Victory Square Technologies Stock Market Value
| VSQTF Stock | USD 0.13 0.01 7.14% |
| Symbol | Victory |
Victory Square '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 Victory Square's otc 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 Victory Square.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Victory Square on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Victory Square Technologies or generate 0.0% return on investment in Victory Square over 90 days. Victory Square is related to or competes with GameSquare Holdings, Nexon Co, IGG, and Leaf Mobile. Victory Square Technologies Inc. is a private equity and venture capital firm specializing in incubation, acquisition an... More
Victory Square 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 Victory Square's otc 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 Victory Square Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.92 | |||
| Information Ratio | 0.1101 | |||
| Maximum Drawdown | 80.45 | |||
| Value At Risk | (11.11) | |||
| Potential Upside | 23.08 |
Victory Square Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victory Square's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victory Square's standard deviation. In reality, there are many statistical measures that can use Victory Square historical prices to predict the future Victory Square's volatility.| Risk Adjusted Performance | 0.0983 | |||
| Jensen Alpha | 1.32 | |||
| Total Risk Alpha | 2.87 | |||
| Sortino Ratio | 0.1079 | |||
| Treynor Ratio | 4.19 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Victory Square's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Victory Square Techn Backtested Returns
Victory Square is out of control given 3 months investment horizon. Victory Square Techn owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.3% are justified by taking the suggested risk. Use Victory Square Techn Semi Deviation of 9.18, risk adjusted performance of 0.0983, and Coefficient Of Variation of 977.84 to evaluate company specific risk that cannot be diversified away. Victory Square holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Victory Square's returns are expected to increase less than the market. However, during the bear market, the loss of holding Victory Square is expected to be smaller as well. Use Victory Square Techn total risk alpha and the relationship between the potential upside and price action indicator , to analyze future returns on Victory Square Techn.
Auto-correlation | -0.7 |
Very good reverse predictability
Victory Square Technologies has very good reverse predictability. Overlapping area represents the amount of predictability between Victory Square time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Victory Square Techn price movement. The serial correlation of -0.7 indicates that around 70.0% of current Victory Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Victory Square Techn lagged returns against current returns
Autocorrelation, which is Victory Square otc 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 Victory Square's otc stock expected returns. We can calculate the autocorrelation of Victory Square returns to help us make a trade decision. For example, suppose you find that Victory Square has exhibited high autocorrelation historically, and you observe that the otc 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 |
Victory Square 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 Victory Square otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victory Square otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victory Square otc stock over time.
Current vs Lagged Prices |
| Timeline |
Victory Square Lagged Returns
When evaluating Victory Square's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victory Square otc stock have on its future price. Victory Square 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, Victory Square autocorrelation shows the relationship between Victory Square otc stock current value and its past values and can show if there is a momentum factor associated with investing in Victory Square Technologies.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Victory OTC Stock
Victory Square financial ratios help investors to determine whether Victory OTC 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 Victory with respect to the benefits of owning Victory Square security.