Victrex Plc (UK) Market Value
| VCT Stock | 699.00 1.00 0.14% |
| Symbol | Victrex |
Victrex 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 Victrex 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 Victrex Plc.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Victrex Plc on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Victrex plc or generate 0.0% return on investment in Victrex Plc over 90 days. Victrex Plc is related to or competes with Ebro Foods, Pan American, Lundin Mining, AfriTin Mining, Endeavour Mining, Supermarket Income, and Caledonia Mining. Victrex Plc is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Victrex 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 Victrex 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 Victrex plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 15.13 | |||
| Value At Risk | (2.85) | |||
| Potential Upside | 2.41 |
Victrex Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victrex Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victrex Plc's standard deviation. In reality, there are many statistical measures that can use Victrex Plc historical prices to predict the future Victrex Plc's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (0.45) |
Victrex plc Backtested Returns
Victrex plc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0774, which indicates the firm had a -0.0774 % return per unit of risk over the last 3 months. Victrex plc exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Victrex Plc's Coefficient Of Variation of (1,640), variance of 4.57, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Victrex Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Victrex Plc is expected to be smaller as well. At this point, Victrex plc has a negative expected return of -0.17%. Please make sure to validate Victrex Plc's kurtosis, market facilitation index, and the relationship between the value at risk and rate of daily change , to decide if Victrex plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.20 |
Weak predictability
Victrex plc has weak predictability. Overlapping area represents the amount of predictability between Victrex Plc time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Victrex plc price movement. The serial correlation of 0.2 indicates that over 20.0% of current Victrex Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 1010.89 |
Victrex plc lagged returns against current returns
Autocorrelation, which is Victrex 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 Victrex Plc's stock expected returns. We can calculate the autocorrelation of Victrex Plc returns to help us make a trade decision. For example, suppose you find that Victrex 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 |
Victrex 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 Victrex Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victrex Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victrex Plc stock over time.
Current vs Lagged Prices |
| Timeline |
Victrex Plc Lagged Returns
When evaluating Victrex Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victrex Plc stock have on its future price. Victrex 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, Victrex Plc autocorrelation shows the relationship between Victrex Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Victrex plc.
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.Other Information on Investing in Victrex Stock
Victrex Plc financial ratios help investors to determine whether Victrex 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 Victrex with respect to the benefits of owning Victrex Plc security.