Vantage Drilling International Stock Market Value
| VTDRF Stock | USD 12.00 0.00 0.00% |
| Symbol | Vantage |
Vantage Drilling '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 Vantage Drilling's pink sheet 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 Vantage Drilling.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Vantage Drilling on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Vantage Drilling International or generate 0.0% return on investment in Vantage Drilling over 90 days. Vantage Drilling is related to or competes with PHX Energy, Total Energy, Unit, and Worley Parsons. Vantage Drilling International provides offshore contract drilling services for national and independent oil and natural... More
Vantage Drilling 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 Vantage Drilling's pink sheet 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 Vantage Drilling International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.01) | |||
| Maximum Drawdown | 1.26 |
Vantage Drilling Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vantage Drilling's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vantage Drilling's standard deviation. In reality, there are many statistical measures that can use Vantage Drilling historical prices to predict the future Vantage Drilling's volatility.| Risk Adjusted Performance | 0.0304 | |||
| Jensen Alpha | 1.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 0.1352 |
Vantage Drilling Int Backtested Returns
At this point, Vantage Drilling is very steady. Vantage Drilling Int 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 seventeen technical indicators for Vantage Drilling International, which you can use to evaluate the volatility of the company. Please validate Vantage Drilling's Coefficient Of Variation of 992.0, risk adjusted performance of 0.0304, and Variance of 0.016 to confirm if the risk estimate we provide is consistent with the expected return of 0.0136%. Vantage Drilling has a performance score of 8 on a scale of 0 to 100. The entity has a beta of 0.0204, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vantage Drilling's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vantage Drilling is expected to be smaller as well. Vantage Drilling Int right now has a risk of 0.13%. Please validate Vantage Drilling jensen alpha and rate of daily change , to decide if Vantage Drilling will be following its existing price patterns.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Vantage Drilling International has near perfect reversele predictability. Overlapping area represents the amount of predictability between Vantage Drilling 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 Vantage Drilling Int price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Vantage Drilling price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vantage Drilling Int lagged returns against current returns
Autocorrelation, which is Vantage Drilling pink sheet'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 Vantage Drilling's pink sheet expected returns. We can calculate the autocorrelation of Vantage Drilling returns to help us make a trade decision. For example, suppose you find that Vantage Drilling has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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Vantage Drilling 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 Vantage Drilling pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vantage Drilling pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vantage Drilling pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vantage Drilling Lagged Returns
When evaluating Vantage Drilling's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vantage Drilling pink sheet have on its future price. Vantage Drilling 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, Vantage Drilling autocorrelation shows the relationship between Vantage Drilling pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vantage Drilling International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vantage Pink Sheet
Vantage Drilling financial ratios help investors to determine whether Vantage Pink Sheet 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 Vantage with respect to the benefits of owning Vantage Drilling security.