YouGov Plc (Germany) Market Value
| Y1G Stock | EUR 4.48 0.04 0.88% |
| Symbol | YouGov |
YouGov Plc '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 YouGov Plc'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 YouGov Plc.
| 09/24/2024 |
| 01/22/2025 |
If you would invest 0.00 in YouGov Plc on September 24, 2024 and sell it all today you would earn a total of 0.00 from holding YouGov plc or generate 0.0% return on investment in YouGov Plc over 120 days. YouGov Plc is related to or competes with Virtus Investment, UNIVERSAL MUSIC, Zoom Video, Warner Music, and MidCap Financial. YouGov plc provides online market research services in the United Kingdom, the United States, Germany, the Nordic countr... More
YouGov Plc 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 YouGov Plc'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 YouGov plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.06 | |||
| Information Ratio | 0.0333 | |||
| Maximum Drawdown | 17.64 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 6.05 |
YouGov Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YouGov Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YouGov Plc's standard deviation. In reality, there are many statistical measures that can use YouGov Plc historical prices to predict the future YouGov Plc's volatility.| Risk Adjusted Performance | 0.0447 | |||
| Jensen Alpha | 0.1352 | |||
| Total Risk Alpha | 0.0328 | |||
| Sortino Ratio | 0.0365 | |||
| Treynor Ratio | 1.36 |
YouGov plc Backtested Returns
At this point, YouGov Plc is relatively risky. YouGov plc shows Sharpe Ratio of 0.0442, which attests that the company had a 0.0442 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for YouGov plc, which you can use to evaluate the volatility of the company. Please check out YouGov Plc's Market Risk Adjusted Performance of 1.37, mean deviation of 2.5, and Downside Deviation of 3.06 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. YouGov Plc has a performance score of 3 on a scale of 0 to 100. The firm maintains a market beta of 0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, YouGov Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding YouGov Plc is expected to be smaller as well. YouGov plc right now maintains a risk of 3.35%. Please check out YouGov plc potential upside, semi variance, and the relationship between the value at risk and downside variance , to decide if YouGov plc will be following its historical returns.
Auto-correlation | -0.46 |
Modest reverse predictability
YouGov plc has modest reverse predictability. Overlapping area represents the amount of predictability between YouGov Plc time series from 24th of September 2024 to 23rd of November 2024 and 23rd of November 2024 to 22nd of January 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 YouGov plc price movement. The serial correlation of -0.46 indicates that about 46.0% of current YouGov Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
YouGov plc lagged returns against current returns
Autocorrelation, which is YouGov Plc 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 YouGov Plc's stock expected returns. We can calculate the autocorrelation of YouGov Plc returns to help us make a trade decision. For example, suppose you find that YouGov Plc 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 |
YouGov Plc 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 YouGov Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YouGov Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YouGov Plc stock over time.
Current vs Lagged Prices |
| Timeline |
YouGov Plc Lagged Returns
When evaluating YouGov Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YouGov Plc stock have on its future price. YouGov Plc 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, YouGov Plc autocorrelation shows the relationship between YouGov Plc stock current value and its past values and can show if there is a momentum factor associated with investing in YouGov plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in YouGov Stock
YouGov Plc financial ratios help investors to determine whether YouGov 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 YouGov with respect to the benefits of owning YouGov Plc security.