Victory Square Technologies Stock Market Value
| VSQTF Stock | USD 0.09 0 2.62% |
| Symbol | Victory |
Victory Square '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 Victory Square's otc 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 Victory Square.
| 05/04/2022 |
| 04/23/2024 |
If you would invest 0.00 in Victory Square on May 4, 2022 and sell it all today you would earn a total of 0.00 from holding Victory Square Technologies or generate 0.0% return on investment in Victory Square over 720 days. Victory Square is related to or competes with GameSquare Holdings, Nexon Co, IGG, and Leaf Mobile. Victory Square Technologies Inc. is a private equity and venture capital firm specializing in incubation, acquisition an... More
Victory Square 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 Victory Square's otc 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 Victory Square Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 26.11 | |||
| Value At Risk | (7.41) | |||
| Potential Upside | 7.07 |
Victory Square Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victory Square's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victory Square's standard deviation. In reality, there are many statistical measures that can use Victory Square historical prices to predict the future Victory Square's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.83) | |||
| Treynor Ratio | 0.1801 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Victory Square'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.
Victory Square Techn Backtested Returns
Victory Square Techn owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0454, which indicates the firm had a -0.0454% return per unit of risk over the last 3 months. Victory Square Technologies exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Victory Square's Coefficient Of Variation of (2,204), variance of 22.4, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of -1.25, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Victory Square are expected to decrease by larger amounts. On the other hand, during market turmoil, Victory Square is expected to outperform it. Victory Square Techn has an expected return of -0.21%. Please make sure to validate Victory Square maximum drawdown, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Victory Square Techn performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.66 |
Good predictability
Victory Square Technologies has good predictability. Overlapping area represents the amount of predictability between Victory Square time series from 4th of May 2022 to 29th of April 2023 and 29th of April 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 Victory Square Techn price movement. The serial correlation of 0.66 indicates that around 66.0% of current Victory Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Victory Square Techn lagged returns against current returns
Autocorrelation, which is Victory Square otc 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 Victory Square's otc stock expected returns. We can calculate the autocorrelation of Victory Square returns to help us make a trade decision. For example, suppose you find that Victory Square has exhibited high autocorrelation historically, and you observe that the otc 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 |
Victory Square 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 Victory Square otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victory Square otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victory Square otc stock over time.
Current vs Lagged Prices |
| Timeline |
Victory Square Lagged Returns
When evaluating Victory Square's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victory Square otc stock have on its future price. Victory Square 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, Victory Square autocorrelation shows the relationship between Victory Square otc stock current value and its past values and can show if there is a momentum factor associated with investing in Victory Square Technologies.
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 Victory Square 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, Victory Square's short interest history, or implied volatility extrapolated from Victory Square 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 Victory Square Correlation, Victory Square Volatility and Victory Square Alpha and Beta module to complement your research on Victory Square. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for Victory OTC Stock analysis
When running Victory Square's price analysis, check to measure Victory Square'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 Victory Square is operating at the current time. Most of Victory Square's value examination focuses on studying past and present price action to predict the probability of Victory Square's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Victory Square's price. Additionally, you may evaluate how the addition of Victory Square to your portfolios can decrease your overall portfolio volatility.
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Victory Square technical otc 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, otc market cycles, or different charting patterns.