Valmet Oyj (Finland) Market Value

VALMT Stock  EUR 27.88  0.19  0.69%   
Valmet Oyj's market value is the price at which a share of Valmet Oyj trades on a public exchange. It measures the collective expectations of Valmet Oyj investors about its performance. Valmet Oyj is trading at 27.88 as of the 18th of March 2025. This is a 0.69 percent up since the beginning of the trading day. The stock's open price was 27.69.
With this module, you can estimate the performance of a buy and hold strategy of Valmet Oyj and determine expected loss or profit from investing in Valmet Oyj over a given investment horizon. Check out Valmet Oyj Correlation, Valmet Oyj Volatility and Valmet Oyj Alpha and Beta module to complement your research on Valmet Oyj.
Symbol

Please note, there is a significant difference between Valmet Oyj's value and its price as these two are different measures arrived at by different means. Investors typically determine if Valmet Oyj is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valmet Oyj'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.

Valmet 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 Valmet 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 Valmet Oyj.
0.00
12/18/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/18/2025
0.00
If you would invest  0.00  in Valmet Oyj on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Valmet Oyj or generate 0.0% return on investment in Valmet Oyj over 90 days. Valmet Oyj is related to or competes with UPM Kymmene, Wartsila Oyj, Sampo Oyj, Konecranes Plc, and Nordea Bank. Valmet Oyj, together with its subsidiaries, develops and supplies process technologies, automation, and services for the... More

Valmet 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 Valmet 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 Valmet Oyj upside and downside potential and time the market with a certain degree of confidence.

Valmet Oyj Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Valmet Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valmet Oyj's standard deviation. In reality, there are many statistical measures that can use Valmet Oyj historical prices to predict the future Valmet Oyj's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Valmet 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.
Hype
Prediction
LowEstimatedHigh
26.0727.8829.69
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Intrinsic
Valuation
LowRealHigh
25.0931.5833.39
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Valmet Oyj Backtested Returns

Valmet Oyj appears to be very steady, given 3 months investment horizon. Valmet Oyj owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Valmet Oyj, which you can use to evaluate the volatility of the company. Please review Valmet Oyj's Semi Deviation of 1.29, coefficient of variation of 590.99, and Risk Adjusted Performance of 0.1523 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Valmet Oyj holds a performance score of 15. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Valmet Oyj's returns are expected to increase less than the market. However, during the bear market, the loss of holding Valmet Oyj is expected to be smaller as well. Please check Valmet Oyj's value at risk, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether Valmet Oyj's existing price patterns will revert.

Auto-correlation

    
  0.49  

Average predictability

Valmet Oyj has average predictability. Overlapping area represents the amount of predictability between Valmet Oyj time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Valmet Oyj price movement. The serial correlation of 0.49 indicates that about 49.0% of current Valmet Oyj price fluctuation can be explain by its past prices.
Correlation Coefficient0.49
Spearman Rank Test0.37
Residual Average0.0
Price Variance0.58

Valmet Oyj lagged returns against current returns

Autocorrelation, which is Valmet 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 Valmet Oyj's stock expected returns. We can calculate the autocorrelation of Valmet Oyj returns to help us make a trade decision. For example, suppose you find that Valmet 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   
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Valmet 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 Valmet Oyj stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valmet Oyj stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valmet Oyj stock over time.
   Current vs Lagged Prices   
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Valmet Oyj Lagged Returns

When evaluating Valmet Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valmet Oyj stock have on its future price. Valmet 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, Valmet Oyj autocorrelation shows the relationship between Valmet Oyj stock current value and its past values and can show if there is a momentum factor associated with investing in Valmet Oyj.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Valmet Stock

Valmet Oyj financial ratios help investors to determine whether Valmet 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 Valmet with respect to the benefits of owning Valmet Oyj security.