Verimatrix (France) Market Value
| VMX Stock | EUR 0.34 0.03 8.11% |
| Symbol | Verimatrix |
Verimatrix '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 Verimatrix'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 Verimatrix.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Verimatrix on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Verimatrix or generate 0.0% return on investment in Verimatrix over 90 days. Verimatrix is related to or competes with Claranova, Nacon Sa, and Ekinops SA. Verimatrix Socit anonyme provides security solutions that protect digital content, applications, and devices worldwide More
Verimatrix 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 Verimatrix'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 Verimatrix upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.37 | |||
| Information Ratio | 0.1203 | |||
| Maximum Drawdown | 18.96 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 8.57 |
Verimatrix Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Verimatrix's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Verimatrix's standard deviation. In reality, there are many statistical measures that can use Verimatrix historical prices to predict the future Verimatrix's volatility.| Risk Adjusted Performance | 0.0939 | |||
| Jensen Alpha | 0.4151 | |||
| Total Risk Alpha | 1.01 | |||
| Sortino Ratio | 0.1257 | |||
| Treynor Ratio | (1.89) |
Verimatrix Backtested Returns
Verimatrix appears to be out of control, given 3 months investment horizon. Verimatrix owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0911, which indicates the firm had a 0.0911 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Verimatrix, which you can use to evaluate the volatility of the company. Please review Verimatrix's Semi Deviation of 3.09, coefficient of variation of 1014.25, and Risk Adjusted Performance of 0.0939 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Verimatrix holds a performance score of 7. The entity has a beta of -0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Verimatrix are expected to decrease at a much lower rate. During the bear market, Verimatrix is likely to outperform the market. Please check Verimatrix's potential upside and the relationship between the skewness and price action indicator , to make a quick decision on whether Verimatrix's existing price patterns will revert.
Auto-correlation | 0.68 |
Good predictability
Verimatrix has good predictability. Overlapping area represents the amount of predictability between Verimatrix 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 Verimatrix price movement. The serial correlation of 0.68 indicates that around 68.0% of current Verimatrix price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Verimatrix lagged returns against current returns
Autocorrelation, which is Verimatrix 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 Verimatrix's stock expected returns. We can calculate the autocorrelation of Verimatrix returns to help us make a trade decision. For example, suppose you find that Verimatrix 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 |
Verimatrix 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 Verimatrix stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Verimatrix stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Verimatrix stock over time.
Current vs Lagged Prices |
| Timeline |
Verimatrix Lagged Returns
When evaluating Verimatrix's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Verimatrix stock have on its future price. Verimatrix 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, Verimatrix autocorrelation shows the relationship between Verimatrix stock current value and its past values and can show if there is a momentum factor associated with investing in Verimatrix.
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 Verimatrix Stock
Verimatrix financial ratios help investors to determine whether Verimatrix 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 Verimatrix with respect to the benefits of owning Verimatrix security.