Virtu Financial (Germany) Market Value
| 0VF Stock | EUR 34.80 0.40 1.14% |
| Symbol | Virtu |
Virtu Financial '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 Virtu Financial'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 Virtu Financial.
| 01/17/2023 |
| 01/06/2025 |
If you would invest 0.00 in Virtu Financial on January 17, 2023 and sell it all today you would earn a total of 0.00 from holding Virtu Financial or generate 0.0% return on investment in Virtu Financial over 720 days. Virtu Financial is related to or competes with Alstria Office, ADDUS HOMECARE, American Homes, Hisense Home, Taylor Morrison, Infrastrutture Wireless, and Neinor Homes. Virtu Financial, Inc., together with its subsidiaries, provides market making and liquidity services through its proprie... More
Virtu Financial 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 Virtu Financial'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 Virtu Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | 0.1973 | |||
| Maximum Drawdown | 8.96 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 3.17 |
Virtu Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtu Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtu Financial's standard deviation. In reality, there are many statistical measures that can use Virtu Financial historical prices to predict the future Virtu Financial's volatility.| Risk Adjusted Performance | 0.1754 | |||
| Jensen Alpha | 0.3804 | |||
| Total Risk Alpha | 0.3522 | |||
| Sortino Ratio | 0.1855 | |||
| Treynor Ratio | 36.95 |
Virtu Financial Backtested Returns
Virtu Financial appears to be very steady, given 3 months investment horizon. Virtu Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Virtu Financial, which you can use to evaluate the volatility of the company. Please review Virtu Financial's Semi Deviation of 1.38, coefficient of variation of 477.87, and Risk Adjusted Performance of 0.1754 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Virtu Financial holds a performance score of 13. The entity has a beta of 0.0103, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Virtu Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Virtu Financial is expected to be smaller as well. Please check Virtu Financial's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether Virtu Financial's existing price patterns will revert.
Auto-correlation | 0.28 |
Poor predictability
Virtu Financial has poor predictability. Overlapping area represents the amount of predictability between Virtu Financial time series from 17th of January 2023 to 12th of January 2024 and 12th of January 2024 to 6th 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 Virtu Financial price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Virtu Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 39.44 |
Virtu Financial lagged returns against current returns
Autocorrelation, which is Virtu Financial 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 Virtu Financial's stock expected returns. We can calculate the autocorrelation of Virtu Financial returns to help us make a trade decision. For example, suppose you find that Virtu Financial 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 |
Virtu Financial 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 Virtu Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virtu Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virtu Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Virtu Financial Lagged Returns
When evaluating Virtu Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virtu Financial stock have on its future price. Virtu Financial 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, Virtu Financial autocorrelation shows the relationship between Virtu Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Virtu Financial.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Virtu Stock
When determining whether Virtu Financial is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Virtu Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Virtu Financial Stock. Highlighted below are key reports to facilitate an investment decision about Virtu Financial Stock:Check out Virtu Financial Correlation, Virtu Financial Volatility and Virtu Financial Alpha and Beta module to complement your research on Virtu Financial. For more detail on how to invest in Virtu Stock please use our How to Invest in Virtu Financial guide.You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Virtu Financial 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.