Vallourec Sa Stock Technical Analysis
| VLOUF Stock | USD 22.40 0.15 0.67% |
As of the 3rd of March, Vallourec has the Risk Adjusted Performance of 0.1284, semi deviation of 0.4534, and Coefficient Of Variation of 621.05. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vallourec SA, as well as the relationship between them. Please validate Vallourec SA standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and expected short fall to decide if Vallourec is priced more or less accurately, providing market reflects its prevalent price of 22.4 per share. Given that Vallourec SA has jensen alpha of 0.2522, we advise you to double-check Vallourec SA's current market performance to make sure the company can sustain itself at a future point.
Vallourec Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vallourec, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VallourecVallourec |
Vallourec '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 Vallourec's pink sheet 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 Vallourec.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Vallourec on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Vallourec SA or generate 0.0% return on investment in Vallourec over 90 days. Vallourec is related to or competes with Industrias, Outokumpu Oyj, Voestalpine, Maanshan Iron, Perseus Mining, Johnson Matthey, and Ramelius Resources. Vallourec S.A., through its subsidiaries, provides tubular solutions for the oil and gas, industry, and energy markets i... More
Vallourec 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 Vallourec's pink sheet 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 Vallourec SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | 0.1113 | |||
| Maximum Drawdown | 10.06 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 3.36 |
Vallourec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vallourec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vallourec's standard deviation. In reality, there are many statistical measures that can use Vallourec historical prices to predict the future Vallourec's volatility.| Risk Adjusted Performance | 0.1284 | |||
| Jensen Alpha | 0.2522 | |||
| Total Risk Alpha | 0.1011 | |||
| Sortino Ratio | 0.0849 | |||
| Treynor Ratio | 93.49 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vallourec'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.
Vallourec March 3, 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 | 0.1284 | |||
| Market Risk Adjusted Performance | 93.5 | |||
| Mean Deviation | 0.7811 | |||
| Semi Deviation | 0.4534 | |||
| Downside Deviation | 2.14 | |||
| Coefficient Of Variation | 621.05 | |||
| Standard Deviation | 1.63 | |||
| Variance | 2.66 | |||
| Information Ratio | 0.1113 | |||
| Jensen Alpha | 0.2522 | |||
| Total Risk Alpha | 0.1011 | |||
| Sortino Ratio | 0.0849 | |||
| Treynor Ratio | 93.49 | |||
| Maximum Drawdown | 10.06 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 3.36 | |||
| Downside Variance | 4.57 | |||
| Semi Variance | 0.2056 | |||
| Expected Short fall | (3.94) | |||
| Skewness | 2.86 | |||
| Kurtosis | 13.81 |
Vallourec SA Backtested Returns
Vallourec appears to be very steady, given 3 months investment horizon. Vallourec SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vallourec SA, which you can use to evaluate the volatility of the company. Please review Vallourec's Coefficient Of Variation of 621.05, semi deviation of 0.4534, and Risk Adjusted Performance of 0.1284 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vallourec holds a performance score of 16. The entity has a beta of 0.0027, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vallourec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vallourec is expected to be smaller as well. Please check Vallourec's maximum drawdown, as well as the relationship between the expected short fall and day typical price , to make a quick decision on whether Vallourec's existing price patterns will revert.
Auto-correlation | 0.51 |
Modest predictability
Vallourec SA has modest predictability. Overlapping area represents the amount of predictability between Vallourec time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd 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 Vallourec SA price movement. The serial correlation of 0.51 indicates that about 51.0% of current Vallourec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.82 |
Vallourec technical pink sheet 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, pink sheet market cycles, or different charting patterns.
Vallourec 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 Vallourec SA across different markets.
About Vallourec 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 Vallourec 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 Vallourec SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Vallourec SA price pattern first instead of the macroeconomic environment surrounding Vallourec SA. By analyzing Vallourec'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 Vallourec'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 Vallourec specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vallourec March 3, 2026 Technical Indicators
Most technical analysis of Vallourec 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 Vallourec from various momentum indicators to cycle indicators. When you analyze Vallourec 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 | 0.1284 | |||
| Market Risk Adjusted Performance | 93.5 | |||
| Mean Deviation | 0.7811 | |||
| Semi Deviation | 0.4534 | |||
| Downside Deviation | 2.14 | |||
| Coefficient Of Variation | 621.05 | |||
| Standard Deviation | 1.63 | |||
| Variance | 2.66 | |||
| Information Ratio | 0.1113 | |||
| Jensen Alpha | 0.2522 | |||
| Total Risk Alpha | 0.1011 | |||
| Sortino Ratio | 0.0849 | |||
| Treynor Ratio | 93.49 | |||
| Maximum Drawdown | 10.06 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 3.36 | |||
| Downside Variance | 4.57 | |||
| Semi Variance | 0.2056 | |||
| Expected Short fall | (3.94) | |||
| Skewness | 2.86 | |||
| Kurtosis | 13.81 |
Vallourec March 3, 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 Vallourec 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 | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 22.40 | ||
| Day Typical Price | 22.40 | ||
| Price Action Indicator | (0.08) |
Complementary Tools for Vallourec Pink Sheet analysis
When running Vallourec's price analysis, check to measure Vallourec'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 Vallourec is operating at the current time. Most of Vallourec's value examination focuses on studying past and present price action to predict the probability of Vallourec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vallourec's price. Additionally, you may evaluate how the addition of Vallourec to your portfolios can decrease your overall portfolio volatility.
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