VODAFONE GROUP (Germany) Market Value
| VODI Stock | EUR 0.96 0.01 1.05% |
| Symbol | VODAFONE |
VODAFONE GROUP '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 VODAFONE GROUP'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 VODAFONE GROUP.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in VODAFONE GROUP on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding VODAFONE GROUP or generate 0.0% return on investment in VODAFONE GROUP over 90 days. VODAFONE GROUP is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
VODAFONE GROUP 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 VODAFONE GROUP'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 VODAFONE GROUP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | 0.0766 | |||
| Maximum Drawdown | 8.3 | |||
| Value At Risk | (2.20) | |||
| Potential Upside | 2.53 |
VODAFONE GROUP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VODAFONE GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VODAFONE GROUP's standard deviation. In reality, there are many statistical measures that can use VODAFONE GROUP historical prices to predict the future VODAFONE GROUP's volatility.| Risk Adjusted Performance | 0.1831 | |||
| Jensen Alpha | 0.2945 | |||
| Total Risk Alpha | 0.0077 | |||
| Sortino Ratio | 0.0709 | |||
| Treynor Ratio | (3.30) |
VODAFONE GROUP Backtested Returns
VODAFONE GROUP appears to be risky, given 3 months investment horizon. VODAFONE GROUP owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for VODAFONE GROUP, which you can use to evaluate the volatility of the company. Please review VODAFONE GROUP's risk adjusted performance of 0.1831, and Coefficient Of Variation of 503.28 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, VODAFONE GROUP holds a performance score of 17. The entity has a beta of -0.0849, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VODAFONE GROUP are expected to decrease at a much lower rate. During the bear market, VODAFONE GROUP is likely to outperform the market. Please check VODAFONE GROUP's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether VODAFONE GROUP's existing price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
VODAFONE GROUP has good predictability. Overlapping area represents the amount of predictability between VODAFONE GROUP 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 VODAFONE GROUP price movement. The serial correlation of 0.76 indicates that around 76.0% of current VODAFONE GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
VODAFONE GROUP lagged returns against current returns
Autocorrelation, which is VODAFONE GROUP 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 VODAFONE GROUP's stock expected returns. We can calculate the autocorrelation of VODAFONE GROUP returns to help us make a trade decision. For example, suppose you find that VODAFONE GROUP 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 |
VODAFONE GROUP 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 VODAFONE GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VODAFONE GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VODAFONE GROUP stock over time.
Current vs Lagged Prices |
| Timeline |
VODAFONE GROUP Lagged Returns
When evaluating VODAFONE GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VODAFONE GROUP stock have on its future price. VODAFONE GROUP 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, VODAFONE GROUP autocorrelation shows the relationship between VODAFONE GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in VODAFONE GROUP.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for VODAFONE Stock Analysis
When running VODAFONE GROUP's price analysis, check to measure VODAFONE GROUP'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 VODAFONE GROUP is operating at the current time. Most of VODAFONE GROUP's value examination focuses on studying past and present price action to predict the probability of VODAFONE GROUP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VODAFONE GROUP's price. Additionally, you may evaluate how the addition of VODAFONE GROUP to your portfolios can decrease your overall portfolio volatility.