Voyageurs' market value is the price at which a share of Voyageurs trades on a public exchange. It measures the collective expectations of Voyageurs du Monde investors about its performance. Voyageurs is selling at 147.80 as of the 12th of January 2025; that is 0.14% up since the beginning of the trading day. The stock's last reported lowest price was 147.6. With this module, you can estimate the performance of a buy and hold strategy of Voyageurs du Monde and determine expected loss or profit from investing in Voyageurs over a given investment horizon. Check out Voyageurs Correlation, Voyageurs Volatility and Voyageurs Alpha and Beta module to complement your research on Voyageurs.
Please note, there is a significant difference between Voyageurs' value and its price as these two are different measures arrived at by different means. Investors typically determine if Voyageurs is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Voyageurs' 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.
Voyageurs '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 Voyageurs' 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 Voyageurs.
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01/18/2024
No Change 0.00
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In 11 months and 27 days
01/12/2025
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If you would invest 0.00 in Voyageurs on January 18, 2024 and sell it all today you would earn a total of 0.00 from holding Voyageurs du Monde or generate 0.0% return on investment in Voyageurs over 360 days. Voyageurs is related to or competes with SA Catana, Reworld Media, Biosynex, Moulinvest, and Groupe LDLC. Voyageurs du Monde SA provides travel services in France and internationally More
Voyageurs 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 Voyageurs' 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 Voyageurs du Monde 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 Voyageurs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voyageurs' standard deviation. In reality, there are many statistical measures that can use Voyageurs historical prices to predict the future Voyageurs' volatility.
Currently, Voyageurs du Monde is very steady. Voyageurs du Monde owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0505, which indicates the firm had a 0.0505% return per unit of risk over the last 3 months. We have found thirty technical indicators for Voyageurs du Monde, which you can use to evaluate the volatility of the company. Please validate Voyageurs' Semi Deviation of 1.47, risk adjusted performance of 0.053, and Coefficient Of Variation of 1727.89 to confirm if the risk estimate we provide is consistent with the expected return of 0.0906%. Voyageurs has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Voyageurs are expected to decrease at a much lower rate. During the bear market, Voyageurs is likely to outperform the market. Voyageurs du Monde right now has a risk of 1.8%. Please validate Voyageurs downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Voyageurs will be following its existing price patterns.
Auto-correlation
-0.53
Good reverse predictability
Voyageurs du Monde has good reverse predictability. Overlapping area represents the amount of predictability between Voyageurs time series from 18th of January 2024 to 16th of July 2024 and 16th of July 2024 to 12th 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 Voyageurs du Monde price movement. The serial correlation of -0.53 indicates that about 53.0% of current Voyageurs price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.53
Spearman Rank Test
-0.47
Residual Average
0.0
Price Variance
59.49
Voyageurs du Monde lagged returns against current returns
Autocorrelation, which is Voyageurs 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 Voyageurs' stock expected returns. We can calculate the autocorrelation of Voyageurs returns to help us make a trade decision. For example, suppose you find that Voyageurs 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
Voyageurs 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 Voyageurs stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voyageurs stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Voyageurs stock over time.
Current vs Lagged Prices
Timeline
Voyageurs Lagged Returns
When evaluating Voyageurs' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voyageurs stock have on its future price. Voyageurs 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, Voyageurs autocorrelation shows the relationship between Voyageurs stock current value and its past values and can show if there is a momentum factor associated with investing in Voyageurs du Monde.
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 Voyageurs' price analysis, check to measure Voyageurs' 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 Voyageurs is operating at the current time. Most of Voyageurs' value examination focuses on studying past and present price action to predict the probability of Voyageurs' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Voyageurs' price. Additionally, you may evaluate how the addition of Voyageurs to your portfolios can decrease your overall portfolio volatility.