MARKET VECTR (Germany) Market Value
| VEFW Stock | EUR 202.45 1.95 0.97% |
| Symbol | MARKET |
MARKET VECTR '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 MARKET VECTR'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 MARKET VECTR.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in MARKET VECTR on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding MARKET VECTR RETAIL or generate 0.0% return on investment in MARKET VECTR over 90 days. MARKET VECTR is related to or competes with Penta-Ocean Construction, Grupo Carso, Hanison Construction, Commercial Vehicle, Sterling Construction, Dairy Farm, and COMMERCIAL VEHICLE. More
MARKET VECTR 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 MARKET VECTR'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 MARKET VECTR RETAIL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.73 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.16 |
MARKET VECTR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MARKET VECTR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MARKET VECTR's standard deviation. In reality, there are many statistical measures that can use MARKET VECTR historical prices to predict the future MARKET VECTR's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (1.33) |
MARKET VECTR RETAIL Backtested Returns
MARKET VECTR RETAIL has Sharpe Ratio of -0.2, which conveys that the company had a -0.2 % return per unit of volatility over the last 3 months. MARKET VECTR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MARKET VECTR's Standard Deviation of 0.8365, market risk adjusted performance of (1.32), and Mean Deviation of 0.6742 to check out the risk estimate we provide. The firm secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MARKET VECTR's returns are expected to increase less than the market. However, during the bear market, the loss of holding MARKET VECTR is expected to be smaller as well. At this point, MARKET VECTR RETAIL has a negative expected return of -0.17%. Please make sure to verify MARKET VECTR's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if MARKET VECTR RETAIL performance from the past will be repeated in the future.
Auto-correlation | -0.85 |
Excellent reverse predictability
MARKET VECTR RETAIL has excellent reverse predictability. Overlapping area represents the amount of predictability between MARKET VECTR time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 MARKET VECTR RETAIL price movement. The serial correlation of -0.85 indicates that around 85.0% of current MARKET VECTR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 61.45 |
MARKET VECTR RETAIL lagged returns against current returns
Autocorrelation, which is MARKET VECTR 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 MARKET VECTR's stock expected returns. We can calculate the autocorrelation of MARKET VECTR returns to help us make a trade decision. For example, suppose you find that MARKET VECTR 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 |
MARKET VECTR 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 MARKET VECTR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MARKET VECTR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MARKET VECTR stock over time.
Current vs Lagged Prices |
| Timeline |
MARKET VECTR Lagged Returns
When evaluating MARKET VECTR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MARKET VECTR stock have on its future price. MARKET VECTR 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, MARKET VECTR autocorrelation shows the relationship between MARKET VECTR stock current value and its past values and can show if there is a momentum factor associated with investing in MARKET VECTR RETAIL.
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 MARKET Stock
MARKET VECTR financial ratios help investors to determine whether MARKET 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 MARKET with respect to the benefits of owning MARKET VECTR security.