Vivendi SE's market value is the price at which a share of Vivendi SE trades on a public exchange. It measures the collective expectations of Vivendi SE investors about its performance. Vivendi SE is trading at 3.18 as of the 27th of March 2025. This is a 2.15 percent decrease since the beginning of the trading day. The stock's lowest day price was 3.18.
With this module, you can estimate the performance of a buy and hold strategy of Vivendi SE and determine expected loss or profit from investing in Vivendi SE over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Vivendi
Vivendi SE '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 Vivendi SE'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 Vivendi SE.
0.00
12/27/2024
No Change 0.00
0.0
In 2 months and 31 days
03/27/2025
0.00
If you would invest 0.00 in Vivendi SE on December 27, 2024 and sell it all today you would earn a total of 0.00 from holding Vivendi SE or generate 0.0% return on investment in Vivendi SE over 90 days.
Vivendi SE 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 Vivendi SE'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 Vivendi SE upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vivendi SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vivendi SE's standard deviation. In reality, there are many statistical measures that can use Vivendi SE historical prices to predict the future Vivendi SE's volatility.
Vivendi SE appears to be very risky, given 3 months investment horizon. Vivendi SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0417, which indicates the firm had a 0.0417 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vivendi SE, which you can use to evaluate the volatility of the company. Please review Vivendi SE's Risk Adjusted Performance of 0.0438, coefficient of variation of 2400.03, and Semi Deviation of 5.56 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vivendi SE holds a performance score of 3. The entity has a beta of 1.67, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vivendi SE will likely underperform. Please check Vivendi SE's semi variance, as well as the relationship between the rate of daily change and relative strength index , to make a quick decision on whether Vivendi SE's existing price patterns will revert.
Auto-correlation
-0.23
Weak reverse predictability
Vivendi SE has weak reverse predictability. Overlapping area represents the amount of predictability between Vivendi SE time series from 27th of December 2024 to 10th of February 2025 and 10th of February 2025 to 27th 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 Vivendi SE price movement. The serial correlation of -0.23 indicates that over 23.0% of current Vivendi SE price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.23
Spearman Rank Test
-0.06
Residual Average
0.0
Price Variance
0.03
Vivendi SE lagged returns against current returns
Autocorrelation, which is Vivendi SE 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 Vivendi SE's pink sheet expected returns. We can calculate the autocorrelation of Vivendi SE returns to help us make a trade decision. For example, suppose you find that Vivendi SE 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
Vivendi SE 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 Vivendi SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vivendi SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vivendi SE pink sheet over time.
Current vs Lagged Prices
Timeline
Vivendi SE Lagged Returns
When evaluating Vivendi SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vivendi SE pink sheet have on its future price. Vivendi SE 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, Vivendi SE autocorrelation shows the relationship between Vivendi SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vivendi SE.