Virtus Investment (Germany) Market Value
| VIP Stock | EUR 152.00 4.00 2.56% |
| Symbol | Virtus |
Virtus Investment '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 Virtus Investment'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 Virtus Investment.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Virtus Investment on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Virtus Investment Partners or generate 0.0% return on investment in Virtus Investment over 90 days. Virtus Investment is related to or competes with UNIVERSAL DISPLAY, Easy Software, Perdoceo Education, and INTERSHOP Communications. Virtus Investment Partners, Inc. is a publicly owned investment manager More
Virtus Investment 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 Virtus Investment'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 Virtus Investment Partners upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 10.07 | |||
| Value At Risk | (4.81) | |||
| Potential Upside | 1.92 |
Virtus Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtus Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtus Investment's standard deviation. In reality, there are many statistical measures that can use Virtus Investment historical prices to predict the future Virtus Investment's volatility.| Risk Adjusted Performance | (0.25) | |||
| Jensen Alpha | (0.59) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (2.26) |
Virtus Investment Backtested Returns
Virtus Investment owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.28, which indicates the firm had a -0.28 % return per unit of risk over the last 3 months. Virtus Investment Partners exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Virtus Investment's Coefficient Of Variation of (346.22), risk adjusted performance of (0.25), and Variance of 4.49 to confirm the risk estimate we provide. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Virtus Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Virtus Investment is expected to be smaller as well. At this point, Virtus Investment has a negative expected return of -0.62%. Please make sure to validate Virtus Investment's skewness, day median price, relative strength index, as well as the relationship between the daily balance of power and price action indicator , to decide if Virtus Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.78 |
Good predictability
Virtus Investment Partners has good predictability. Overlapping area represents the amount of predictability between Virtus Investment time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Virtus Investment price movement. The serial correlation of 0.78 indicates that around 78.0% of current Virtus Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 91.0 |
Virtus Investment lagged returns against current returns
Autocorrelation, which is Virtus Investment 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 Virtus Investment's stock expected returns. We can calculate the autocorrelation of Virtus Investment returns to help us make a trade decision. For example, suppose you find that Virtus Investment 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 |
Virtus Investment 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 Virtus Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virtus Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virtus Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Virtus Investment Lagged Returns
When evaluating Virtus Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virtus Investment stock have on its future price. Virtus Investment 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, Virtus Investment autocorrelation shows the relationship between Virtus Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Virtus Investment Partners.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Virtus Stock
Virtus Investment financial ratios help investors to determine whether Virtus 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 Virtus with respect to the benefits of owning Virtus Investment security.