YouGov Plc (Germany) Market Value
| Y1G Stock | 4.88 0.00 0.00% |
| 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.
| 12/02/2024 |
| 01/01/2025 |
If you would invest 0.00 in YouGov Plc on December 2, 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 30 days. YouGov Plc is related to or competes with Chiba Bank, Regions Financial, ANGLER GAMING, FUTURE GAMING, TFS FINANCIAL, Sabre Insurance, and Scientific Games. 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.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 34.77 | |||
| Value At Risk | (6.03) | |||
| Potential Upside | 4.56 |
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 | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | 0.1086 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of YouGov Plc's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
YouGov plc Backtested Returns
Currently, YouGov plc is unstable. YouGov plc shows Sharpe Ratio of 0.0182, which attests that the company had a 0.0182% return per unit of risk over the last 3 months. We have found nineteen 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 0.1186, mean deviation of 2.47, and Standard Deviation of 4.35 to validate if the risk estimate we provide is consistent with the expected return of 0.081%. YouGov Plc has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of -0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning YouGov Plc are expected to decrease at a much lower rate. During the bear market, YouGov Plc is likely to outperform the market. YouGov plc right now maintains a risk of 4.46%. Please check out YouGov plc coefficient of variation, value at risk, day typical price, as well as the relationship between the information ratio and kurtosis , to decide if YouGov plc will be following its historical returns.
Auto-correlation | -0.48 |
Modest reverse predictability
YouGov plc has modest reverse predictability. Overlapping area represents the amount of predictability between YouGov Plc time series from 2nd of December 2024 to 17th of December 2024 and 17th of December 2024 to 1st 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 -0.48 indicates that about 48.0% of current YouGov Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
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Additional Tools for YouGov Stock Analysis
When running YouGov Plc's price analysis, check to measure YouGov Plc's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy YouGov Plc is operating at the current time. Most of YouGov Plc's value examination focuses on studying past and present price action to predict the probability of YouGov Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move YouGov Plc's price. Additionally, you may evaluate how the addition of YouGov Plc to your portfolios can decrease your overall portfolio volatility.