Vista Land (Philippines) Market Value
| VLL2B Stock | 102.90 0.00 0.00% |
| Symbol | Vista |
Vista Land '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 Vista Land'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 Vista Land.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Vista Land on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Vista Land Lifescapes or generate 0.0% return on investment in Vista Land over 90 days.
Vista Land 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 Vista Land'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 Vista Land Lifescapes upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.1188 | |||
| Maximum Drawdown | 4.94 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.78 |
Vista Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vista Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vista Land's standard deviation. In reality, there are many statistical measures that can use Vista Land historical prices to predict the future Vista Land's volatility.| Risk Adjusted Performance | 0.0092 | |||
| Jensen Alpha | 0.0161 | |||
| Total Risk Alpha | 0.1737 | |||
| Sortino Ratio | 0.105 | |||
| Treynor Ratio | (0.01) |
Vista Land Lifescapes Backtested Returns
Currently, Vista Land Lifescapes is very steady. Vista Land Lifescapes owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vista Land Lifescapes, which you can use to evaluate the volatility of the company. Please validate Vista Land's Risk Adjusted Performance of 0.0092, semi deviation of 0.9499, and Coefficient Of Variation of 12350.69 to confirm if the risk estimate we provide is consistent with the expected return of 0.0082%. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vista Land's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vista Land is expected to be smaller as well. Vista Land Lifescapes right now has a risk of 1.12%. Please validate Vista Land maximum drawdown, semi variance, accumulation distribution, as well as the relationship between the potential upside and skewness , to decide if Vista Land will be following its existing price patterns.
Auto-correlation | -0.05 |
Very weak reverse predictability
Vista Land Lifescapes has very weak reverse predictability. Overlapping area represents the amount of predictability between Vista Land time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Vista Land Lifescapes price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Vista Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Vista Land Lifescapes lagged returns against current returns
Autocorrelation, which is Vista Land 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 Vista Land's stock expected returns. We can calculate the autocorrelation of Vista Land returns to help us make a trade decision. For example, suppose you find that Vista Land 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 |
Vista Land 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 Vista Land stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vista Land stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vista Land stock over time.
Current vs Lagged Prices |
| Timeline |
Vista Land Lagged Returns
When evaluating Vista Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vista Land stock have on its future price. Vista Land 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, Vista Land autocorrelation shows the relationship between Vista Land stock current value and its past values and can show if there is a momentum factor associated with investing in Vista Land Lifescapes.
Regressed Prices |
| Timeline |
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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.Additional Tools for Vista Stock Analysis
When running Vista Land's price analysis, check to measure Vista Land'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 Vista Land is operating at the current time. Most of Vista Land's value examination focuses on studying past and present price action to predict the probability of Vista Land's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vista Land's price. Additionally, you may evaluate how the addition of Vista Land to your portfolios can decrease your overall portfolio volatility.