Voestalpine's market value is the price at which a share of Voestalpine trades on a public exchange. It measures the collective expectations of Voestalpine AG investors about its performance. Voestalpine is trading at 25.08 as of the 23rd of July 2025. This is a 0.24 percent decrease since the beginning of the trading day. The stock's open price was 25.14. With this module, you can estimate the performance of a buy and hold strategy of Voestalpine AG and determine expected loss or profit from investing in Voestalpine over a given investment horizon. Check out Voestalpine Correlation, Voestalpine Volatility and Voestalpine Alpha and Beta module to complement your research on Voestalpine.
Please note, there is a significant difference between Voestalpine's value and its price as these two are different measures arrived at by different means. Investors typically determine if Voestalpine is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Voestalpine's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Voestalpine '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 Voestalpine'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 Voestalpine.
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04/24/2025
No Change 0.00
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In 3 months and 1 day
07/23/2025
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If you would invest 0.00 in Voestalpine on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Voestalpine AG or generate 0.0% return on investment in Voestalpine over 90 days. Voestalpine is related to or competes with OMV Aktiengesellscha, Raiffeisen Bank, Andritz AG, VERBUND AG, and Erste Group. More
Voestalpine 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 Voestalpine'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 Voestalpine AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Voestalpine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voestalpine's standard deviation. In reality, there are many statistical measures that can use Voestalpine historical prices to predict the future Voestalpine's volatility.
Voestalpine appears to be very steady, given 3 months investment horizon. Voestalpine AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Voestalpine AG, which you can use to evaluate the volatility of the company. Please review Voestalpine's Coefficient Of Variation of 735.21, risk adjusted performance of 0.1255, and Semi Deviation of 1.14 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Voestalpine holds a performance score of 10. The entity has a beta of 0.0917, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Voestalpine's returns are expected to increase less than the market. However, during the bear market, the loss of holding Voestalpine is expected to be smaller as well. Please check Voestalpine's total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Voestalpine's existing price patterns will revert.
Auto-correlation
-0.22
Weak reverse predictability
Voestalpine AG has weak reverse predictability. Overlapping area represents the amount of predictability between Voestalpine 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 Voestalpine AG price movement. The serial correlation of -0.22 indicates that over 22.0% of current Voestalpine price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.22
Spearman Rank Test
-0.16
Residual Average
0.0
Price Variance
1.51
Voestalpine AG lagged returns against current returns
Autocorrelation, which is Voestalpine 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 Voestalpine's stock expected returns. We can calculate the autocorrelation of Voestalpine returns to help us make a trade decision. For example, suppose you find that Voestalpine 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
Voestalpine 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 Voestalpine stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voestalpine stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Voestalpine stock over time.
Current vs Lagged Prices
Timeline
Voestalpine Lagged Returns
When evaluating Voestalpine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voestalpine stock have on its future price. Voestalpine 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, Voestalpine autocorrelation shows the relationship between Voestalpine stock current value and its past values and can show if there is a momentum factor associated with investing in Voestalpine AG.
Other Information on Investing in Voestalpine Stock
Voestalpine financial ratios help investors to determine whether Voestalpine 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 Voestalpine with respect to the benefits of owning Voestalpine security.