zug Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.1, which indicates the company had a -0.1 % return per unit of risk over the last 3 months. V Zug Holding exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate V Zug's market risk adjusted performance of 0.8292, and Standard Deviation of 2.13 to confirm the risk estimate we provide. The firm has a beta of -0.0566, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning V Zug are expected to decrease at a much lower rate. During the bear market, V Zug is likely to outperform the market. At this point, V Zug Holding has a negative expected return of -0.19%. Please make sure to validate V Zug's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if V Zug Holding performance from the past will be repeated in the future.
Auto-correlation | -0.4 |
Poor reverse predictability
V Zug Holding has poor reverse predictability. Overlapping area represents the amount of predictability between V Zug time series from 16th of October 2024 to 29th of May 2025 and 29th of May 2025 to 9th 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 V Zug Holding price movement. The serial correlation of -0.4 indicates that just about 40.0% of current V Zug price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 114.84 |
V Zug Holding lagged returns against current returns
Autocorrelation, which is V Zug 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 V Zug's stock expected returns. We can calculate the autocorrelation of V Zug returns to help us make a trade decision. For example, suppose you find that V Zug 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 |
V Zug 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 V Zug stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if V Zug stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in V Zug stock over time.
Current vs Lagged Prices |
| Timeline |
V Zug Lagged Returns
When evaluating V Zug's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of V Zug stock have on its future price. V Zug 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, V Zug autocorrelation shows the relationship between V Zug stock current value and its past values and can show if there is a momentum factor associated with investing in V Zug Holding.
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 VZUG Stock Analysis
When running V Zug's price analysis, check to measure V Zug'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 V Zug is operating at the current time. Most of V Zug's value examination focuses on studying past and present price action to predict the probability of V Zug's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move V Zug's price. Additionally, you may evaluate how the addition of V Zug to your portfolios can decrease your overall portfolio volatility.