Volkswagen Ag Vzo Stock Market Value
| VLKPF Stock | USD 129.44 0.29 0.22% |
| Symbol | Volkswagen |
Volkswagen '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 Volkswagen'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 Volkswagen.
| 06/28/2023 |
| 04/23/2024 |
If you would invest 0.00 in Volkswagen on June 28, 2023 and sell it all today you would earn a total of 0.00 from holding Volkswagen AG VZO or generate 0.0% return on investment in Volkswagen over 300 days. Volkswagen is related to or competes with Volkswagen, Mercedes-Benz Group, Bayerische Motoren, Honda, Bayerische Motoren, Volkswagen, and Bayerische Motoren. Volkswagen AG manufactures and sells automobiles primarily in Europe, North America, South America, and the Asia-Pacific More
Volkswagen 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 Volkswagen'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 Volkswagen AG VZO upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | 0.0468 | |||
| Maximum Drawdown | 11.92 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 2.78 |
Volkswagen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volkswagen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volkswagen's standard deviation. In reality, there are many statistical measures that can use Volkswagen historical prices to predict the future Volkswagen's volatility.| Risk Adjusted Performance | 0.0627 | |||
| Jensen Alpha | 0.1492 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0495 | |||
| Treynor Ratio | 0.7769 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Volkswagen'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.
Volkswagen AG VZO Backtested Returns
We consider Volkswagen very steady. Volkswagen AG VZO owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0332, which indicates the firm had a 0.0332% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Volkswagen AG VZO, which you can use to evaluate the volatility of the company. Please validate Volkswagen's Risk Adjusted Performance of 0.0627, coefficient of variation of 1095.01, and Semi Deviation of 1.62 to confirm if the risk estimate we provide is consistent with the expected return of 0.0569%. Volkswagen has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Volkswagen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Volkswagen is expected to be smaller as well. Volkswagen AG VZO right now has a risk of 1.71%. Please validate Volkswagen treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Volkswagen will be following its existing price patterns.
Auto-correlation | -0.67 |
Very good reverse predictability
Volkswagen AG VZO has very good reverse predictability. Overlapping area represents the amount of predictability between Volkswagen time series from 28th of June 2023 to 25th of November 2023 and 25th of November 2023 to 23rd of April 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 Volkswagen AG VZO price movement. The serial correlation of -0.67 indicates that around 67.0% of current Volkswagen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 26.72 |
Volkswagen AG VZO lagged returns against current returns
Autocorrelation, which is Volkswagen pink sheet'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 Volkswagen's pink sheet expected returns. We can calculate the autocorrelation of Volkswagen returns to help us make a trade decision. For example, suppose you find that Volkswagen has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Volkswagen 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 Volkswagen pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volkswagen pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volkswagen pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Volkswagen Lagged Returns
When evaluating Volkswagen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volkswagen pink sheet have on its future price. Volkswagen 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, Volkswagen autocorrelation shows the relationship between Volkswagen pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Volkswagen AG VZO.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Volkswagen in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Volkswagen's short interest history, or implied volatility extrapolated from Volkswagen options trading.
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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.Check out Volkswagen Correlation, Volkswagen Volatility and Volkswagen Alpha and Beta module to complement your research on Volkswagen. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Complementary Tools for Volkswagen Pink Sheet analysis
When running Volkswagen's price analysis, check to measure Volkswagen'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 Volkswagen is operating at the current time. Most of Volkswagen's value examination focuses on studying past and present price action to predict the probability of Volkswagen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Volkswagen's price. Additionally, you may evaluate how the addition of Volkswagen to your portfolios can decrease your overall portfolio volatility.
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Volkswagen 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.