Valeo SA (France) Market Value

FR Stock  EUR 10.02  1.27  11.25%   
Valeo SA's market value is the price at which a share of Valeo SA trades on a public exchange. It measures the collective expectations of Valeo SA investors about its performance. Valeo SA is trading at 10.02 as of the 1st of March 2025, a 11.25% down since the beginning of the trading day. The stock's open price was 11.29.
With this module, you can estimate the performance of a buy and hold strategy of Valeo SA and determine expected loss or profit from investing in Valeo SA over a given investment horizon. Check out Valeo SA Correlation, Valeo SA Volatility and Valeo SA Alpha and Beta module to complement your research on Valeo SA.
Symbol

Please note, there is a significant difference between Valeo SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Valeo SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valeo SA'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.

Valeo SA '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 Valeo SA'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 Valeo SA.
0.00
03/12/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/01/2025
0.00
If you would invest  0.00  in Valeo SA on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Valeo SA or generate 0.0% return on investment in Valeo SA over 720 days. Valeo SA is related to or competes with Compagnie Generale, Renault SA, and Compagnie. Valeo SE designs, produces, and sells components, systems, and services for automakers in France, other European countri... More

Valeo SA 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 Valeo SA'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 Valeo SA upside and downside potential and time the market with a certain degree of confidence.

Valeo SA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Valeo SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valeo SA's standard deviation. In reality, there are many statistical measures that can use Valeo SA historical prices to predict the future Valeo SA's volatility.
Hype
Prediction
LowEstimatedHigh
7.0610.0212.98
Details
Intrinsic
Valuation
LowRealHigh
5.268.2211.18
Details

Valeo SA Backtested Returns

Valeo SA appears to be somewhat reliable, given 3 months investment horizon. Valeo SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Valeo SA, which you can use to evaluate the volatility of the company. Please review Valeo SA's Risk Adjusted Performance of 0.0981, coefficient of variation of 812.13, and Semi Deviation of 2.54 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Valeo SA holds a performance score of 12. The entity has a beta of -0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Valeo SA are expected to decrease at a much lower rate. During the bear market, Valeo SA is likely to outperform the market. Please check Valeo SA's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether Valeo SA's existing price patterns will revert.

Auto-correlation

    
  0.26  

Poor predictability

Valeo SA has poor predictability. Overlapping area represents the amount of predictability between Valeo SA time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Valeo SA price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Valeo SA price fluctuation can be explain by its past prices.
Correlation Coefficient0.26
Spearman Rank Test0.3
Residual Average0.0
Price Variance1.17

Valeo SA lagged returns against current returns

Autocorrelation, which is Valeo SA 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 Valeo SA's stock expected returns. We can calculate the autocorrelation of Valeo SA returns to help us make a trade decision. For example, suppose you find that Valeo SA 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  

Valeo SA 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 Valeo SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valeo SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valeo SA stock over time.
   Current vs Lagged Prices   
       Timeline  

Valeo SA Lagged Returns

When evaluating Valeo SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valeo SA stock have on its future price. Valeo SA 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, Valeo SA autocorrelation shows the relationship between Valeo SA stock current value and its past values and can show if there is a momentum factor associated with investing in Valeo SA.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Valeo Stock

Valeo SA financial ratios help investors to determine whether Valeo 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 Valeo with respect to the benefits of owning Valeo SA security.