Vivendi SE (Germany) Market Value
| VVU Stock | 3.34 0.40 13.61% |
| Symbol | Vivendi |
Vivendi SE '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 Vivendi SE'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 Vivendi SE.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Vivendi SE on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Vivendi SE or generate 0.0% return on investment in Vivendi SE over 90 days. Vivendi SE is related to or competes with Fevertree Drinks, GWILLI FOOD, MONEYSUPERMARKET, ScanSource, Lamar Advertising, SENECA FOODS-A, and CN MODERN. More
Vivendi SE 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 Vivendi SE'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 Vivendi SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.182 | |||
| Maximum Drawdown | 9.28 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 3.14 |
Vivendi SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vivendi SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vivendi SE's standard deviation. In reality, there are many statistical measures that can use Vivendi SE historical prices to predict the future Vivendi SE's volatility.| Risk Adjusted Performance | 0.2318 | |||
| Jensen Alpha | 0.7304 | |||
| Total Risk Alpha | 0.2295 | |||
| Sortino Ratio | 0.3402 | |||
| Treynor Ratio | (0.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vivendi SE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vivendi SE Backtested Returns
Vivendi SE appears to be moderately volatile, given 3 months investment horizon. Vivendi SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the firm had a 0.24 % return per unit of risk over the last 3 months. By inspecting Vivendi SE's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please review Vivendi SE's Coefficient Of Variation of 413.63, risk adjusted performance of 0.2318, and Semi Deviation of 0.6148 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vivendi SE holds a performance score of 19. The entity has a beta of -1.31, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Vivendi SE are expected to decrease by larger amounts. On the other hand, during market turmoil, Vivendi SE is expected to outperform it. Please check Vivendi SE's semi variance, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether Vivendi SE's existing price patterns will revert.
Auto-correlation | 0.23 |
Weak predictability
Vivendi SE has weak predictability. Overlapping area represents the amount of predictability between Vivendi SE time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Vivendi SE price movement. The serial correlation of 0.23 indicates that over 23.0% of current Vivendi SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vivendi SE lagged returns against current returns
Autocorrelation, which is Vivendi SE 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 Vivendi SE's stock expected returns. We can calculate the autocorrelation of Vivendi SE returns to help us make a trade decision. For example, suppose you find that Vivendi SE 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 |
Vivendi SE 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 Vivendi SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vivendi SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vivendi SE stock over time.
Current vs Lagged Prices |
| Timeline |
Vivendi SE Lagged Returns
When evaluating Vivendi SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vivendi SE stock have on its future price. Vivendi SE 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, Vivendi SE autocorrelation shows the relationship between Vivendi SE stock current value and its past values and can show if there is a momentum factor associated with investing in Vivendi SE.
Regressed Prices |
| Timeline |
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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.Additional Tools for Vivendi Stock Analysis
When running Vivendi SE's price analysis, check to measure Vivendi SE'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 Vivendi SE is operating at the current time. Most of Vivendi SE's value examination focuses on studying past and present price action to predict the probability of Vivendi SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vivendi SE's price. Additionally, you may evaluate how the addition of Vivendi SE to your portfolios can decrease your overall portfolio volatility.