VIB Vermgen (Germany) Market Value
| VIH1 Stock | EUR 8.72 0.18 2.11% |
| Symbol | VIB |
Please note, there is a significant difference between VIB Vermgen's value and its price as these two are different measures arrived at by different means. Investors typically determine if VIB Vermgen is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VIB Vermgen's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
VIB Vermgen '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 VIB Vermgen'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 VIB Vermgen.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in VIB Vermgen on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding VIB Vermgen AG or generate 0.0% return on investment in VIB Vermgen over 90 days. VIB Vermgen is related to or competes with CDL INVESTMENT, DIVERSIFIED ROYALTY, Japan Asia, Scottish Mortgage, Guangdong Investment, and UNITED UTILITIES. More
VIB Vermgen 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 VIB Vermgen'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 VIB Vermgen AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 7.9 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 2.11 |
VIB Vermgen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VIB Vermgen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VIB Vermgen's standard deviation. In reality, there are many statistical measures that can use VIB Vermgen historical prices to predict the future VIB Vermgen's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 6.35 |
VIB Vermgen AG Backtested Returns
VIB Vermgen AG retains Efficiency (Sharpe Ratio) of -0.15, which indicates the firm had a -0.15 % return per unit of volatility over the last 3 months. VIB Vermgen exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VIB Vermgen's risk adjusted performance of (0.13), and Standard Deviation of 1.29 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0317, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VIB Vermgen are expected to decrease at a much lower rate. During the bear market, VIB Vermgen is likely to outperform the market. At this point, VIB Vermgen AG has a negative expected return of -0.2%. Please make sure to validate VIB Vermgen's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if VIB Vermgen AG performance from the past will be repeated at future time.
Auto-correlation | 0.35 |
Below average predictability
VIB Vermgen AG has below average predictability. Overlapping area represents the amount of predictability between VIB Vermgen 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 VIB Vermgen AG price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current VIB Vermgen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
VIB Vermgen AG lagged returns against current returns
Autocorrelation, which is VIB Vermgen 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 VIB Vermgen's stock expected returns. We can calculate the autocorrelation of VIB Vermgen returns to help us make a trade decision. For example, suppose you find that VIB Vermgen 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 |
VIB Vermgen 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 VIB Vermgen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VIB Vermgen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VIB Vermgen stock over time.
Current vs Lagged Prices |
| Timeline |
VIB Vermgen Lagged Returns
When evaluating VIB Vermgen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VIB Vermgen stock have on its future price. VIB Vermgen 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, VIB Vermgen autocorrelation shows the relationship between VIB Vermgen stock current value and its past values and can show if there is a momentum factor associated with investing in VIB Vermgen AG.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for VIB Stock Analysis
When running VIB Vermgen's price analysis, check to measure VIB Vermgen'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 VIB Vermgen is operating at the current time. Most of VIB Vermgen's value examination focuses on studying past and present price action to predict the probability of VIB Vermgen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VIB Vermgen's price. Additionally, you may evaluate how the addition of VIB Vermgen to your portfolios can decrease your overall portfolio volatility.