Victory Supermarket (Israel) Market Value
| VCTR Stock | ILA 5,136 6.00 0.12% |
| Symbol | Victory |
Victory Supermarket '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 Victory Supermarket'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 Victory Supermarket.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Victory Supermarket on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Victory Supermarket Chain or generate 0.0% return on investment in Victory Supermarket over 90 days. Victory Supermarket is related to or competes with Shufersal, Rami Levi, Tiv Taam, M Yochananof, and Strauss. Victory Supermarket Chain Ltd operates supermarkets in Israel More
Victory Supermarket 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 Victory Supermarket'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 Victory Supermarket Chain upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0275 | |||
| Maximum Drawdown | 10.28 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 2.55 |
Victory Supermarket Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victory Supermarket's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victory Supermarket's standard deviation. In reality, there are many statistical measures that can use Victory Supermarket historical prices to predict the future Victory Supermarket's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | 0.1412 | |||
| Treynor Ratio | 0.2817 |
Victory Supermarket Chain Backtested Returns
Victory Supermarket Chain owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13 % return per unit of risk over the last 3 months. Victory Supermarket Chain exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Victory Supermarket's Coefficient Of Variation of (3,034), variance of 2.68, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of -0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Victory Supermarket are expected to decrease at a much lower rate. During the bear market, Victory Supermarket is likely to outperform the market. At this point, Victory Supermarket Chain has a negative expected return of -0.21%. Please make sure to validate Victory Supermarket's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Victory Supermarket Chain performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.24 |
Weak predictability
Victory Supermarket Chain has weak predictability. Overlapping area represents the amount of predictability between Victory Supermarket 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 Victory Supermarket Chain price movement. The serial correlation of 0.24 indicates that over 24.0% of current Victory Supermarket price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 89.3 K |
Victory Supermarket Chain lagged returns against current returns
Autocorrelation, which is Victory Supermarket 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 Victory Supermarket's stock expected returns. We can calculate the autocorrelation of Victory Supermarket returns to help us make a trade decision. For example, suppose you find that Victory Supermarket 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 |
Victory Supermarket 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 Victory Supermarket stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victory Supermarket stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victory Supermarket stock over time.
Current vs Lagged Prices |
| Timeline |
Victory Supermarket Lagged Returns
When evaluating Victory Supermarket's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victory Supermarket stock have on its future price. Victory Supermarket 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, Victory Supermarket autocorrelation shows the relationship between Victory Supermarket stock current value and its past values and can show if there is a momentum factor associated with investing in Victory Supermarket Chain.
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 Victory Stock
Victory Supermarket financial ratios help investors to determine whether Victory 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 Victory with respect to the benefits of owning Victory Supermarket security.