Valeo SA (France) Market Value
| FR Stock | EUR 9.77 0.25 2.63% |
| Symbol | Valeo |
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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Valeo SA on December 17, 2024 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 90 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.
| Downside Deviation | 4.09 | |||
| Information Ratio | 0.0805 | |||
| Maximum Drawdown | 20.31 | |||
| Value At Risk | (6.39) | |||
| Potential Upside | 5.47 |
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.| Risk Adjusted Performance | 0.0524 | |||
| Jensen Alpha | 0.1933 | |||
| Total Risk Alpha | 0.5952 | |||
| Sortino Ratio | 0.0673 | |||
| Treynor Ratio | 0.6766 |
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 0.064, which indicates the firm had a 0.064 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Valeo SA, which you can use to evaluate the volatility of the company. Please review Valeo SA's Semi Deviation of 3.65, risk adjusted performance of 0.0524, and Coefficient Of Variation of 1939.15 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 5. The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Valeo SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Valeo SA is expected to be smaller as well. 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 | -0.49 |
Modest reverse predictability
Valeo SA has modest reverse predictability. Overlapping area represents the amount of predictability between Valeo SA time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 -0.49 indicates that about 49.0% of current Valeo SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
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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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.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.