VP Bank (Switzerland) Market Value
| VPBN Stock | CHF 80.40 0.60 0.74% |
| Symbol | VPBN |
VP Bank '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 VP Bank'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 VP Bank.
| 10/28/2024 |
| 02/25/2025 |
If you would invest 0.00 in VP Bank on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding VP Bank AG or generate 0.0% return on investment in VP Bank over 120 days. VP Bank is related to or competes with Liechtensteinische, Leonteq AG, Helvetia Holding, Valiant Holding, and Mobilezone. VP Bank AG provides asset-management and investment-advisory services for private and institutional investors, and finan... More
VP Bank 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 VP Bank'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 VP Bank AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.0983 | |||
| Maximum Drawdown | 4.47 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 2.02 |
VP Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VP Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VP Bank's standard deviation. In reality, there are many statistical measures that can use VP Bank historical prices to predict the future VP Bank's volatility.| Risk Adjusted Performance | 0.0858 | |||
| Jensen Alpha | 0.1046 | |||
| Total Risk Alpha | 0.0981 | |||
| Sortino Ratio | 0.0837 | |||
| Treynor Ratio | 1.41 |
VP Bank AG Backtested Returns
At this stage we consider VPBN Stock to be very steady. VP Bank AG retains Efficiency (Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for VP Bank, which you can use to evaluate the volatility of the company. Please validate VP Bank's Downside Deviation of 1.2, mean deviation of 0.7055, and Risk Adjusted Performance of 0.0858 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. VP Bank has a performance score of 8 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.0747, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VP Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding VP Bank is expected to be smaller as well. VP Bank AG at this moment owns a risk of 1.02%. Please validate VP Bank AG market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if VP Bank AG will be following its current price history.
Auto-correlation | 0.14 |
Insignificant predictability
VP Bank AG has insignificant predictability. Overlapping area represents the amount of predictability between VP Bank time series from 28th of October 2024 to 27th of December 2024 and 27th of December 2024 to 25th 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 VP Bank AG price movement. The serial correlation of 0.14 indicates that less than 14.0% of current VP Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 1.5 |
VP Bank AG lagged returns against current returns
Autocorrelation, which is VP Bank 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 VP Bank's stock expected returns. We can calculate the autocorrelation of VP Bank returns to help us make a trade decision. For example, suppose you find that VP Bank 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 |
VP Bank 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 VP Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VP Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VP Bank stock over time.
Current vs Lagged Prices |
| Timeline |
VP Bank Lagged Returns
When evaluating VP Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VP Bank stock have on its future price. VP Bank 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, VP Bank autocorrelation shows the relationship between VP Bank stock current value and its past values and can show if there is a momentum factor associated with investing in VP Bank AG.
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.Additional Tools for VPBN Stock Analysis
When running VP Bank's price analysis, check to measure VP Bank'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 VP Bank is operating at the current time. Most of VP Bank's value examination focuses on studying past and present price action to predict the probability of VP Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VP Bank's price. Additionally, you may evaluate how the addition of VP Bank to your portfolios can decrease your overall portfolio volatility.