Koninklijke Vopak Nv Stock Market Value
| VOPKF Stock | USD 39.30 2.16 5.82% |
| Symbol | Koninklijke |
Koninklijke Vopak '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 Koninklijke Vopak'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 Koninklijke Vopak.
| 04/02/2024 |
| 05/02/2024 |
If you would invest 0.00 in Koninklijke Vopak on April 2, 2024 and sell it all today you would earn a total of 0.00 from holding Koninklijke Vopak NV or generate 0.0% return on investment in Koninklijke Vopak over 30 days. Koninklijke Vopak is related to or competes with Summit Midstream, EnLink Midstream, Kinetik Holdings, Overseas Shipholding, Plains All, NuStar Energy, and Genesis Energy. Koninklijke Vopak N.V., an independent tank storage company, stores and handles liquid chemicals, gases and LNG, oil pro... More
Koninklijke Vopak 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 Koninklijke Vopak'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 Koninklijke Vopak NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.26 | |||
| Information Ratio | 0.1397 | |||
| Maximum Drawdown | 16.9 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 4.53 |
Koninklijke Vopak Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koninklijke Vopak's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Koninklijke Vopak's standard deviation. In reality, there are many statistical measures that can use Koninklijke Vopak historical prices to predict the future Koninklijke Vopak's volatility.| Risk Adjusted Performance | 0.1138 | |||
| Jensen Alpha | 0.3417 | |||
| Total Risk Alpha | 0.1901 | |||
| Sortino Ratio | 0.1289 | |||
| Treynor Ratio | (2.88) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Koninklijke Vopak'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.
Koninklijke Vopak Backtested Returns
Koninklijke Vopak appears to be very steady, given 3 months investment horizon. Koninklijke Vopak has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Koninklijke Vopak, which you can use to evaluate the volatility of the firm. Please exercise Koninklijke Vopak's Mean Deviation of 0.9085, downside deviation of 2.26, and Risk Adjusted Performance of 0.1138 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Koninklijke Vopak holds a performance score of 13. The company secures a Beta (Market Risk) of -0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Koninklijke Vopak are expected to decrease at a much lower rate. During the bear market, Koninklijke Vopak is likely to outperform the market. Please check Koninklijke Vopak's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Koninklijke Vopak's current price movements will revert.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 1.32 |
Koninklijke Vopak lagged returns against current returns
Autocorrelation, which is Koninklijke Vopak 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 Koninklijke Vopak's pink sheet expected returns. We can calculate the autocorrelation of Koninklijke Vopak returns to help us make a trade decision. For example, suppose you find that Koninklijke Vopak 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 |
Koninklijke Vopak 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 Koninklijke Vopak pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Koninklijke Vopak pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Koninklijke Vopak pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Koninklijke Vopak Lagged Returns
When evaluating Koninklijke Vopak's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Koninklijke Vopak pink sheet have on its future price. Koninklijke Vopak 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, Koninklijke Vopak autocorrelation shows the relationship between Koninklijke Vopak pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Koninklijke Vopak 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 Koninklijke Vopak 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, Koninklijke Vopak's short interest history, or implied volatility extrapolated from Koninklijke Vopak 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.| MSFT | Microsoft | |
| CRM | Salesforce | |
| GOOG | Alphabet Inc Class C |
Check out Koninklijke Vopak Correlation, Koninklijke Vopak Volatility and Koninklijke Vopak Alpha and Beta module to complement your research on Koninklijke Vopak. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Complementary Tools for Koninklijke Pink Sheet analysis
When running Koninklijke Vopak's price analysis, check to measure Koninklijke Vopak'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 Koninklijke Vopak is operating at the current time. Most of Koninklijke Vopak's value examination focuses on studying past and present price action to predict the probability of Koninklijke Vopak's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Koninklijke Vopak's price. Additionally, you may evaluate how the addition of Koninklijke Vopak to your portfolios can decrease your overall portfolio volatility.
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope |
Koninklijke Vopak 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.