Van Lanschot (Netherlands) Market Value
| VLK Stock | EUR 34.95 0.25 0.72% |
| 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.
| 04/06/2024 |
| 05/06/2024 |
If you would invest 0.00 in Van Lanschot on April 6, 2024 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 30 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 | 1.16 | |||
| Information Ratio | 0.1809 | |||
| Maximum Drawdown | 7.17 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.96 |
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 | 0.1538 | |||
| Jensen Alpha | 0.3419 | |||
| Total Risk Alpha | 0.1744 | |||
| Sortino Ratio | 0.2305 | |||
| Treynor Ratio | (4.99) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Van Lanschot's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
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 0.27, which indicates the firm had a 0.27% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Van Lanschot NV, which you can use to evaluate the volatility of the company. Please review Van Lanschot's Risk Adjusted Performance of 0.1538, coefficient of variation of 426.25, and Semi Deviation of 0.8318 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 21. The entity has a beta of -0.0676, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Van Lanschot are expected to decrease at a much lower rate. During the bear market, Van Lanschot is likely to outperform the market. Please check Van Lanschot's total risk alpha, treynor ratio, value at risk, as well as 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 | -0.48 |
Modest reverse predictability
Van Lanschot NV has modest reverse predictability. Overlapping area represents the amount of predictability between Van Lanschot time series from 6th of April 2024 to 21st of April 2024 and 21st of April 2024 to 6th of May 2024. 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 -0.48 indicates that about 48.0% of current Van Lanschot price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
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 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Van Lanschot in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Van Lanschot's short interest history, or implied volatility extrapolated from Van Lanschot options trading.
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.Check out Van Lanschot Correlation, Van Lanschot Volatility and Van Lanschot Alpha and Beta module to complement your research on Van Lanschot. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary 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.
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Van Lanschot technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.