Vodafone Group (Brazil) Market Value
| V1OD34 Stock | BRL 27.45 0.78 2.92% |
| Symbol | Vodafone |
Vodafone Group '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 Vodafone Group'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 Vodafone Group.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Vodafone Group on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Vodafone Group Public or generate 0.0% return on investment in Vodafone Group over 90 days. Vodafone Group is related to or competes with METISA Metalrgica, Paycom Software, Take Two, Nordon Indstrias, and Ross Stores. More
Vodafone Group 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 Vodafone Group'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 Vodafone Group Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | 0.0625 | |||
| Maximum Drawdown | 11.35 | |||
| Value At Risk | (2.93) | |||
| Potential Upside | 3.4 |
Vodafone Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vodafone Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vodafone Group's standard deviation. In reality, there are many statistical measures that can use Vodafone Group historical prices to predict the future Vodafone Group's volatility.| Risk Adjusted Performance | 0.0069 | |||
| Jensen Alpha | 0.0356 | |||
| Total Risk Alpha | 0.2847 | |||
| Sortino Ratio | 0.0612 | |||
| Treynor Ratio | (0.02) |
Vodafone Group Public Backtested Returns
At this point, Vodafone Group is very steady. Vodafone Group Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0459, which indicates the firm had a 0.0459 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vodafone Group Public, which you can use to evaluate the volatility of the company. Please validate Vodafone Group's Semi Deviation of 1.92, coefficient of variation of 66738.41, and Risk Adjusted Performance of 0.0069 to confirm if the risk estimate we provide is consistent with the expected return of 0.0882%. Vodafone Group has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vodafone Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vodafone Group is expected to be smaller as well. Vodafone Group Public right now has a risk of 1.92%. Please validate Vodafone Group downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Vodafone Group will be following its existing price patterns.
Auto-correlation | -0.1 |
Very weak reverse predictability
Vodafone Group Public has very weak reverse predictability. Overlapping area represents the amount of predictability between Vodafone Group time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Vodafone Group Public price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Vodafone Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
Vodafone Group Public lagged returns against current returns
Autocorrelation, which is Vodafone Group 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 Vodafone Group's stock expected returns. We can calculate the autocorrelation of Vodafone Group returns to help us make a trade decision. For example, suppose you find that Vodafone Group 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 |
Vodafone Group 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 Vodafone Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vodafone Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vodafone Group stock over time.
Current vs Lagged Prices |
| Timeline |
Vodafone Group Lagged Returns
When evaluating Vodafone Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vodafone Group stock have on its future price. Vodafone Group 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, Vodafone Group autocorrelation shows the relationship between Vodafone Group stock current value and its past values and can show if there is a momentum factor associated with investing in Vodafone Group Public.
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.Other Information on Investing in Vodafone Stock
Vodafone Group financial ratios help investors to determine whether Vodafone 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 Vodafone with respect to the benefits of owning Vodafone Group security.