Vastned Retail (Netherlands) Market Value
| VASTN Stock | EUR 22.10 0.30 1.38% |
| Symbol | Vastned |
Vastned Retail '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 Vastned Retail'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 Vastned Retail.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Vastned Retail on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Vastned Retail NV or generate 0.0% return on investment in Vastned Retail over 30 days. Vastned Retail is related to or competes with NSI NV, Klepierre, and Koninklijke BAM. Vastned is a listed European retail property company focusing on venues for premium shopping More
Vastned Retail 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 Vastned Retail'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 Vastned Retail NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9638 | |||
| Information Ratio | 0.0399 | |||
| Maximum Drawdown | 6.46 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.11 |
Vastned Retail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vastned Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vastned Retail's standard deviation. In reality, there are many statistical measures that can use Vastned Retail historical prices to predict the future Vastned Retail's volatility.| Risk Adjusted Performance | 0.0676 | |||
| Jensen Alpha | 0.1192 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0455 | |||
| Treynor Ratio | (0.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vastned Retail'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.
Vastned Retail NV Backtested Returns
We consider Vastned Retail very steady. Vastned Retail NV owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0996, which indicates the firm had a 0.0996% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vastned Retail NV, which you can use to evaluate the volatility of the company. Please validate Vastned Retail's Coefficient Of Variation of 978.21, risk adjusted performance of 0.0676, and Semi Deviation of 0.7099 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Vastned Retail has a performance score of 7 on a scale of 0 to 100. The entity has a beta of -0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vastned Retail are expected to decrease at a much lower rate. During the bear market, Vastned Retail is likely to outperform the market. Vastned Retail NV right now has a risk of 1.06%. Please validate Vastned Retail downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Vastned Retail will be following its existing price patterns.
Auto-correlation | -0.48 |
Modest reverse predictability
Vastned Retail NV has modest reverse predictability. Overlapping area represents the amount of predictability between Vastned Retail time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Vastned Retail NV price movement. The serial correlation of -0.48 indicates that about 48.0% of current Vastned Retail price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Vastned Retail NV lagged returns against current returns
Autocorrelation, which is Vastned Retail 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 Vastned Retail's stock expected returns. We can calculate the autocorrelation of Vastned Retail returns to help us make a trade decision. For example, suppose you find that Vastned Retail has exhibited high autocorrelation historically, and you observe that the 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 |
Vastned Retail 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 Vastned Retail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vastned Retail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vastned Retail stock over time.
Current vs Lagged Prices |
| Timeline |
Vastned Retail Lagged Returns
When evaluating Vastned Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vastned Retail stock have on its future price. Vastned Retail 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, Vastned Retail autocorrelation shows the relationship between Vastned Retail stock current value and its past values and can show if there is a momentum factor associated with investing in Vastned Retail NV.
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 Vastned Retail 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, Vastned Retail's short interest history, or implied volatility extrapolated from Vastned Retail 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 Vastned Retail Correlation, Vastned Retail Volatility and Vastned Retail Alpha and Beta module to complement your research on Vastned Retail. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for Vastned Stock analysis
When running Vastned Retail's price analysis, check to measure Vastned Retail'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 Vastned Retail is operating at the current time. Most of Vastned Retail's value examination focuses on studying past and present price action to predict the probability of Vastned Retail's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vastned Retail's price. Additionally, you may evaluate how the addition of Vastned Retail to your portfolios can decrease your overall portfolio volatility.
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Vastned Retail 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.