Vestas Wind (Germany) Market Value
| VWSB Stock | EUR 15.98 1.91 13.57% |
| Symbol | Vestas |
Vestas Wind '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 Vestas Wind'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 Vestas Wind.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Vestas Wind on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Vestas Wind Systems or generate 0.0% return on investment in Vestas Wind over 90 days. Vestas Wind is related to or competes with Universal Insurance, PKSHA TECHNOLOGY, Sabre Insurance, SBI Insurance, Goosehead Insurance, Micron Technology, and Peoples Insurance. More
Vestas Wind 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 Vestas Wind'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 Vestas Wind Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.89 | |||
| Information Ratio | 0.0916 | |||
| Maximum Drawdown | 18.17 | |||
| Value At Risk | (3.99) | |||
| Potential Upside | 9.98 |
Vestas Wind Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vestas Wind's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vestas Wind's standard deviation. In reality, there are many statistical measures that can use Vestas Wind historical prices to predict the future Vestas Wind's volatility.| Risk Adjusted Performance | 0.1274 | |||
| Jensen Alpha | 0.4674 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.1218 | |||
| Treynor Ratio | 4.12 |
Vestas Wind Systems Backtested Returns
Vestas Wind appears to be somewhat reliable, given 3 months investment horizon. Vestas Wind Systems owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15 % return per unit of risk over the last 3 months. By inspecting Vestas Wind's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please review Vestas Wind's Semi Deviation of 2.34, risk adjusted performance of 0.1274, and Coefficient Of Variation of 779.54 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vestas Wind holds a performance score of 11. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vestas Wind's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vestas Wind is expected to be smaller as well. Please check Vestas Wind's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Vestas Wind's existing price patterns will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Vestas Wind Systems has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vestas Wind 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 Vestas Wind Systems price movement. The serial correlation of -0.19 indicates that over 19.0% of current Vestas Wind price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Vestas Wind Systems lagged returns against current returns
Autocorrelation, which is Vestas Wind 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 Vestas Wind's stock expected returns. We can calculate the autocorrelation of Vestas Wind returns to help us make a trade decision. For example, suppose you find that Vestas Wind 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 |
Vestas Wind 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 Vestas Wind stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vestas Wind stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vestas Wind stock over time.
Current vs Lagged Prices |
| Timeline |
Vestas Wind Lagged Returns
When evaluating Vestas Wind's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vestas Wind stock have on its future price. Vestas Wind 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, Vestas Wind autocorrelation shows the relationship between Vestas Wind stock current value and its past values and can show if there is a momentum factor associated with investing in Vestas Wind Systems.
Regressed Prices |
| Timeline |
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Vestas Wind financial ratios help investors to determine whether Vestas 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 Vestas with respect to the benefits of owning Vestas Wind security.