Vranken Pommery (France) Market Value
| VRAP Stock | EUR 13.05 0.35 2.61% |
| Symbol | Vranken |
Vranken Pommery '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 Vranken Pommery'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 Vranken Pommery.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in Vranken Pommery on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Vranken Pommery Monopole Socit or generate 0.0% return on investment in Vranken Pommery over 30 days. Vranken Pommery is related to or competes with Laurent Perrier, Compagnie Des, Remy Cointreau, Tessenderlo, and EVS Broadcast. Vranken-Pommery Monopole - Socit Anonyme produces and sells wines and champagnes in France and internationally More
Vranken Pommery 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 Vranken Pommery'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 Vranken Pommery Monopole Socit upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.63 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 1.58 |
Vranken Pommery Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vranken Pommery's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vranken Pommery's standard deviation. In reality, there are many statistical measures that can use Vranken Pommery historical prices to predict the future Vranken Pommery's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 0.3953 |
Vranken Pommery Mono Backtested Returns
Vranken Pommery Mono owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0529, which indicates the firm had a -0.0529 % return per unit of risk over the last 3 months. Vranken Pommery Monopole Socit exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vranken Pommery's Risk Adjusted Performance of (0.03), variance of 1.57, and Coefficient Of Variation of (2,617) to confirm the risk estimate we provide. The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vranken Pommery are expected to decrease at a much lower rate. During the bear market, Vranken Pommery is likely to outperform the market. At this point, Vranken Pommery Mono has a negative expected return of -0.0698%. Please make sure to validate Vranken Pommery's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Vranken Pommery Mono performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.33 |
Poor reverse predictability
Vranken Pommery Monopole Socit has poor reverse predictability. Overlapping area represents the amount of predictability between Vranken Pommery time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st of January 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 Vranken Pommery Mono price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Vranken Pommery price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vranken Pommery Mono lagged returns against current returns
Autocorrelation, which is Vranken Pommery 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 Vranken Pommery's stock expected returns. We can calculate the autocorrelation of Vranken Pommery returns to help us make a trade decision. For example, suppose you find that Vranken Pommery 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 |
Vranken Pommery 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 Vranken Pommery stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vranken Pommery stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vranken Pommery stock over time.
Current vs Lagged Prices |
| Timeline |
Vranken Pommery Lagged Returns
When evaluating Vranken Pommery's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vranken Pommery stock have on its future price. Vranken Pommery 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, Vranken Pommery autocorrelation shows the relationship between Vranken Pommery stock current value and its past values and can show if there is a momentum factor associated with investing in Vranken Pommery Monopole Socit.
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 Vranken Stock
Vranken Pommery financial ratios help investors to determine whether Vranken 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 Vranken with respect to the benefits of owning Vranken Pommery security.