Vitruvio Real (Spain) Market Value
| YVIT Stock | EUR 14.40 0.00 0.00% |
| Symbol | Vitruvio |
Vitruvio Real '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 Vitruvio Real'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 Vitruvio Real.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Vitruvio Real on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Vitruvio Real Estate or generate 0.0% return on investment in Vitruvio Real over 180 days. Vitruvio Real is related to or competes with International Consolidated, Elaia Investment, Ebro Foods, Plasticos Compuestos, Caixabank, and Hispanotels Inversiones. Vitruvio Real Estate Socimi, S.A. owns a portfolio of real estate properties for rent, primarily in the center of Madrid... More
Vitruvio Real 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 Vitruvio Real'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 Vitruvio Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.13 | |||
| Information Ratio | 0.0648 | |||
| Maximum Drawdown | 37.84 | |||
| Value At Risk | (17.15) | |||
| Potential Upside | 20.7 |
Vitruvio Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vitruvio Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vitruvio Real's standard deviation. In reality, there are many statistical measures that can use Vitruvio Real historical prices to predict the future Vitruvio Real's volatility.| Risk Adjusted Performance | 0.0711 | |||
| Jensen Alpha | 0.5895 | |||
| Total Risk Alpha | (0.73) | |||
| Sortino Ratio | 0.0491 | |||
| Treynor Ratio | 1.02 |
Vitruvio Real Estate Backtested Returns
Vitruvio Real appears to be moderately volatile, given 3 months investment horizon. Vitruvio Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0464, which indicates the firm had a 0.0464% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Vitruvio Real Estate, which you can use to evaluate the volatility of the company. Please review Vitruvio Real's Semi Deviation of 6.09, coefficient of variation of 1232.24, and Risk Adjusted Performance of 0.0711 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vitruvio Real holds a performance score of 3. The entity has a beta of 0.66, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vitruvio Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vitruvio Real is expected to be smaller as well. Please check Vitruvio Real's maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to make a quick decision on whether Vitruvio Real's existing price patterns will revert.
Auto-correlation | 0.05 |
Virtually no predictability
Vitruvio Real Estate has virtually no predictability. Overlapping area represents the amount of predictability between Vitruvio Real time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 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 Vitruvio Real Estate price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Vitruvio Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.82 |
Vitruvio Real Estate lagged returns against current returns
Autocorrelation, which is Vitruvio Real 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 Vitruvio Real's stock expected returns. We can calculate the autocorrelation of Vitruvio Real returns to help us make a trade decision. For example, suppose you find that Vitruvio Real 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 |
Vitruvio Real 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 Vitruvio Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vitruvio Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vitruvio Real stock over time.
Current vs Lagged Prices |
| Timeline |
Vitruvio Real Lagged Returns
When evaluating Vitruvio Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vitruvio Real stock have on its future price. Vitruvio Real 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, Vitruvio Real autocorrelation shows the relationship between Vitruvio Real stock current value and its past values and can show if there is a momentum factor associated with investing in Vitruvio Real Estate.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Vitruvio Stock
Vitruvio Real financial ratios help investors to determine whether Vitruvio 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 Vitruvio with respect to the benefits of owning Vitruvio Real security.