Vivenio Residencial's market value is the price at which a share of Vivenio Residencial trades on a public exchange. It measures the collective expectations of Vivenio Residencial SOCIMI investors about its performance. Vivenio Residencial is trading at 1.36 as of the 3rd of December 2024, a No Change since the beginning of the trading day. The stock's open price was 1.36. With this module, you can estimate the performance of a buy and hold strategy of Vivenio Residencial SOCIMI and determine expected loss or profit from investing in Vivenio Residencial over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Vivenio
Vivenio Residencial '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 Vivenio Residencial'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 Vivenio Residencial.
0.00
12/09/2023
No Change 0.00
0.0
In 11 months and 26 days
12/03/2024
0.00
If you would invest 0.00 in Vivenio Residencial on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Vivenio Residencial SOCIMI or generate 0.0% return on investment in Vivenio Residencial over 360 days.
Vivenio Residencial 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 Vivenio Residencial'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 Vivenio Residencial SOCIMI upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vivenio Residencial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vivenio Residencial's standard deviation. In reality, there are many statistical measures that can use Vivenio Residencial historical prices to predict the future Vivenio Residencial's volatility.
At this point, Vivenio Residencial is very steady. Vivenio Residencial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Vivenio Residencial SOCIMI, which you can use to evaluate the volatility of the company. Please validate Vivenio Residencial's Coefficient Of Variation of 812.4, variance of 0.0083, and Risk Adjusted Performance of 0.0203 to confirm if the risk estimate we provide is consistent with the expected return of 0.0116%. Vivenio Residencial has a performance score of 9 on a scale of 0 to 100. The entity has a beta of -0.0025, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vivenio Residencial are expected to decrease at a much lower rate. During the bear market, Vivenio Residencial is likely to outperform the market. Vivenio Residencial right now has a risk of 0.0926%. Please validate Vivenio Residencial market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if Vivenio Residencial will be following its existing price patterns.
Auto-correlation
0.05
Virtually no predictability
Vivenio Residencial SOCIMI has virtually no predictability. Overlapping area represents the amount of predictability between Vivenio Residencial time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Vivenio Residencial price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Vivenio Residencial price fluctuation can be explain by its past prices.
Correlation Coefficient
0.05
Spearman Rank Test
0.96
Residual Average
0.0
Price Variance
0.0
Vivenio Residencial lagged returns against current returns
Autocorrelation, which is Vivenio Residencial 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 Vivenio Residencial's stock expected returns. We can calculate the autocorrelation of Vivenio Residencial returns to help us make a trade decision. For example, suppose you find that Vivenio Residencial 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
Vivenio Residencial 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 Vivenio Residencial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vivenio Residencial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vivenio Residencial stock over time.
Current vs Lagged Prices
Timeline
Vivenio Residencial Lagged Returns
When evaluating Vivenio Residencial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vivenio Residencial stock have on its future price. Vivenio Residencial 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, Vivenio Residencial autocorrelation shows the relationship between Vivenio Residencial stock current value and its past values and can show if there is a momentum factor associated with investing in Vivenio Residencial SOCIMI.
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.