V One (Korea) Market Value
| 251630 Stock | 4,525 205.00 4.75% |
| Symbol | 251630 |
V One '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 V One'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 V One.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in V One on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding V One Tech Co or generate 0.0% return on investment in V One over 90 days.
V One 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 V One'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 V One Tech Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.5 | |||
| Information Ratio | 0.1345 | |||
| Maximum Drawdown | 14.22 | |||
| Value At Risk | (4.37) | |||
| Potential Upside | 5.04 |
V One Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for V One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as V One's standard deviation. In reality, there are many statistical measures that can use V One historical prices to predict the future V One's volatility.| Risk Adjusted Performance | 0.0943 | |||
| Jensen Alpha | 0.2196 | |||
| Total Risk Alpha | 0.6423 | |||
| Sortino Ratio | 0.1553 | |||
| Treynor Ratio | (0.50) |
V One Tech Backtested Returns
V One appears to be very steady, given 3 months investment horizon. V One Tech owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the company had a 0.1 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for V One Tech Co, which you can use to evaluate the volatility of the entity. Please review V One's Market Risk Adjusted Performance of (0.49), downside deviation of 2.5, and Risk Adjusted Performance of 0.0943 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, V One holds a performance score of 7. The firm has a beta of -0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning V One are expected to decrease at a much lower rate. During the bear market, V One is likely to outperform the market. Please check V One's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether V One's existing price patterns will revert.
Auto-correlation | -0.63 |
Very good reverse predictability
V One Tech Co has very good reverse predictability. Overlapping area represents the amount of predictability between V One time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 V One Tech price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current V One price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 94 K |
V One Tech lagged returns against current returns
Autocorrelation, which is V One 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 V One's stock expected returns. We can calculate the autocorrelation of V One returns to help us make a trade decision. For example, suppose you find that V One 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 |
V One 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 V One stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if V One stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in V One stock over time.
Current vs Lagged Prices |
| Timeline |
V One Lagged Returns
When evaluating V One's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of V One stock have on its future price. V One 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, V One autocorrelation shows the relationship between V One stock current value and its past values and can show if there is a momentum factor associated with investing in V One Tech Co.
Regressed Prices |
| Timeline |
Pair Trading with V One
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if V One position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in V One will appreciate offsetting losses from the drop in the long position's value.Moving together with 251630 Stock
Moving against 251630 Stock
The ability to find closely correlated positions to V One could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace V One when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back V One - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling V One Tech Co to buy it.
The correlation of V One is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as V One moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if V One Tech moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for V One can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.