VANTIVA SA (France) Market Value
| VANTI Stock | 0.12 0.01 7.69% |
| Symbol | VANTIVA |
VANTIVA SA '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 VANTIVA SA'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 VANTIVA SA.
| 11/27/2024 |
| 12/27/2024 |
If you would invest 0.00 in VANTIVA SA on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding VANTIVA SA or generate 0.0% return on investment in VANTIVA SA over 30 days. VANTIVA SA is related to or competes with Claranova, and Derichebourg. More
VANTIVA SA 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 VANTIVA SA'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 VANTIVA SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.6 | |||
| Information Ratio | 0.0395 | |||
| Maximum Drawdown | 16.78 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 8.33 |
VANTIVA SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VANTIVA SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VANTIVA SA's standard deviation. In reality, there are many statistical measures that can use VANTIVA SA historical prices to predict the future VANTIVA SA's volatility.| Risk Adjusted Performance | 0.051 | |||
| Jensen Alpha | 0.2014 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0186 | |||
| Treynor Ratio | (0.47) |
VANTIVA SA Backtested Returns
VANTIVA SA appears to be out of control, given 3 months investment horizon. VANTIVA SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0557, which indicates the company had a 0.0557% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for VANTIVA SA, which you can use to evaluate the volatility of the entity. Please review VANTIVA SA's Downside Deviation of 7.6, market risk adjusted performance of (0.46), and Risk Adjusted Performance of 0.051 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, VANTIVA SA holds a performance score of 4. The firm has a beta of -0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning VANTIVA SA are expected to decrease at a much lower rate. During the bear market, VANTIVA SA is likely to outperform the market. Please check VANTIVA SA's value at risk, as well as the relationship between the skewness and day typical price , to make a quick decision on whether VANTIVA SA's existing price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
VANTIVA SA has weak reverse predictability. Overlapping area represents the amount of predictability between VANTIVA SA time series from 27th of November 2024 to 12th of December 2024 and 12th of December 2024 to 27th 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 VANTIVA SA price movement. The serial correlation of -0.22 indicates that over 22.0% of current VANTIVA SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
VANTIVA SA lagged returns against current returns
Autocorrelation, which is VANTIVA SA 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 VANTIVA SA's stock expected returns. We can calculate the autocorrelation of VANTIVA SA returns to help us make a trade decision. For example, suppose you find that VANTIVA SA 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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VANTIVA SA 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 VANTIVA SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VANTIVA SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VANTIVA SA stock over time.
Current vs Lagged Prices |
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VANTIVA SA Lagged Returns
When evaluating VANTIVA SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VANTIVA SA stock have on its future price. VANTIVA SA 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, VANTIVA SA autocorrelation shows the relationship between VANTIVA SA stock current value and its past values and can show if there is a momentum factor associated with investing in VANTIVA SA.
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.Additional Tools for VANTIVA Stock Analysis
When running VANTIVA SA's price analysis, check to measure VANTIVA SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy VANTIVA SA is operating at the current time. Most of VANTIVA SA's value examination focuses on studying past and present price action to predict the probability of VANTIVA SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VANTIVA SA's price. Additionally, you may evaluate how the addition of VANTIVA SA to your portfolios can decrease your overall portfolio volatility.