Vivotek's market value is the price at which a share of Vivotek trades on a public exchange. It measures the collective expectations of Vivotek investors about its performance. Vivotek is selling for under 113.00 as of the 7th of January 2025; that is 0.44 percent decrease since the beginning of the trading day. The stock's lowest day price was 112.0. With this module, you can estimate the performance of a buy and hold strategy of Vivotek and determine expected loss or profit from investing in Vivotek over a given investment horizon. Check out Vivotek Correlation, Vivotek Volatility and Vivotek Alpha and Beta module to complement your research on Vivotek.
Please note, there is a significant difference between Vivotek's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vivotek is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vivotek'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.
Vivotek '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 Vivotek'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 Vivotek.
0.00
12/08/2024
No Change 0.00
0.0
In 30 days
01/07/2025
0.00
If you would invest 0.00 in Vivotek on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding Vivotek or generate 0.0% return on investment in Vivotek over 30 days. Vivotek is related to or competes with GeoVision, Sercomm Corp, Global Unichip, Flytech Technology, and Arcadyan Technology. Vivotek Inc. provides security surveillance solutions worldwide More
Vivotek 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 Vivotek'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 Vivotek 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 Vivotek's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vivotek's standard deviation. In reality, there are many statistical measures that can use Vivotek historical prices to predict the future Vivotek's volatility.
Vivotek owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0224, which indicates the firm had a -0.0224% return per unit of risk over the last 3 months. Vivotek exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vivotek's Variance of 4.36, risk adjusted performance of (0.04), and Coefficient Of Variation of (1,634) to confirm the risk estimate we provide. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vivotek's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vivotek is expected to be smaller as well. At this point, Vivotek has a negative expected return of -0.047%. Please make sure to validate Vivotek's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Vivotek performance from the past will be repeated at some point in the near future.
Auto-correlation
0.48
Average predictability
Vivotek has average predictability. Overlapping area represents the amount of predictability between Vivotek time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th 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 Vivotek price movement. The serial correlation of 0.48 indicates that about 48.0% of current Vivotek price fluctuation can be explain by its past prices.
Correlation Coefficient
0.48
Spearman Rank Test
0.21
Residual Average
0.0
Price Variance
7.19
Vivotek lagged returns against current returns
Autocorrelation, which is Vivotek 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 Vivotek's stock expected returns. We can calculate the autocorrelation of Vivotek returns to help us make a trade decision. For example, suppose you find that Vivotek 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
Vivotek 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 Vivotek stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vivotek stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vivotek stock over time.
Current vs Lagged Prices
Timeline
Vivotek Lagged Returns
When evaluating Vivotek's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vivotek stock have on its future price. Vivotek 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, Vivotek autocorrelation shows the relationship between Vivotek stock current value and its past values and can show if there is a momentum factor associated with investing in Vivotek.
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 Vivotek's price analysis, check to measure Vivotek'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 Vivotek is operating at the current time. Most of Vivotek's value examination focuses on studying past and present price action to predict the probability of Vivotek's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vivotek's price. Additionally, you may evaluate how the addition of Vivotek to your portfolios can decrease your overall portfolio volatility.