Vistry Group (UK) Market Value
| VTY Stock | 601.00 11.60 1.97% |
| Symbol | Vistry |
Vistry 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 Vistry 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 Vistry Group.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Vistry Group on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Vistry Group PLC or generate 0.0% return on investment in Vistry Group over 90 days. Vistry Group is related to or competes with Aptitude Software, Micron Technology, Smarttech247 Group, Ross Stores, Allianz Technology, InterContinental, and SMA Solar. Vistry Group is entity of United Kingdom More
Vistry 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 Vistry 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 Vistry Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 13.44 | |||
| Value At Risk | (3.80) | |||
| Potential Upside | 3.85 |
Vistry Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vistry Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vistry Group's standard deviation. In reality, there are many statistical measures that can use Vistry Group historical prices to predict the future Vistry Group's volatility.| Risk Adjusted Performance | 0.052 | |||
| Jensen Alpha | 0.1391 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.62) |
Vistry Group PLC Backtested Returns
At this point, Vistry Group is very steady. Vistry Group PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Vistry Group PLC, which you can use to evaluate the volatility of the company. Please validate Vistry Group's Coefficient Of Variation of 2043.06, semi deviation of 2.12, and Risk Adjusted Performance of 0.052 to confirm if the risk estimate we provide is consistent with the expected return of 0.0064%. The entity has a beta of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vistry Group are expected to decrease at a much lower rate. During the bear market, Vistry Group is likely to outperform the market. Vistry Group PLC right now has a risk of 2.55%. Please validate Vistry Group kurtosis, market facilitation index, and the relationship between the semi variance and rate of daily change , to decide if Vistry Group will be following its existing price patterns.
Auto-correlation | 0.50 |
Modest predictability
Vistry Group PLC has modest predictability. Overlapping area represents the amount of predictability between Vistry Group time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Vistry Group PLC price movement. The serial correlation of 0.5 indicates that about 50.0% of current Vistry Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 797.84 |
Vistry Group PLC lagged returns against current returns
Autocorrelation, which is Vistry 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 Vistry Group's stock expected returns. We can calculate the autocorrelation of Vistry Group returns to help us make a trade decision. For example, suppose you find that Vistry 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 |
Vistry 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 Vistry Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vistry Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vistry Group stock over time.
Current vs Lagged Prices |
| Timeline |
Vistry Group Lagged Returns
When evaluating Vistry Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vistry Group stock have on its future price. Vistry 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, Vistry Group autocorrelation shows the relationship between Vistry Group stock current value and its past values and can show if there is a momentum factor associated with investing in Vistry Group PLC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vistry Stock
Vistry Group financial ratios help investors to determine whether Vistry 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 Vistry with respect to the benefits of owning Vistry Group security.