Vaisala Oyj (Finland) Market Value
| VAIAS Stock | EUR 48.15 1.15 2.45% |
| Symbol | Vaisala |
Vaisala Oyj '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 Vaisala Oyj'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 Vaisala Oyj.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in Vaisala Oyj on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding Vaisala Oyj A or generate 0.0% return on investment in Vaisala Oyj over 30 days. Vaisala Oyj is related to or competes with Harvia Oyj, Qt Group, Kamux Suomi, Sanoma Oyj, Boreo Oyj, and Exel Composites. Vaisala Oyj engages in the weather and environmental, and industrial measurement business serving weather related and in... More
Vaisala Oyj 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 Vaisala Oyj'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 Vaisala Oyj A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.0054 | |||
| Maximum Drawdown | 7.56 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 2.25 |
Vaisala Oyj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vaisala Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vaisala Oyj's standard deviation. In reality, there are many statistical measures that can use Vaisala Oyj historical prices to predict the future Vaisala Oyj's volatility.| Risk Adjusted Performance | 0.0326 | |||
| Jensen Alpha | 0.0268 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0046 | |||
| Treynor Ratio | 0.0925 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vaisala Oyj's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vaisala Oyj A Backtested Returns
Vaisala Oyj A owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0043, which indicates the firm had a -0.0043% return per unit of risk over the last 3 months. Vaisala Oyj A exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vaisala Oyj's Coefficient Of Variation of 2867.33, risk adjusted performance of 0.0326, and Semi Deviation of 1.74 to confirm the risk estimate we provide. The entity has a beta of 0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vaisala Oyj's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vaisala Oyj is expected to be smaller as well. At this point, Vaisala Oyj A has a negative expected return of -0.0066%. Please make sure to validate Vaisala Oyj's semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Vaisala Oyj A performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.52 |
Good reverse predictability
Vaisala Oyj A has good reverse predictability. Overlapping area represents the amount of predictability between Vaisala Oyj time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th 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 Vaisala Oyj A price movement. The serial correlation of -0.52 indicates that about 52.0% of current Vaisala Oyj price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Vaisala Oyj A lagged returns against current returns
Autocorrelation, which is Vaisala Oyj 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 Vaisala Oyj's stock expected returns. We can calculate the autocorrelation of Vaisala Oyj returns to help us make a trade decision. For example, suppose you find that Vaisala Oyj 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 |
Vaisala Oyj 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 Vaisala Oyj stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vaisala Oyj stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vaisala Oyj stock over time.
Current vs Lagged Prices |
| Timeline |
Vaisala Oyj Lagged Returns
When evaluating Vaisala Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vaisala Oyj stock have on its future price. Vaisala Oyj 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, Vaisala Oyj autocorrelation shows the relationship between Vaisala Oyj stock current value and its past values and can show if there is a momentum factor associated with investing in Vaisala Oyj A.
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 Vaisala Stock
Vaisala Oyj financial ratios help investors to determine whether Vaisala 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 Vaisala with respect to the benefits of owning Vaisala Oyj security.