Value Capital's market value is the price at which a share of Value Capital trades on a public exchange. It measures the collective expectations of Value Capital One investors about its performance. Value Capital is trading at 38.70 as of the 29th of March 2025, a 10.57 percent increase since the beginning of the trading day. The stock's open price was 35.0.
With this module, you can estimate the performance of a buy and hold strategy of Value Capital One and determine expected loss or profit from investing in Value Capital over a given investment horizon. Check out Value Capital Correlation, Value Capital Volatility and Value Capital Alpha and Beta module to complement your research on Value Capital.
Please note, there is a significant difference between Value Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Value Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Value Capital'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.
Value Capital '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 Value Capital'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 Value Capital.
0.00
12/29/2024
No Change 0.00
0.0
In 3 months and 1 day
03/29/2025
0.00
If you would invest 0.00 in Value Capital on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Value Capital One or generate 0.0% return on investment in Value Capital over 90 days. Value Capital is related to or competes with Azorim Investment, YD More, Gamatronic Electronic, Amot Investments, Elron Electronic, Feat Fund, and Clal Biotechnology. Financial Services Ltd provides check discounting services to small and medium-sized businesses in Israel More
Value Capital 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 Value Capital'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 Value Capital One 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 Value Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Capital's standard deviation. In reality, there are many statistical measures that can use Value Capital historical prices to predict the future Value Capital's volatility.
Value Capital is not too volatile given 3 months investment horizon. Value Capital One 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 were able to analyze thirty different technical indicators, which can help you to evaluate if expected returns of 1.34% are justified by taking the suggested risk. Use Value Capital One Risk Adjusted Performance of 0.1412, semi deviation of 2.7, and Coefficient Of Variation of 648.53 to evaluate company specific risk that cannot be diversified away. Value Capital holds a performance score of 12 on a scale of zero to a hundred. The entity has a beta of 0.64, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Value Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Value Capital is expected to be smaller as well. Use Value Capital One jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to analyze future returns on Value Capital One.
Auto-correlation
0.29
Poor predictability
Value Capital One has poor predictability. Overlapping area represents the amount of predictability between Value Capital time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th 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 Value Capital One price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Value Capital price fluctuation can be explain by its past prices.
Correlation Coefficient
0.29
Spearman Rank Test
0.16
Residual Average
0.0
Price Variance
2.76
Value Capital One lagged returns against current returns
Autocorrelation, which is Value Capital 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 Value Capital's stock expected returns. We can calculate the autocorrelation of Value Capital returns to help us make a trade decision. For example, suppose you find that Value Capital 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
Value Capital 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 Value Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Capital stock over time.
Current vs Lagged Prices
Timeline
Value Capital Lagged Returns
When evaluating Value Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Capital stock have on its future price. Value Capital 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, Value Capital autocorrelation shows the relationship between Value Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Value Capital One.
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.
Value Capital financial ratios help investors to determine whether Value 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 Value with respect to the benefits of owning Value Capital security.