Vow Green (Norway) Market Value
| VGM Stock | 1.05 0.01 0.96% |
| Symbol | Vow |
Vow Green '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 Vow Green'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 Vow Green.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Vow Green on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Vow Green Metals or generate 0.0% return on investment in Vow Green over 90 days. Vow Green is related to or competes with Arcticzymes Technologies, NorAm Drilling, Norwegian Air, Lery Seafood, Goodtech, Odfjell Drilling, and BW Offshore. More
Vow Green 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 Vow Green'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 Vow Green Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.58 | |||
| Information Ratio | 0.1361 | |||
| Maximum Drawdown | 61.29 | |||
| Value At Risk | (7.48) | |||
| Potential Upside | 12.0 |
Vow Green Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vow Green's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vow Green's standard deviation. In reality, there are many statistical measures that can use Vow Green historical prices to predict the future Vow Green's volatility.| Risk Adjusted Performance | 0.1168 | |||
| Jensen Alpha | 1.05 | |||
| Total Risk Alpha | 2.01 | |||
| Sortino Ratio | 0.2404 | |||
| Treynor Ratio | 1.97 |
Vow Green Metals Backtested Returns
Vow Green appears to be abnormally volatile, given 3 months investment horizon. Vow Green Metals owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of risk over the last 3 months. By inspecting Vow Green's technical indicators, you can evaluate if the expected return of 0.87% is justified by implied risk. Please review Vow Green's Coefficient Of Variation of 807.26, semi deviation of 3.7, and Risk Adjusted Performance of 0.1168 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vow Green holds a performance score of 8. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vow Green's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vow Green is expected to be smaller as well. Please check Vow Green's potential upside, accumulation distribution, price action indicator, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Vow Green's existing price patterns will revert.
Auto-correlation | -0.52 |
Good reverse predictability
Vow Green Metals has good reverse predictability. Overlapping area represents the amount of predictability between Vow Green 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 Vow Green Metals price movement. The serial correlation of -0.52 indicates that about 52.0% of current Vow Green price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vow Green Metals lagged returns against current returns
Autocorrelation, which is Vow Green 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 Vow Green's stock expected returns. We can calculate the autocorrelation of Vow Green returns to help us make a trade decision. For example, suppose you find that Vow Green 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 |
Vow Green 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 Vow Green stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vow Green stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vow Green stock over time.
Current vs Lagged Prices |
| Timeline |
Vow Green Lagged Returns
When evaluating Vow Green's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vow Green stock have on its future price. Vow Green 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, Vow Green autocorrelation shows the relationship between Vow Green stock current value and its past values and can show if there is a momentum factor associated with investing in Vow Green Metals.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Vow Stock
Vow Green financial ratios help investors to determine whether Vow 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 Vow with respect to the benefits of owning Vow Green security.