Vat Group Ag Stock Market Value
| VTTGF Stock | USD 465.75 1.95 0.42% |
| Symbol | VAT |
VAT Group '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 VAT Group'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 VAT Group.
| 03/23/2024 |
| 09/19/2024 |
If you would invest 0.00 in VAT Group on March 23, 2024 and sell it all today you would earn a total of 0.00 from holding VAT Group AG or generate 0.0% return on investment in VAT Group over 180 days. VAT Group is related to or competes with American Axle, Lear, Commercial Vehicle, Adient PLC, Gentex, Quantumscape Corp, and Mobileye Global. VAT Group AG, together with its subsidiaries, develops, manufactures, and supplies vacuum valves in Switzerland, rest of... More
VAT Group 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 VAT Group'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 VAT Group AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 19.93 | |||
| Value At Risk | (4.03) | |||
| Potential Upside | 0.4204 |
VAT Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VAT Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VAT Group's standard deviation. In reality, there are many statistical measures that can use VAT Group historical prices to predict the future VAT Group's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VAT Group'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.
VAT Group AG Backtested Returns
VAT Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0457, which indicates the company had a -0.0457% return per unit of risk over the last 3 months. VAT Group AG exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VAT Group's standard deviation of 2.41, and Market Risk Adjusted Performance of (0.37) to confirm the risk estimate we provide. The firm has a beta of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VAT Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding VAT Group is expected to be smaller as well. At this point, VAT Group AG has a negative expected return of -0.11%. Please make sure to validate VAT Group's treynor ratio, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if VAT Group AG performance from the past will be repeated at future time.
Auto-correlation | 0.00 |
No correlation between past and present
VAT Group AG has no correlation between past and present. Overlapping area represents the amount of predictability between VAT Group time series from 23rd of March 2024 to 21st of June 2024 and 21st of June 2024 to 19th of September 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 VAT Group AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current VAT Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 595.11 |
VAT Group AG lagged returns against current returns
Autocorrelation, which is VAT Group 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 VAT Group's pink sheet expected returns. We can calculate the autocorrelation of VAT Group returns to help us make a trade decision. For example, suppose you find that VAT Group 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 |
VAT Group 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 VAT Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VAT Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VAT Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
VAT Group Lagged Returns
When evaluating VAT Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VAT Group pink sheet have on its future price. VAT Group 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, VAT Group autocorrelation shows the relationship between VAT Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in VAT Group AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in VAT Pink Sheet
VAT Group financial ratios help investors to determine whether VAT Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in VAT with respect to the benefits of owning VAT Group security.