VERTIV HOLCL (Germany) Market Value
| 49V Stock | EUR 94.80 8.26 9.54% |
| Symbol | VERTIV |
VERTIV HOLCL '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 VERTIV HOLCL'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 VERTIV HOLCL.
| 12/29/2024 |
| 02/27/2025 |
If you would invest 0.00 in VERTIV HOLCL on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding VERTIV HOLCL A or generate 0.0% return on investment in VERTIV HOLCL over 60 days. VERTIV HOLCL is related to or competes with AGNC Investment, Apollo Investment, Yanzhou Coal, and New Residential. Vertiv Holdings Co, together with its subsidiaries, designs, manufactures, and services critical digital infrastructure ... More
VERTIV HOLCL 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 VERTIV HOLCL'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 VERTIV HOLCL A upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 37.3 | |||
| Value At Risk | (6.71) | |||
| Potential Upside | 5.7 |
VERTIV HOLCL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VERTIV HOLCL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VERTIV HOLCL's standard deviation. In reality, there are many statistical measures that can use VERTIV HOLCL historical prices to predict the future VERTIV HOLCL's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.53) |
VERTIV HOLCL A Backtested Returns
VERTIV HOLCL A owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0457, which indicates the firm had a -0.0457 % return per unit of standard deviation over the last 3 months. VERTIV HOLCL A exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VERTIV HOLCL's risk adjusted performance of (0.04), and Variance of 28.82 to confirm the risk estimate we provide. The entity has a beta of 0.64, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VERTIV HOLCL's returns are expected to increase less than the market. However, during the bear market, the loss of holding VERTIV HOLCL is expected to be smaller as well. At this point, VERTIV HOLCL A has a negative expected return of -0.25%. Please make sure to validate VERTIV HOLCL's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if VERTIV HOLCL A performance from the past will be repeated at future time.
Auto-correlation | 0.28 |
Poor predictability
VERTIV HOLCL A has poor predictability. Overlapping area represents the amount of predictability between VERTIV HOLCL time series from 29th of December 2024 to 28th of January 2025 and 28th of January 2025 to 27th of February 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 VERTIV HOLCL A price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current VERTIV HOLCL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 68.42 |
VERTIV HOLCL A lagged returns against current returns
Autocorrelation, which is VERTIV HOLCL 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 VERTIV HOLCL's stock expected returns. We can calculate the autocorrelation of VERTIV HOLCL returns to help us make a trade decision. For example, suppose you find that VERTIV HOLCL 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 |
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VERTIV HOLCL 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 VERTIV HOLCL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VERTIV HOLCL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VERTIV HOLCL stock over time.
Current vs Lagged Prices |
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VERTIV HOLCL Lagged Returns
When evaluating VERTIV HOLCL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VERTIV HOLCL stock have on its future price. VERTIV HOLCL 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, VERTIV HOLCL autocorrelation shows the relationship between VERTIV HOLCL stock current value and its past values and can show if there is a momentum factor associated with investing in VERTIV HOLCL A.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in VERTIV Stock
VERTIV HOLCL financial ratios help investors to determine whether VERTIV Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in VERTIV with respect to the benefits of owning VERTIV HOLCL security.