Vallourec (France) Price on December 22, 2023
| VK Stock | EUR 16.52 0.13 0.79% |
If you're considering investing in Vallourec Stock, it is important to understand the factors that can impact its price. As of today, the current price of Vallourec stands at 16.52, as last reported on the 4th of December, with the highest price reaching 16.59 and the lowest price hitting 16.39 during the day. Vallourec appears to be not too volatile, given 3 months investment horizon. Vallourec owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for Vallourec, which you can use to evaluate the volatility of the company. Please review Vallourec's Semi Deviation of 1.72, risk adjusted performance of 0.1042, and Coefficient Of Variation of 779.5 to confirm if our risk estimates are consistent with your expectations.
Vallourec Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Vallourec |
Sharpe Ratio = 0.1475
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | VK | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.06 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.3 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Vallourec is performing at about 11% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vallourec by adding it to a well-diversified portfolio.
Vallourec Valuation on December 22, 2023
It is possible to determine the worth of Vallourec on a given historical date. On December 22, 2023 Vallourec was worth 14.4 at the beginning of the trading date compared to the closed value of 14.31. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Vallourec stock. Still, in general, we apply an absolute valuation method to find Vallourec's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Vallourec where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Vallourec's related companies.
| Open | High | Low | Close | Volume | |
| 14.28 | 14.42 | 13.99 | 14.39 | 747,464 | |
12/22/2023 | 14.40 | 14.45 | 14.22 | 14.31 | 377,784 |
| 14.45 | 14.67 | 14.34 | 14.37 | 713,382 |
| Backtest Vallourec | | | Vallourec History | | | Vallourec Valuation | Previous | Next |
Vallourec Trading Date Momentum on December 22, 2023
| On December 27 2023 Vallourec was traded for 14.37 at the closing time. The highest daily price throughout the period was 14.67 and the lowest price was 14.34 . The daily volume was 713.4 K. The net trading volume on 12/27/2023 added to the next day price jump. The trading price change to closing price of the next trading day was 0.42% . The trading price change to current closing price is 0.77% . |
Vallourec Fundamentals Correlations and Trends
By evaluating Vallourec's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Vallourec's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Vallourec financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Vallourec Stock history
Vallourec investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Vallourec is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Vallourec will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Vallourec stock prices may prove useful in developing a viable investing in Vallourec
Vallourec S.A., through its subsidiaries, provides tubular solutions for oil and gas, industry, and power generation in Europe, North America, South America, Asia, the Middle East, and internationally. Vallourec S.A. was founded in 1899 and is headquartered in Boulogne-Billancourt, France. VALLOUREC operates under Steel Production And Products classification in France and is traded on Paris Stock Exchange. It employs 17000 people.
Vallourec Stock Technical Analysis
Vallourec 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.
Price Boundaries
Vallourec Period Price Range
Low | December 4, 2024
| High |
0.00 | 0.00 |
Vallourec cannot be verified against its exchange. Please verify the symbol is currently traded on Euronext Paris. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Vallourec December 4, 2024 Market Strength
Market strength indicators help investors to evaluate how Vallourec stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vallourec shares will generate the highest return on investment. By undertsting and applying Vallourec stock market strength indicators, traders can identify Vallourec entry and exit signals to maximize returns
Vallourec Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Vallourec's price direction in advance. Along with the technical and fundamental analysis of Vallourec Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Vallourec to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1042 | |||
| Jensen Alpha | 0.2388 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0738 | |||
| Treynor Ratio | 1.7 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for Vallourec Stock analysis
When running Vallourec's price analysis, check to measure Vallourec'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 Vallourec is operating at the current time. Most of Vallourec's value examination focuses on studying past and present price action to predict the probability of Vallourec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vallourec's price. Additionally, you may evaluate how the addition of Vallourec to your portfolios can decrease your overall portfolio volatility.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |