Volt Power (Australia) Market Value
| VPR Stock | 0.14 0.01 6.67% |
| Symbol | Volt |
Volt Power '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 Volt Power'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 Volt Power.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Volt Power on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Volt Power Group or generate 0.0% return on investment in Volt Power over 90 days. Volt Power is related to or competes with Diversified United, MFF Capital, Polymetals Resources, Navigator Global, Djerriwarrh Investments, and Whitefield Industrials. More
Volt Power 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 Volt Power'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 Volt Power Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 32.42 | |||
| Information Ratio | 0.1022 | |||
| Maximum Drawdown | 111.05 | |||
| Value At Risk | (21.05) | |||
| Potential Upside | 50.0 |
Volt Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volt Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volt Power's standard deviation. In reality, there are many statistical measures that can use Volt Power historical prices to predict the future Volt Power's volatility.| Risk Adjusted Performance | 0.1119 | |||
| Jensen Alpha | 2.54 | |||
| Total Risk Alpha | (0.58) | |||
| Sortino Ratio | 0.059 | |||
| Treynor Ratio | (0.54) |
Volt Power Group Backtested Returns
Volt Power is out of control given 3 months investment horizon. Volt Power Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We were able to interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 2.05% are justified by taking the suggested risk. Use Volt Power Group Semi Deviation of 9.58, risk adjusted performance of 0.1119, and Coefficient Of Variation of 911.73 to evaluate company specific risk that cannot be diversified away. Volt Power holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of -3.81, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Volt Power are expected to decrease by larger amounts. On the other hand, during market turmoil, Volt Power is expected to outperform it. Use Volt Power Group jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to analyze future returns on Volt Power Group.
Auto-correlation | 0.01 |
Virtually no predictability
Volt Power Group has virtually no predictability. Overlapping area represents the amount of predictability between Volt Power time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Volt Power Group price movement. The serial correlation of 0.01 indicates that just 1.0% of current Volt Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Volt Power Group lagged returns against current returns
Autocorrelation, which is Volt Power 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 Volt Power's stock expected returns. We can calculate the autocorrelation of Volt Power returns to help us make a trade decision. For example, suppose you find that Volt Power 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 |
Volt Power 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 Volt Power stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volt Power stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volt Power stock over time.
Current vs Lagged Prices |
| Timeline |
Volt Power Lagged Returns
When evaluating Volt Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volt Power stock have on its future price. Volt Power 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, Volt Power autocorrelation shows the relationship between Volt Power stock current value and its past values and can show if there is a momentum factor associated with investing in Volt Power Group.
Regressed Prices |
| Timeline |
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Additional Tools for Volt Stock Analysis
When running Volt Power's price analysis, check to measure Volt Power'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 Volt Power is operating at the current time. Most of Volt Power's value examination focuses on studying past and present price action to predict the probability of Volt Power's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Volt Power's price. Additionally, you may evaluate how the addition of Volt Power to your portfolios can decrease your overall portfolio volatility.