Zoom Video (Brazil) Market Value
| Z1OM34 Stock | BRL 16.71 2.12 11.26% |
| Symbol | Zoom |
Zoom Video '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 Zoom Video'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 Zoom Video.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Zoom Video on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Zoom Video Communications or generate 0.0% return on investment in Zoom Video over 30 days. Zoom Video is related to or competes with United Rentals, Charter Communications, and Verizon Communications. Zoom Video Communications, Inc. provides a video-first communications platform in the Americas, the Asia Pacific, Europe... More
Zoom Video 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 Zoom Video'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 Zoom Video Communications upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 12.13 | |||
| Value At Risk | (3.44) | |||
| Potential Upside | 4.69 |
Zoom Video Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zoom Video's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zoom Video's standard deviation. In reality, there are many statistical measures that can use Zoom Video historical prices to predict the future Zoom Video's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.60) |
Zoom Video Communications Backtested Returns
Zoom Video Communications shows Sharpe Ratio of -0.13, which attests that the company had a -0.13 % return per unit of risk over the last 3 months. Zoom Video Communications exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Zoom Video's Market Risk Adjusted Performance of (0.59), mean deviation of 1.89, and Standard Deviation of 2.76 to validate the risk estimate we provide. The firm maintains a market beta of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Zoom Video's returns are expected to increase less than the market. However, during the bear market, the loss of holding Zoom Video is expected to be smaller as well. At this point, Zoom Video Communications has a negative expected return of -0.33%. Please make sure to check out Zoom Video's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Zoom Video Communications performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Zoom Video Communications has insignificant reverse predictability. Overlapping area represents the amount of predictability between Zoom Video time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Zoom Video Communications price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Zoom Video price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
Zoom Video Communications lagged returns against current returns
Autocorrelation, which is Zoom Video 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 Zoom Video's stock expected returns. We can calculate the autocorrelation of Zoom Video returns to help us make a trade decision. For example, suppose you find that Zoom Video 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 |
Zoom Video 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 Zoom Video stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zoom Video stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zoom Video stock over time.
Current vs Lagged Prices |
| Timeline |
Zoom Video Lagged Returns
When evaluating Zoom Video's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zoom Video stock have on its future price. Zoom Video 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, Zoom Video autocorrelation shows the relationship between Zoom Video stock current value and its past values and can show if there is a momentum factor associated with investing in Zoom Video Communications.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Additional Information and Resources on Investing in Zoom Stock
When determining whether Zoom Video Communications is a strong investment it is important to analyze Zoom Video's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Zoom Video's future performance. For an informed investment choice regarding Zoom Stock, refer to the following important reports:Check out Zoom Video Correlation, Zoom Video Volatility and Zoom Video Alpha and Beta module to complement your research on Zoom Video. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Zoom Video technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.