VIENNA INSURANCE (Germany) Market Value
| WSV2 Stock | EUR 44.65 0.05 0.11% |
| Symbol | VIENNA |
VIENNA INSURANCE '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 VIENNA INSURANCE'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 VIENNA INSURANCE.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in VIENNA INSURANCE on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding VIENNA INSURANCE GR or generate 0.0% return on investment in VIENNA INSURANCE over 90 days. VIENNA INSURANCE is related to or competes with PKSHA TECHNOLOGY, Mobilezone Holding, SOFI TECHNOLOGIES, and Iridium Communications. More
VIENNA INSURANCE 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 VIENNA INSURANCE'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 VIENNA INSURANCE GR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.1214 | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 2.56 |
VIENNA INSURANCE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VIENNA INSURANCE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VIENNA INSURANCE's standard deviation. In reality, there are many statistical measures that can use VIENNA INSURANCE historical prices to predict the future VIENNA INSURANCE's volatility.| Risk Adjusted Performance | 0.2162 | |||
| Jensen Alpha | 0.2973 | |||
| Total Risk Alpha | 0.1063 | |||
| Sortino Ratio | 0.127 | |||
| Treynor Ratio | (5.71) |
VIENNA INSURANCE Backtested Returns
VIENNA INSURANCE appears to be very steady, given 3 months investment horizon. VIENNA INSURANCE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for VIENNA INSURANCE GR, which you can use to evaluate the volatility of the company. Please review VIENNA INSURANCE's risk adjusted performance of 0.2162, and Coefficient Of Variation of 437.85 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, VIENNA INSURANCE holds a performance score of 14. The entity has a beta of -0.0509, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning VIENNA INSURANCE are expected to decrease at a much lower rate. During the bear market, VIENNA INSURANCE is likely to outperform the market. Please check VIENNA INSURANCE's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether VIENNA INSURANCE's existing price patterns will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
VIENNA INSURANCE GR has insignificant reverse predictability. Overlapping area represents the amount of predictability between VIENNA INSURANCE 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 VIENNA INSURANCE price movement. The serial correlation of -0.16 indicates that over 16.0% of current VIENNA INSURANCE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.8 |
VIENNA INSURANCE lagged returns against current returns
Autocorrelation, which is VIENNA INSURANCE 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 VIENNA INSURANCE's stock expected returns. We can calculate the autocorrelation of VIENNA INSURANCE returns to help us make a trade decision. For example, suppose you find that VIENNA INSURANCE 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 |
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VIENNA INSURANCE 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 VIENNA INSURANCE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VIENNA INSURANCE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VIENNA INSURANCE stock over time.
Current vs Lagged Prices |
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VIENNA INSURANCE Lagged Returns
When evaluating VIENNA INSURANCE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VIENNA INSURANCE stock have on its future price. VIENNA INSURANCE 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, VIENNA INSURANCE autocorrelation shows the relationship between VIENNA INSURANCE stock current value and its past values and can show if there is a momentum factor associated with investing in VIENNA INSURANCE GR.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for VIENNA Stock Analysis
When running VIENNA INSURANCE's price analysis, check to measure VIENNA INSURANCE'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 VIENNA INSURANCE is operating at the current time. Most of VIENNA INSURANCE's value examination focuses on studying past and present price action to predict the probability of VIENNA INSURANCE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VIENNA INSURANCE's price. Additionally, you may evaluate how the addition of VIENNA INSURANCE to your portfolios can decrease your overall portfolio volatility.