Vinci S (Germany) Market Value
| SQU Stock | EUR 98.58 0.18 0.18% |
| Symbol | Vinci |
Vinci S '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 Vinci S'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 Vinci S.
| 01/01/2023 |
| 12/21/2024 |
If you would invest 0.00 in Vinci S on January 1, 2023 and sell it all today you would earn a total of 0.00 from holding Vinci S A or generate 0.0% return on investment in Vinci S over 720 days. Vinci S is related to or competes with Johnson Controls, Larsen Toubro, China Railway, China Communications, WSP Global, and China Railway. VINCI SA engages in the concessions and contracting businesses worldwide More
Vinci S 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 Vinci S'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 Vinci S A upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 11.78 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 2.04 |
Vinci S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vinci S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vinci S's standard deviation. In reality, there are many statistical measures that can use Vinci S historical prices to predict the future Vinci S's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.5178 |
Vinci S A Backtested Returns
Vinci S A owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0752, which indicates the firm had a -0.0752% return per unit of risk over the last 3 months. Vinci S A exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vinci S's Variance of 2.81, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,192) to confirm the risk estimate we provide. The entity has a beta of -0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vinci S are expected to decrease at a much lower rate. During the bear market, Vinci S is likely to outperform the market. At this point, Vinci S A has a negative expected return of -0.13%. Please make sure to validate Vinci S's value at risk, accumulation distribution, day typical price, as well as the relationship between the skewness and rate of daily change , to decide if Vinci S A performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.35 |
Poor reverse predictability
Vinci S A has poor reverse predictability. Overlapping area represents the amount of predictability between Vinci S time series from 1st of January 2023 to 27th of December 2023 and 27th of December 2023 to 21st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vinci S A price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Vinci S price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 25.34 |
Vinci S A lagged returns against current returns
Autocorrelation, which is Vinci S 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 Vinci S's stock expected returns. We can calculate the autocorrelation of Vinci S returns to help us make a trade decision. For example, suppose you find that Vinci S 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 |
Vinci S 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 Vinci S stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vinci S stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vinci S stock over time.
Current vs Lagged Prices |
| Timeline |
Vinci S Lagged Returns
When evaluating Vinci S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vinci S stock have on its future price. Vinci S 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, Vinci S autocorrelation shows the relationship between Vinci S stock current value and its past values and can show if there is a momentum factor associated with investing in Vinci S A.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vinci Stock
Vinci S financial ratios help investors to determine whether Vinci 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 Vinci with respect to the benefits of owning Vinci S security.