Vestas Wind (Germany) Market Value
| VWSB Stock | 14.60 0.59 4.21% |
| 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Vestas Wind on December 17, 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 Silicon Motion, Take-Two Interactive, Sqs Software, FORMPIPE SOFTWARE, AXWAY SOFTWARE, SILICON LABORATOR, and CyberArk Software. 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 | 2.61 | |||
| Information Ratio | 0.1027 | |||
| Maximum Drawdown | 13.35 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 4.38 |
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 | 0.0652 | |||
| Jensen Alpha | 0.1612 | |||
| Total Risk Alpha | 0.5235 | |||
| Sortino Ratio | 0.1092 | |||
| Treynor Ratio | (1.30) |
Vestas Wind Systems Backtested Returns
Vestas Wind appears to be not too volatile, given 3 months investment horizon. Vestas Wind Systems owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0904, which indicates the firm had a 0.0904 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Vestas Wind Systems, which you can use to evaluate the volatility of the company. Please review Vestas Wind's Risk Adjusted Performance of 0.0652, semi deviation of 2.18, and Coefficient Of Variation of 1492.29 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vestas Wind holds a performance score of 7. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vestas Wind are expected to decrease at a much lower rate. During the bear market, Vestas Wind is likely to outperform the market. Please check Vestas Wind's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Vestas Wind's existing price patterns will revert.
Auto-correlation | 0.07 |
Virtually no predictability
Vestas Wind Systems has virtually no predictability. Overlapping area represents the amount of predictability between Vestas Wind time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 0.07 indicates that barely 7.0% of current Vestas Wind price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
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 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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.