Volkswagen (Germany) Market Value
| VOW3 Stock | EUR 93.06 0.60 0.65% |
| Symbol | Volkswagen |
Volkswagen '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 Volkswagen'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 Volkswagen.
| 04/17/2025 |
| 07/16/2025 |
If you would invest 0.00 in Volkswagen on April 17, 2025 and sell it all today you would earn a total of 0.00 from holding Volkswagen AG or generate 0.0% return on investment in Volkswagen over 90 days. Volkswagen is related to or competes with Zijin Mining, ARDAGH METAL, KENNAMETAL INC, PRECISION DRILLING, Perseus Mining, and SIMS METAL. Volkswagen AG manufactures and sells automobiles primarily in Europe, North America, South America, and the Asia-Pacific More
Volkswagen 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 Volkswagen'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 Volkswagen AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | 0.0541 | |||
| Maximum Drawdown | 6.75 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 3.38 |
Volkswagen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volkswagen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volkswagen's standard deviation. In reality, there are many statistical measures that can use Volkswagen historical prices to predict the future Volkswagen's volatility.| Risk Adjusted Performance | 0.14 | |||
| Jensen Alpha | 0.2129 | |||
| Total Risk Alpha | 0.0196 | |||
| Sortino Ratio | 0.0619 | |||
| Treynor Ratio | (2.08) |
Volkswagen AG Backtested Returns
At this point, Volkswagen is very steady. Volkswagen AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Volkswagen AG, which you can use to evaluate the volatility of the company. Please validate Volkswagen's Risk Adjusted Performance of 0.14, coefficient of variation of 736.16, and Semi Deviation of 1.17 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Volkswagen has a performance score of 8 on a scale of 0 to 100. The entity has a beta of -0.097, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Volkswagen are expected to decrease at a much lower rate. During the bear market, Volkswagen is likely to outperform the market. Volkswagen AG right now has a risk of 1.54%. Please validate Volkswagen jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Volkswagen will be following its existing price patterns.
Auto-correlation | -0.45 |
Modest reverse predictability
Volkswagen AG has modest reverse predictability. Overlapping area represents the amount of predictability between Volkswagen time series from 17th of April 2025 to 1st of June 2025 and 1st of June 2025 to 16th 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 Volkswagen AG price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Volkswagen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 4.59 |
Volkswagen AG lagged returns against current returns
Autocorrelation, which is Volkswagen 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 Volkswagen's stock expected returns. We can calculate the autocorrelation of Volkswagen returns to help us make a trade decision. For example, suppose you find that Volkswagen 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 |
Volkswagen 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 Volkswagen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volkswagen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volkswagen stock over time.
Current vs Lagged Prices |
| Timeline |
Volkswagen Lagged Returns
When evaluating Volkswagen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volkswagen stock have on its future price. Volkswagen 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, Volkswagen autocorrelation shows the relationship between Volkswagen stock current value and its past values and can show if there is a momentum factor associated with investing in Volkswagen AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Volkswagen Stock
Volkswagen financial ratios help investors to determine whether Volkswagen 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 Volkswagen with respect to the benefits of owning Volkswagen security.