Vroom, Common Stock Stock Market Value
| VRM Stock | USD 25.32 0.68 2.62% |
| Symbol | Vroom, |
Vroom, Common '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 Vroom, Common's pink sheet 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 Vroom, Common.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Vroom, Common on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Vroom, Common Stock or generate 0.0% return on investment in Vroom, Common over 90 days. Vroom, Common is related to or competes with CarMax, SunCar Technology, U Power, Camping World, Carvana, Sonic Automotive, and Uxin. Vroom, Inc. operates as an e-commerce used automotive retailer in the United States More
Vroom, Common 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 Vroom, Common's pink sheet 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 Vroom, Common Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.6 | |||
| Information Ratio | 0.1159 | |||
| Maximum Drawdown | 437.18 | |||
| Value At Risk | (4.69) | |||
| Potential Upside | 4.42 |
Vroom, Common Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vroom, Common's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vroom, Common's standard deviation. In reality, there are many statistical measures that can use Vroom, Common historical prices to predict the future Vroom, Common's volatility.| Risk Adjusted Performance | 0.1091 | |||
| Jensen Alpha | 5.03 | |||
| Total Risk Alpha | 12.32 | |||
| Sortino Ratio | 1.07 | |||
| Treynor Ratio | (0.77) |
Vroom, Common Stock Backtested Returns
Vroom, Common is out of control given 3 months investment horizon. Vroom, Common Stock owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We were able to interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 6.59% are justified by taking the suggested risk. Use Vroom, Common Stock Coefficient Of Variation of 877.31, risk adjusted performance of 0.1091, and Semi Deviation of 2.64 to evaluate company specific risk that cannot be diversified away. Vroom, Common holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of -7.63, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Vroom, Common are expected to decrease by larger amounts. On the other hand, during market turmoil, Vroom, Common is expected to outperform it. Use Vroom, Common Stock potential upside, as well as the relationship between the accumulation distribution and price action indicator , to analyze future returns on Vroom, Common Stock.
Auto-correlation | 0.46 |
Average predictability
Vroom, Common Stock has average predictability. Overlapping area represents the amount of predictability between Vroom, Common 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 Vroom, Common Stock price movement. The serial correlation of 0.46 indicates that about 46.0% of current Vroom, Common price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 100.24 |
Vroom, Common Stock lagged returns against current returns
Autocorrelation, which is Vroom, Common pink sheet'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 Vroom, Common's pink sheet expected returns. We can calculate the autocorrelation of Vroom, Common returns to help us make a trade decision. For example, suppose you find that Vroom, Common has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Vroom, Common 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 Vroom, Common pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vroom, Common pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vroom, Common pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vroom, Common Lagged Returns
When evaluating Vroom, Common's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vroom, Common pink sheet have on its future price. Vroom, Common 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, Vroom, Common autocorrelation shows the relationship between Vroom, Common pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vroom, Common Stock.
Regressed Prices |
| Timeline |
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Vroom, Common financial ratios help investors to determine whether Vroom, Pink Sheet 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 Vroom, with respect to the benefits of owning Vroom, Common security.