Vastned Retail's market value is the price at which a share of Vastned Retail trades on a public exchange. It measures the collective expectations of Vastned Retail NV investors about its performance. Vastned Retail is selling for under 21.78 as of the 5th of January 2025; that is No Change since the beginning of the trading day. The stock's lowest day price was 21.78. With this module, you can estimate the performance of a buy and hold strategy of Vastned Retail NV and determine expected loss or profit from investing in Vastned Retail over a given investment horizon. Check out Vastned Retail Correlation, Vastned Retail Volatility and Vastned Retail Alpha and Beta module to complement your research on Vastned Retail.
Please note, there is a significant difference between Vastned Retail's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vastned Retail is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vastned Retail's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
0.00
11/06/2024
No Change 0.00
0.0
In 2 months and 1 day
01/05/2025
0.00
If you would invest 0.00 in Vastned Retail on November 6, 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 60 days. Vastned Retail is related to or competes with Chocoladefabriken, National Atomic, OTP Bank, Samsung Electronics, Samsung Electronics, Toyota, and Komercni Banka. Vastned Retail is entity of United Kingdom 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.
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.
Vastned Retail NV owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0479, which indicates the firm had a -0.0479% return per unit of risk over the last 3 months. Vastned Retail NV exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vastned Retail's Variance of 0.9164, coefficient of variation of (2,353), and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.0055, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vastned Retail's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vastned Retail is expected to be smaller as well. At this point, Vastned Retail NV has a negative expected return of -0.0471%. Please make sure to validate Vastned Retail's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Vastned Retail NV performance from the past will be repeated at some point in the near future.
Auto-correlation
0.65
Good predictability
Vastned Retail NV has good predictability. Overlapping area represents the amount of predictability between Vastned Retail time series from 6th of November 2024 to 6th of December 2024 and 6th of December 2024 to 5th of January 2025. 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 0.65 indicates that roughly 65.0% of current Vastned Retail price fluctuation can be explain by its past prices.
Correlation Coefficient
0.65
Spearman Rank Test
0.3
Residual Average
0.0
Price Variance
0.4
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
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.
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.