Viva Energy (Australia) Market Value
VEA Stock | 2.31 0.05 2.21% |
Symbol | Viva |
Viva Energy '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 Viva Energy'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 Viva Energy.
04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Viva Energy on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Viva Energy Group or generate 0.0% return on investment in Viva Energy over 90 days. Viva Energy is related to or competes with Platinum Asset, Patriot Battery, Clean Seas, and Polymetals Resources. More
Viva Energy 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 Viva Energy'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 Viva Energy Group upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.68 | |||
Information Ratio | 0.1748 | |||
Maximum Drawdown | 8.74 | |||
Value At Risk | (2.58) | |||
Potential Upside | 4.26 |
Viva Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Viva Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Viva Energy's standard deviation. In reality, there are many statistical measures that can use Viva Energy historical prices to predict the future Viva Energy's volatility.Risk Adjusted Performance | 0.2603 | |||
Jensen Alpha | 0.5365 | |||
Total Risk Alpha | 0.0968 | |||
Sortino Ratio | 0.2008 | |||
Treynor Ratio | 15.58 |
Viva Energy Group Backtested Returns
Viva Energy appears to be moderately volatile, given 3 months investment horizon. Viva Energy Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.29, which indicates the firm had a 0.29 % return per unit of risk over the last 3 months. By inspecting Viva Energy's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please review Viva Energy's Risk Adjusted Performance of 0.2603, semi deviation of 1.12, and Coefficient Of Variation of 349.14 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Viva Energy holds a performance score of 22. The entity has a beta of 0.0349, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Viva Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Viva Energy is expected to be smaller as well. Please check Viva Energy's potential upside, semi variance, and the relationship between the value at risk and downside variance , to make a quick decision on whether Viva Energy's existing price patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Viva Energy Group has very good predictability. Overlapping area represents the amount of predictability between Viva Energy time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Viva Energy Group price movement. The serial correlation of 0.8 indicates that around 80.0% of current Viva Energy price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.8 | |
Spearman Rank Test | 0.74 | |
Residual Average | 0.0 | |
Price Variance | 0.01 |
Viva Energy Group lagged returns against current returns
Autocorrelation, which is Viva Energy 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 Viva Energy's stock expected returns. We can calculate the autocorrelation of Viva Energy returns to help us make a trade decision. For example, suppose you find that Viva Energy 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 |
Viva Energy 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 Viva Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Viva Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Viva Energy stock over time.
Current vs Lagged Prices |
Timeline |
Viva Energy Lagged Returns
When evaluating Viva Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Viva Energy stock have on its future price. Viva Energy 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, Viva Energy autocorrelation shows the relationship between Viva Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Viva Energy Group.
Regressed Prices |
Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Viva Stock Analysis
When running Viva Energy's price analysis, check to measure Viva Energy'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 Viva Energy is operating at the current time. Most of Viva Energy's value examination focuses on studying past and present price action to predict the probability of Viva Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Viva Energy's price. Additionally, you may evaluate how the addition of Viva Energy to your portfolios can decrease your overall portfolio volatility.