Valamar Riviera (Croatia) Market Value
| RIVP Stock | 6.18 0.08 1.28% |
| Symbol | Valamar |
Valamar Riviera '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 Valamar Riviera'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 Valamar Riviera.
| 11/27/2024 |
| 02/25/2025 |
If you would invest 0.00 in Valamar Riviera on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding Valamar Riviera dd or generate 0.0% return on investment in Valamar Riviera over 90 days.
Valamar Riviera 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 Valamar Riviera'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 Valamar Riviera dd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.1995 | |||
| Maximum Drawdown | 8.49 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 2.67 |
Valamar Riviera Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valamar Riviera's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valamar Riviera's standard deviation. In reality, there are many statistical measures that can use Valamar Riviera historical prices to predict the future Valamar Riviera's volatility.| Risk Adjusted Performance | 0.1538 | |||
| Jensen Alpha | 0.256 | |||
| Total Risk Alpha | 0.263 | |||
| Sortino Ratio | 0.1697 | |||
| Treynor Ratio | 0.8134 |
Valamar Riviera dd Backtested Returns
Valamar Riviera appears to be not too volatile, given 3 months investment horizon. Valamar Riviera dd owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Valamar Riviera dd, which you can use to evaluate the volatility of the company. Please review Valamar Riviera's Coefficient Of Variation of 491.49, semi deviation of 0.9132, and Risk Adjusted Performance of 0.1538 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Valamar Riviera holds a performance score of 16. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Valamar Riviera's returns are expected to increase less than the market. However, during the bear market, the loss of holding Valamar Riviera is expected to be smaller as well. Please check Valamar Riviera's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Valamar Riviera's existing price patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Valamar Riviera dd has weak reverse predictability. Overlapping area represents the amount of predictability between Valamar Riviera time series from 27th of November 2024 to 11th of January 2025 and 11th of January 2025 to 25th 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 Valamar Riviera dd price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Valamar Riviera price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Valamar Riviera dd lagged returns against current returns
Autocorrelation, which is Valamar Riviera 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 Valamar Riviera's stock expected returns. We can calculate the autocorrelation of Valamar Riviera returns to help us make a trade decision. For example, suppose you find that Valamar Riviera 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 |
Valamar Riviera 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 Valamar Riviera stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valamar Riviera stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valamar Riviera stock over time.
Current vs Lagged Prices |
| Timeline |
Valamar Riviera Lagged Returns
When evaluating Valamar Riviera's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valamar Riviera stock have on its future price. Valamar Riviera 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, Valamar Riviera autocorrelation shows the relationship between Valamar Riviera stock current value and its past values and can show if there is a momentum factor associated with investing in Valamar Riviera dd.
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.Additional Tools for Valamar Stock Analysis
When running Valamar Riviera's price analysis, check to measure Valamar Riviera's 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 Valamar Riviera is operating at the current time. Most of Valamar Riviera's value examination focuses on studying past and present price action to predict the probability of Valamar Riviera's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valamar Riviera's price. Additionally, you may evaluate how the addition of Valamar Riviera to your portfolios can decrease your overall portfolio volatility.