Value8 NV (Netherlands) Market Value
| VALUE Stock | EUR 5.75 0.05 0.86% |
| Symbol | Value8 |
Value8 NV '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 Value8 NV'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 Value8 NV.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Value8 NV on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Value8 NV or generate 0.0% return on investment in Value8 NV over 30 days. Value8 NV is related to or competes with NV Nederlandsche, HAL Trust, and Brunel International. Value8 N.V. is a private equity firm specializing in growth capital investments in small and medium-sized companies More
Value8 NV 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 Value8 NV'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 Value8 NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 6.84 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 3.45 |
Value8 NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value8 NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value8 NV's standard deviation. In reality, there are many statistical measures that can use Value8 NV historical prices to predict the future Value8 NV's volatility.| Risk Adjusted Performance | 0.0487 | |||
| Jensen Alpha | 0.0498 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2687 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Value8 NV'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.
Value8 NV Backtested Returns
At this point, Value8 NV is somewhat reliable. Value8 NV owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0507, which indicates the firm had a 0.0507% return per unit of risk over the last 3 months. We have found thirty technical indicators for Value8 NV, which you can use to evaluate the volatility of the company. Please validate Value8 NV's Risk Adjusted Performance of 0.0487, coefficient of variation of 1756.26, and Semi Deviation of 1.14 to confirm if the risk estimate we provide is consistent with the expected return of 0.0783%. Value8 NV has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Value8 NV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Value8 NV is expected to be smaller as well. Value8 NV right now has a risk of 1.55%. Please validate Value8 NV treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Value8 NV will be following its existing price patterns.
Auto-correlation | 0.39 |
Below average predictability
Value8 NV has below average predictability. Overlapping area represents the amount of predictability between Value8 NV time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Value8 NV price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Value8 NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Value8 NV lagged returns against current returns
Autocorrelation, which is Value8 NV 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 Value8 NV's stock expected returns. We can calculate the autocorrelation of Value8 NV returns to help us make a trade decision. For example, suppose you find that Value8 NV 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 |
Value8 NV 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 Value8 NV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value8 NV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value8 NV stock over time.
Current vs Lagged Prices |
| Timeline |
Value8 NV Lagged Returns
When evaluating Value8 NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value8 NV stock have on its future price. Value8 NV 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, Value8 NV autocorrelation shows the relationship between Value8 NV stock current value and its past values and can show if there is a momentum factor associated with investing in Value8 NV.
Regressed Prices |
| Timeline |
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Other Information on Investing in Value8 Stock
Value8 NV financial ratios help investors to determine whether Value8 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 Value8 with respect to the benefits of owning Value8 NV security.