Van Lanschot (Netherlands) Market Value
| VLK Stock | EUR 57.20 0.30 0.52% |
| Symbol | Van |
Van Lanschot '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 Van Lanschot'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 Van Lanschot.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Van Lanschot on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Van Lanschot NV or generate 0.0% return on investment in Van Lanschot over 90 days. Van Lanschot is related to or competes with ASR Nederland, NN Group, TKH Group, Koninklijke Heijmans, and Flow Traders. Van Lanschot Kempen N.V. provides financial services in the Netherlands and internationally More
Van Lanschot 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 Van Lanschot'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 Van Lanschot NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.2009 | |||
| Maximum Drawdown | 6.39 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.42 |
Van Lanschot Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Van Lanschot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Van Lanschot's standard deviation. In reality, there are many statistical measures that can use Van Lanschot historical prices to predict the future Van Lanschot's volatility.| Risk Adjusted Performance | 0.3121 | |||
| Jensen Alpha | 0.3982 | |||
| Total Risk Alpha | 0.1864 | |||
| Sortino Ratio | 0.2131 | |||
| Treynor Ratio | 3.1 |
Van Lanschot NV Backtested Returns
Van Lanschot appears to be very steady, given 3 months investment horizon. Van Lanschot NV owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.32, which indicates the firm had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Van Lanschot NV, which you can use to evaluate the volatility of the company. Please review Van Lanschot's Coefficient Of Variation of 291.74, semi deviation of 0.5881, and Risk Adjusted Performance of 0.3121 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Van Lanschot holds a performance score of 25. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Van Lanschot's returns are expected to increase less than the market. However, during the bear market, the loss of holding Van Lanschot is expected to be smaller as well. Please check Van Lanschot's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Van Lanschot's existing price patterns will revert.
Auto-correlation | 0.52 |
Modest predictability
Van Lanschot NV has modest predictability. Overlapping area represents the amount of predictability between Van Lanschot 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 Van Lanschot NV price movement. The serial correlation of 0.52 indicates that about 52.0% of current Van Lanschot price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 2.49 |
Van Lanschot NV lagged returns against current returns
Autocorrelation, which is Van Lanschot 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 Van Lanschot's stock expected returns. We can calculate the autocorrelation of Van Lanschot returns to help us make a trade decision. For example, suppose you find that Van Lanschot 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 |
Van Lanschot 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 Van Lanschot stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Van Lanschot stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Van Lanschot stock over time.
Current vs Lagged Prices |
| Timeline |
Van Lanschot Lagged Returns
When evaluating Van Lanschot's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Van Lanschot stock have on its future price. Van Lanschot 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, Van Lanschot autocorrelation shows the relationship between Van Lanschot stock current value and its past values and can show if there is a momentum factor associated with investing in Van Lanschot NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Van Stock Analysis
When running Van Lanschot's price analysis, check to measure Van Lanschot'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 Van Lanschot is operating at the current time. Most of Van Lanschot's value examination focuses on studying past and present price action to predict the probability of Van Lanschot's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Van Lanschot's price. Additionally, you may evaluate how the addition of Van Lanschot to your portfolios can decrease your overall portfolio volatility.