Veolia Environnement (Germany) Market Value

VVDH Stock  EUR 15.00  0.10  0.67%   
Veolia Environnement's market value is the price at which a share of Veolia Environnement trades on a public exchange. It measures the collective expectations of Veolia Environnement SA investors about its performance. Veolia Environnement is trading at 15.00 as of the 18th of March 2025. This is a 0.67% up since the beginning of the trading day. The stock's lowest day price was 15.0.
With this module, you can estimate the performance of a buy and hold strategy of Veolia Environnement SA and determine expected loss or profit from investing in Veolia Environnement over a given investment horizon. Check out Veolia Environnement Correlation, Veolia Environnement Volatility and Veolia Environnement Alpha and Beta module to complement your research on Veolia Environnement.
Symbol

Please note, there is a significant difference between Veolia Environnement's value and its price as these two are different measures arrived at by different means. Investors typically determine if Veolia Environnement is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Veolia Environnement's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Veolia Environnement '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 Veolia Environnement'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 Veolia Environnement.
0.00
12/18/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/18/2025
0.00
If you would invest  0.00  in Veolia Environnement on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Veolia Environnement SA or generate 0.0% return on investment in Veolia Environnement over 90 days. Veolia Environnement is related to or competes with INTERSHOP Communications, Citic Telecom, Singapore Telecommunicatio, Cairo Communication, Bank of America, and Cellnex Telecom. Veolia Environnement S.A. designs and provides water, waste, and energy management solutions worldwide More

Veolia Environnement 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 Veolia Environnement'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 Veolia Environnement SA upside and downside potential and time the market with a certain degree of confidence.

Veolia Environnement Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Veolia Environnement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Veolia Environnement's standard deviation. In reality, there are many statistical measures that can use Veolia Environnement historical prices to predict the future Veolia Environnement's volatility.
Hype
Prediction
LowEstimatedHigh
12.7615.0017.24
Details
Intrinsic
Valuation
LowRealHigh
9.9812.2216.50
Details
Naive
Forecast
LowNextHigh
12.7715.0117.25
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
14.8614.9515.05
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Veolia Environnement. Your research has to be compared to or analyzed against Veolia Environnement's peers to derive any actionable benefits. When done correctly, Veolia Environnement's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Veolia Environnement.

Veolia Environnement Backtested Returns

Veolia Environnement appears to be not too volatile, given 3 months investment horizon. Veolia Environnement owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0962, which indicates the firm had a 0.0962 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Veolia Environnement SA, which you can use to evaluate the volatility of the company. Please review Veolia Environnement's Coefficient Of Variation of 1492.74, risk adjusted performance of 0.0649, and Semi Deviation of 1.95 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Veolia Environnement holds a performance score of 7. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Veolia Environnement are expected to decrease at a much lower rate. During the bear market, Veolia Environnement is likely to outperform the market. Please check Veolia Environnement's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Veolia Environnement's existing price patterns will revert.

Auto-correlation

    
  0.25  

Poor predictability

Veolia Environnement SA has poor predictability. Overlapping area represents the amount of predictability between Veolia Environnement time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Veolia Environnement price movement. The serial correlation of 0.25 indicates that over 25.0% of current Veolia Environnement price fluctuation can be explain by its past prices.
Correlation Coefficient0.25
Spearman Rank Test0.41
Residual Average0.0
Price Variance0.35

Veolia Environnement lagged returns against current returns

Autocorrelation, which is Veolia Environnement 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 Veolia Environnement's stock expected returns. We can calculate the autocorrelation of Veolia Environnement returns to help us make a trade decision. For example, suppose you find that Veolia Environnement 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  

Veolia Environnement 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 Veolia Environnement stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Veolia Environnement stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Veolia Environnement stock over time.
   Current vs Lagged Prices   
       Timeline  

Veolia Environnement Lagged Returns

When evaluating Veolia Environnement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Veolia Environnement stock have on its future price. Veolia Environnement 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, Veolia Environnement autocorrelation shows the relationship between Veolia Environnement stock current value and its past values and can show if there is a momentum factor associated with investing in Veolia Environnement SA.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Veolia Stock

Veolia Environnement financial ratios help investors to determine whether Veolia 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 Veolia with respect to the benefits of owning Veolia Environnement security.