Verimatrix (France) Market Value
| VMX Stock | EUR 0.31 0.02 6.06% |
| 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.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Verimatrix on January 28, 2025 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 30 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 | 4.18 | |||
| Information Ratio | 0.0198 | |||
| Maximum Drawdown | 18.96 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 7.41 |
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 | 0.0235 | |||
| Jensen Alpha | 0.0796 | |||
| Total Risk Alpha | 0.1164 | |||
| Sortino Ratio | 0.0204 | |||
| Treynor Ratio | 0.5556 |
Verimatrix Backtested Returns
At this point, Verimatrix is out of control. Verimatrix owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0333, which indicates the firm had a 0.0333 % 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 validate Verimatrix's Coefficient Of Variation of 4843.87, risk adjusted performance of 0.0235, and Semi Deviation of 2.94 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Verimatrix has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Verimatrix's returns are expected to increase less than the market. However, during the bear market, the loss of holding Verimatrix is expected to be smaller as well. Verimatrix right now has a risk of 4.41%. Please validate Verimatrix potential upside and the relationship between the skewness and period momentum indicator , to decide if Verimatrix will be following its existing price patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Verimatrix has insignificant reverse predictability. Overlapping area represents the amount of predictability between Verimatrix time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 -0.16 indicates that over 16.0% of current Verimatrix price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.35 | |
| 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.