Vastned Retail (Belgium) Market Value
| VASTB Stock | EUR 28.10 0.20 0.71% |
| Symbol | Vastned |
Vastned Retail '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 Vastned Retail'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 Vastned Retail.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Vastned Retail on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Vastned Retail Belgium or generate 0.0% return on investment in Vastned Retail over 30 days. Vastned Retail is related to or competes with Wereldhav, QRF SCA, Retail Estates, and Home Invest. Vastned Retail Belgium is a public regulated real estate company , the shares of which are listed on Euronext Brussels More
Vastned Retail 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 Vastned Retail'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 Vastned Retail Belgium upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 6.64 | |||
| Value At Risk | (2.29) | |||
| Potential Upside | 1.98 |
Vastned Retail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vastned Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vastned Retail's standard deviation. In reality, there are many statistical measures that can use Vastned Retail historical prices to predict the future Vastned Retail's volatility.| Risk Adjusted Performance | 0.0015 | |||
| Jensen Alpha | 0.038 | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.0329 |
Vastned Retail Belgium Backtested Returns
Vastned Retail Belgium owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0443, which indicates the firm had a -0.0443% return per unit of risk over the last 3 months. Vastned Retail Belgium exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vastned Retail's Risk Adjusted Performance of 0.0015, coefficient of variation of (26,649), and Variance of 1.88 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, returns on owning Vastned Retail are expected to decrease at a much lower rate. During the bear market, Vastned Retail is likely to outperform the market. At this point, Vastned Retail Belgium has a negative expected return of -0.0575%. Please make sure to validate Vastned Retail's value at risk, accumulation distribution, as well as the relationship between the Accumulation Distribution and day typical price , to decide if Vastned Retail Belgium performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.53 |
Good reverse predictability
Vastned Retail Belgium has good reverse predictability. Overlapping area represents the amount of predictability between Vastned Retail time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 Vastned Retail Belgium price movement. The serial correlation of -0.53 indicates that about 53.0% of current Vastned Retail price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Vastned Retail Belgium lagged returns against current returns
Autocorrelation, which is Vastned Retail 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 Vastned Retail's stock expected returns. We can calculate the autocorrelation of Vastned Retail returns to help us make a trade decision. For example, suppose you find that Vastned Retail 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 |
Vastned Retail 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 Vastned Retail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vastned Retail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vastned Retail stock over time.
Current vs Lagged Prices |
| Timeline |
Vastned Retail Lagged Returns
When evaluating Vastned Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vastned Retail stock have on its future price. Vastned Retail 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, Vastned Retail autocorrelation shows the relationship between Vastned Retail stock current value and its past values and can show if there is a momentum factor associated with investing in Vastned Retail Belgium.
Regressed Prices |
| Timeline |
Pair Trading with Vastned Retail
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vastned Retail position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vastned Retail will appreciate offsetting losses from the drop in the long position's value.Moving against Vastned Stock
The ability to find closely correlated positions to Vastned Retail could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vastned Retail when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vastned Retail - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vastned Retail Belgium to buy it.
The correlation of Vastned Retail is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vastned Retail moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vastned Retail Belgium moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vastned Retail can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Vastned Stock
Vastned Retail financial ratios help investors to determine whether Vastned 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 Vastned with respect to the benefits of owning Vastned Retail security.