Valeo Se Stock Market Value
| VLEEF Stock | USD 11.50 1.65 12.55% |
| Symbol | Valeo |
Valeo SE '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 Valeo SE'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 Valeo SE.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in Valeo SE on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding Valeo SE or generate 0.0% return on investment in Valeo SE over 30 days. Valeo SE is related to or competes with Mobileye Global, and Aptiv PLC. Valeo SE designs, produces, and sells components, systems, and services for automakers in France, other European countri... More
Valeo SE 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 Valeo SE'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 Valeo SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 15.02 | |||
| Value At Risk | (4.73) | |||
| Potential Upside | 2.73 |
Valeo SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valeo SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valeo SE's standard deviation. In reality, there are many statistical measures that can use Valeo SE historical prices to predict the future Valeo SE's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | 2.32 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Valeo SE'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.
Valeo SE Backtested Returns
Valeo SE owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0477, which indicates the firm had a -0.0477% return per unit of risk over the last 3 months. Valeo SE exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Valeo SE's Coefficient Of Variation of (845.18), risk adjusted performance of (0.07), and Variance of 7.24 to confirm the risk estimate we provide. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Valeo SE are expected to decrease at a much lower rate. During the bear market, Valeo SE is likely to outperform the market. Valeo SE has an expected return of -0.12%. Please make sure to validate Valeo SE kurtosis, and the relationship between the maximum drawdown and day median price , to decide if Valeo SE performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Valeo SE has poor predictability. Overlapping area represents the amount of predictability between Valeo SE time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 to 18th 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 Valeo SE price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Valeo SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Valeo SE lagged returns against current returns
Autocorrelation, which is Valeo SE 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 Valeo SE's pink sheet expected returns. We can calculate the autocorrelation of Valeo SE returns to help us make a trade decision. For example, suppose you find that Valeo SE 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 |
Valeo SE 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 Valeo SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valeo SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valeo SE pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Valeo SE Lagged Returns
When evaluating Valeo SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valeo SE pink sheet have on its future price. Valeo SE 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, Valeo SE autocorrelation shows the relationship between Valeo SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Valeo SE.
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 Valeo SE 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, Valeo SE's short interest history, or implied volatility extrapolated from Valeo SE options trading.
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.Check out Valeo SE Correlation, Valeo SE Volatility and Valeo SE Alpha and Beta module to complement your research on Valeo SE. Note that the Valeo SE information on this page should be used as a complementary analysis to other Valeo SE's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for Valeo Pink Sheet analysis
When running Valeo SE's price analysis, check to measure Valeo SE'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 Valeo SE is operating at the current time. Most of Valeo SE's value examination focuses on studying past and present price action to predict the probability of Valeo SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valeo SE's price. Additionally, you may evaluate how the addition of Valeo SE to your portfolios can decrease your overall portfolio volatility.
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |
Valeo SE 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.