Vestas Wind (Denmark) Market Value
| VWS Stock | DKK 104.25 0.90 0.87% |
| Symbol | Vestas |
Vestas Wind '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 Vestas Wind'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 Vestas Wind.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Vestas Wind on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Vestas Wind Systems or generate 0.0% return on investment in Vestas Wind over 90 days. Vestas Wind is related to or competes with Orsted AS, Danske Bank, Bavarian Nordic, DSV Panalpina, and AP Mller. Vestas Wind Systems AS designs, manufactures, installs, and services wind turbines worldwide More
Vestas Wind 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 Vestas Wind'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 Vestas Wind Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.47 | |||
| Information Ratio | 0.093 | |||
| Maximum Drawdown | 14.15 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 4.82 |
Vestas Wind Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vestas Wind's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vestas Wind's standard deviation. In reality, there are many statistical measures that can use Vestas Wind historical prices to predict the future Vestas Wind's volatility.| Risk Adjusted Performance | 0.0512 | |||
| Jensen Alpha | 0.1508 | |||
| Total Risk Alpha | 0.5889 | |||
| Sortino Ratio | 0.1099 | |||
| Treynor Ratio | 2.95 |
Vestas Wind Systems Backtested Returns
As of now, Vestas Stock is very steady. Vestas Wind Systems owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0624, which indicates the firm had a 0.0624 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vestas Wind Systems, which you can use to evaluate the volatility of the company. Please validate Vestas Wind's Semi Deviation of 2.36, risk adjusted performance of 0.0512, and Coefficient Of Variation of 1886.47 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Vestas Wind has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.049, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vestas Wind's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vestas Wind is expected to be smaller as well. Vestas Wind Systems right now has a risk of 2.98%. Please validate Vestas Wind semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to decide if Vestas Wind will be following its existing price patterns.
Auto-correlation | 0.44 |
Average predictability
Vestas Wind Systems has average predictability. Overlapping area represents the amount of predictability between Vestas Wind time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Vestas Wind Systems price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Vestas Wind price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 11.92 |
Vestas Wind Systems lagged returns against current returns
Autocorrelation, which is Vestas Wind 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 Vestas Wind's stock expected returns. We can calculate the autocorrelation of Vestas Wind returns to help us make a trade decision. For example, suppose you find that Vestas Wind 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 |
Vestas Wind 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 Vestas Wind stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vestas Wind stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vestas Wind stock over time.
Current vs Lagged Prices |
| Timeline |
Vestas Wind Lagged Returns
When evaluating Vestas Wind's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vestas Wind stock have on its future price. Vestas Wind 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, Vestas Wind autocorrelation shows the relationship between Vestas Wind stock current value and its past values and can show if there is a momentum factor associated with investing in Vestas Wind Systems.
Regressed Prices |
| Timeline |
Pair Trading with Vestas Wind
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vestas Wind position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vestas Wind will appreciate offsetting losses from the drop in the long position's value.Moving against Vestas Stock
The ability to find closely correlated positions to Vestas Wind could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vestas Wind when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vestas Wind - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vestas Wind Systems to buy it.
The correlation of Vestas Wind is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vestas Wind moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vestas Wind Systems moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vestas Wind can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Vestas Stock
Vestas Wind financial ratios help investors to determine whether Vestas 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 Vestas with respect to the benefits of owning Vestas Wind security.