Vytrus Biotech's market value is the price at which a share of Vytrus Biotech trades on a public exchange. It measures the collective expectations of Vytrus Biotech SA investors about its performance. Vytrus Biotech is trading at 5.10 as of the 22nd of July 2025, a 4.08% up since the beginning of the trading day. The stock's open price was 4.9. With this module, you can estimate the performance of a buy and hold strategy of Vytrus Biotech SA and determine expected loss or profit from investing in Vytrus Biotech over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Vytrus
Vytrus Biotech '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 Vytrus Biotech'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 Vytrus Biotech.
0.00
06/22/2025
No Change 0.00
0.0
In 31 days
07/22/2025
0.00
If you would invest 0.00 in Vytrus Biotech on June 22, 2025 and sell it all today you would earn a total of 0.00 from holding Vytrus Biotech SA or generate 0.0% return on investment in Vytrus Biotech over 30 days.
Vytrus Biotech 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 Vytrus Biotech'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 Vytrus Biotech SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vytrus Biotech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vytrus Biotech's standard deviation. In reality, there are many statistical measures that can use Vytrus Biotech historical prices to predict the future Vytrus Biotech's volatility.
Vytrus Biotech appears to be slightly risky, given 3 months investment horizon. Vytrus Biotech SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.35, which indicates the firm had a 0.35 % return per unit of risk over the last 3 months. By inspecting Vytrus Biotech's technical indicators, you can evaluate if the expected return of 0.8% is justified by implied risk. Please review Vytrus Biotech's Semi Deviation of 0.8619, risk adjusted performance of 0.3504, and Coefficient Of Variation of 270.65 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vytrus Biotech holds a performance score of 27. The entity has a beta of -0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vytrus Biotech are expected to decrease at a much lower rate. During the bear market, Vytrus Biotech is likely to outperform the market. Please check Vytrus Biotech's value at risk, kurtosis, price action indicator, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Vytrus Biotech's existing price patterns will revert.
Auto-correlation
0.88
Very good predictability
Vytrus Biotech SA has very good predictability. Overlapping area represents the amount of predictability between Vytrus Biotech time series from 22nd of June 2025 to 7th of July 2025 and 7th of July 2025 to 22nd 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 Vytrus Biotech SA price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Vytrus Biotech price fluctuation can be explain by its past prices.
Correlation Coefficient
0.88
Spearman Rank Test
0.93
Residual Average
0.0
Price Variance
0.05
Vytrus Biotech SA lagged returns against current returns
Autocorrelation, which is Vytrus Biotech 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 Vytrus Biotech's stock expected returns. We can calculate the autocorrelation of Vytrus Biotech returns to help us make a trade decision. For example, suppose you find that Vytrus Biotech 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
Vytrus Biotech 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 Vytrus Biotech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vytrus Biotech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vytrus Biotech stock over time.
Current vs Lagged Prices
Timeline
Vytrus Biotech Lagged Returns
When evaluating Vytrus Biotech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vytrus Biotech stock have on its future price. Vytrus Biotech 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, Vytrus Biotech autocorrelation shows the relationship between Vytrus Biotech stock current value and its past values and can show if there is a momentum factor associated with investing in Vytrus Biotech SA.
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.