STORAGEVAULT CANADA (Germany) Market Value
| 0SV Stock | EUR 2.52 0.04 1.56% |
| Symbol | STORAGEVAULT |
STORAGEVAULT CANADA '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 STORAGEVAULT CANADA'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 STORAGEVAULT CANADA.
| 06/29/2023 |
| 06/18/2025 |
If you would invest 0.00 in STORAGEVAULT CANADA on June 29, 2023 and sell it all today you would earn a total of 0.00 from holding STORAGEVAULT CANADA INC or generate 0.0% return on investment in STORAGEVAULT CANADA over 720 days. STORAGEVAULT CANADA is related to or competes with HANOVER INSURANCE, BOVIS HOMES, UNIQA INSURANCE, Addus HomeCare, and ADDUS HOMECARE. StorageVault Canada Inc. engages in owning, managing, and renting self-storage and portable storage space to individual ... More
STORAGEVAULT CANADA 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 STORAGEVAULT CANADA'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 STORAGEVAULT CANADA INC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.032 | |||
| Maximum Drawdown | 12.44 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 5.6 |
STORAGEVAULT CANADA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STORAGEVAULT CANADA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STORAGEVAULT CANADA's standard deviation. In reality, there are many statistical measures that can use STORAGEVAULT CANADA historical prices to predict the future STORAGEVAULT CANADA's volatility.| Risk Adjusted Performance | 0.0842 | |||
| Jensen Alpha | 0.1062 | |||
| Total Risk Alpha | 0.0609 | |||
| Sortino Ratio | 0.0338 | |||
| Treynor Ratio | (0.59) |
STORAGEVAULT CANADA INC Backtested Returns
At this point, STORAGEVAULT CANADA is unstable. STORAGEVAULT CANADA INC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0289, which indicates the firm had a 0.0289 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for STORAGEVAULT CANADA INC, which you can use to evaluate the volatility of the company. Please validate STORAGEVAULT CANADA's risk adjusted performance of 0.0842, and Coefficient Of Variation of 2015.57 to confirm if the risk estimate we provide is consistent with the expected return of 0.0622%. STORAGEVAULT CANADA has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning STORAGEVAULT CANADA are expected to decrease at a much lower rate. During the bear market, STORAGEVAULT CANADA is likely to outperform the market. STORAGEVAULT CANADA INC presently has a risk of 2.16%. Please validate STORAGEVAULT CANADA coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to decide if STORAGEVAULT CANADA will be following its existing price patterns.
Auto-correlation | -0.17 |
Insignificant reverse predictability
STORAGEVAULT CANADA INC has insignificant reverse predictability. Overlapping area represents the amount of predictability between STORAGEVAULT CANADA time series from 29th of June 2023 to 23rd of June 2024 and 23rd of June 2024 to 18th of June 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 STORAGEVAULT CANADA INC price movement. The serial correlation of -0.17 indicates that over 17.0% of current STORAGEVAULT CANADA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
STORAGEVAULT CANADA INC lagged returns against current returns
Autocorrelation, which is STORAGEVAULT CANADA 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 STORAGEVAULT CANADA's stock expected returns. We can calculate the autocorrelation of STORAGEVAULT CANADA returns to help us make a trade decision. For example, suppose you find that STORAGEVAULT CANADA 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 |
STORAGEVAULT CANADA 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 STORAGEVAULT CANADA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STORAGEVAULT CANADA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STORAGEVAULT CANADA stock over time.
Current vs Lagged Prices |
| Timeline |
STORAGEVAULT CANADA Lagged Returns
When evaluating STORAGEVAULT CANADA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STORAGEVAULT CANADA stock have on its future price. STORAGEVAULT CANADA 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, STORAGEVAULT CANADA autocorrelation shows the relationship between STORAGEVAULT CANADA stock current value and its past values and can show if there is a momentum factor associated with investing in STORAGEVAULT CANADA INC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in STORAGEVAULT Stock
STORAGEVAULT CANADA financial ratios help investors to determine whether STORAGEVAULT 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 STORAGEVAULT with respect to the benefits of owning STORAGEVAULT CANADA security.