Virtu Financial (Germany) Market Value
| 0VF Stock | EUR 39.00 0.80 2.09% |
| Symbol | Virtu |
Virtu Financial '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 Virtu Financial'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 Virtu Financial.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Virtu Financial on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Virtu Financial or generate 0.0% return on investment in Virtu Financial over 90 days. Virtu Financial is related to or competes with Morgan Stanley, Morgan Stanley, Charles Schwab, Goldman Sachs, SP Global, Moodys, and Macquarie Group. Virtu Financial, Inc., together with its subsidiaries, provides market making and liquidity services through its proprie... More
Virtu Financial 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 Virtu Financial'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 Virtu Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.0615 | |||
| Maximum Drawdown | 10.59 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 3.3 |
Virtu Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtu Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtu Financial's standard deviation. In reality, there are many statistical measures that can use Virtu Financial historical prices to predict the future Virtu Financial's volatility.| Risk Adjusted Performance | 0.1357 | |||
| Jensen Alpha | 0.2495 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0504 | |||
| Treynor Ratio | (3.66) |
Virtu Financial Backtested Returns
Virtu Financial appears to be very steady, given 3 months investment horizon. Virtu Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Virtu Financial, which you can use to evaluate the volatility of the company. Please review Virtu Financial's Semi Deviation of 1.66, risk adjusted performance of 0.1357, and Coefficient Of Variation of 713.4 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Virtu Financial holds a performance score of 12. The entity has a beta of -0.0658, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Virtu Financial are expected to decrease at a much lower rate. During the bear market, Virtu Financial is likely to outperform the market. Please check Virtu Financial's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Virtu Financial's existing price patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
Virtu Financial has below average predictability. Overlapping area represents the amount of predictability between Virtu Financial time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 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 Virtu Financial price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Virtu Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.01 |
Virtu Financial lagged returns against current returns
Autocorrelation, which is Virtu Financial 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 Virtu Financial's stock expected returns. We can calculate the autocorrelation of Virtu Financial returns to help us make a trade decision. For example, suppose you find that Virtu Financial 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 |
Virtu Financial 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 Virtu Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virtu Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virtu Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Virtu Financial Lagged Returns
When evaluating Virtu Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virtu Financial stock have on its future price. Virtu Financial 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, Virtu Financial autocorrelation shows the relationship between Virtu Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Virtu Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Virtu Stock
Virtu Financial financial ratios help investors to determine whether Virtu 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 Virtu with respect to the benefits of owning Virtu Financial security.