Vale SA (Germany) Technical Analysis
| CVLC Stock | EUR 13.75 0.60 4.56% |
As of the 5th of March, Vale SA has the Risk Adjusted Performance of 0.0869, coefficient of variation of 963.79, and Semi Deviation of 5.16. Vale SA technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the company's future prices. Please validate Vale SA variance, jensen alpha, and the relationship between the standard deviation and information ratio to decide if Vale SA is priced more or less accurately, providing market reflects its prevalent price of 13.75 per share.
Vale SA Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vale, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ValeVale |
Vale SA '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 Vale SA'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 Vale SA.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Vale SA on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Vale SA or generate 0.0% return on investment in Vale SA over 90 days. Vale SA is related to or competes with ROCHE HLDG, Abbott Laboratories, DANAHER (DAPSG), QUALCOMM, Merck, NOVARTIS N, and NOVARTIS N. Vale S.A., together with its subsidiaries, produces and sells iron ore and iron ore pellets for use as raw materials in ... More
Vale SA 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 Vale SA'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 Vale SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.82 | |||
| Information Ratio | 0.0971 | |||
| Maximum Drawdown | 49.02 | |||
| Value At Risk | (6.02) | |||
| Potential Upside | 4.3 |
Vale SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vale SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vale SA's standard deviation. In reality, there are many statistical measures that can use Vale SA historical prices to predict the future Vale SA's volatility.| Risk Adjusted Performance | 0.0869 | |||
| Jensen Alpha | 0.6671 | |||
| Total Risk Alpha | 0.3796 | |||
| Sortino Ratio | 0.0952 | |||
| Treynor Ratio | 1.48 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vale SA'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.
Vale SA March 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0869 | |||
| Market Risk Adjusted Performance | 1.49 | |||
| Mean Deviation | 2.81 | |||
| Semi Deviation | 5.16 | |||
| Downside Deviation | 6.82 | |||
| Coefficient Of Variation | 963.79 | |||
| Standard Deviation | 6.68 | |||
| Variance | 44.59 | |||
| Information Ratio | 0.0971 | |||
| Jensen Alpha | 0.6671 | |||
| Total Risk Alpha | 0.3796 | |||
| Sortino Ratio | 0.0952 | |||
| Treynor Ratio | 1.48 | |||
| Maximum Drawdown | 49.02 | |||
| Value At Risk | (6.02) | |||
| Potential Upside | 4.3 | |||
| Downside Variance | 46.44 | |||
| Semi Variance | 26.65 | |||
| Expected Short fall | (2.74) | |||
| Skewness | 2.63 | |||
| Kurtosis | 27.44 |
Vale SA Backtested Returns
Vale SA appears to be moderately volatile, given 3 months investment horizon. Vale SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of risk over the last 3 months. By inspecting Vale SA's technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please review Vale SA's Risk Adjusted Performance of 0.0869, coefficient of variation of 963.79, and Semi Deviation of 5.16 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vale SA holds a performance score of 8. The entity has a beta of 0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vale SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vale SA is expected to be smaller as well. Please check Vale SA's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Vale SA's existing price patterns will revert.
Auto-correlation | 0.14 |
Insignificant predictability
Vale SA has insignificant predictability. Overlapping area represents the amount of predictability between Vale SA time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 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 Vale SA price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Vale SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Vale SA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Vale SA Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for Vale SA across different markets.
About Vale SA Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vale SA on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vale SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Vale SA price pattern first instead of the macroeconomic environment surrounding Vale SA. By analyzing Vale SA's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vale SA's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vale SA specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vale SA March 5, 2026 Technical Indicators
Most technical analysis of Vale help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vale from various momentum indicators to cycle indicators. When you analyze Vale charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0869 | |||
| Market Risk Adjusted Performance | 1.49 | |||
| Mean Deviation | 2.81 | |||
| Semi Deviation | 5.16 | |||
| Downside Deviation | 6.82 | |||
| Coefficient Of Variation | 963.79 | |||
| Standard Deviation | 6.68 | |||
| Variance | 44.59 | |||
| Information Ratio | 0.0971 | |||
| Jensen Alpha | 0.6671 | |||
| Total Risk Alpha | 0.3796 | |||
| Sortino Ratio | 0.0952 | |||
| Treynor Ratio | 1.48 | |||
| Maximum Drawdown | 49.02 | |||
| Value At Risk | (6.02) | |||
| Potential Upside | 4.3 | |||
| Downside Variance | 46.44 | |||
| Semi Variance | 26.65 | |||
| Expected Short fall | (2.74) | |||
| Skewness | 2.63 | |||
| Kurtosis | 27.44 |
Vale SA March 5, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Vale stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.06 | ||
| Daily Balance Of Power | 0.67 | ||
| Rate Of Daily Change | 1.05 | ||
| Day Median Price | 13.50 | ||
| Day Typical Price | 13.58 | ||
| Price Action Indicator | 0.55 | ||
| Market Facilitation Index | 0.90 |
Complementary Tools for Vale Stock analysis
When running Vale SA's price analysis, check to measure Vale SA'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 Vale SA is operating at the current time. Most of Vale SA's value examination focuses on studying past and present price action to predict the probability of Vale SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vale SA's price. Additionally, you may evaluate how the addition of Vale SA to your portfolios can decrease your overall portfolio volatility.
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