VBARE Iberian (Spain) Market Value
| YVBA Stock | EUR 5.95 1.30 17.93% |
| Symbol | VBARE |
VBARE Iberian '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 VBARE Iberian'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 VBARE Iberian.
| 04/05/2024 |
| 05/05/2024 |
If you would invest 0.00 in VBARE Iberian on April 5, 2024 and sell it all today you would earn a total of 0.00 from holding VBARE Iberian Properties or generate 0.0% return on investment in VBARE Iberian over 30 days. VBARE Iberian is related to or competes with Caixabank, Umbrella Solar, Naturhouse Health, and Media Investment. More
VBARE Iberian 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 VBARE Iberian'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 VBARE Iberian Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 17.93 |
VBARE Iberian Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VBARE Iberian's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VBARE Iberian's standard deviation. In reality, there are many statistical measures that can use VBARE Iberian historical prices to predict the future VBARE Iberian's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | 0.282 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VBARE Iberian'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.
VBARE Iberian Properties Backtested Returns
VBARE Iberian Properties retains Efficiency (Sharpe Ratio) of -0.13, which indicates the company had a -0.13% return per unit of volatility over the last 3 months. VBARE Iberian exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VBARE Iberian's Information Ratio of (0.16), market risk adjusted performance of 0.292, and Mean Deviation of 0.5602 to confirm the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -1.04, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning VBARE Iberian are expected to decrease slowly. On the other hand, during market turmoil, VBARE Iberian is expected to outperform it slightly. VBARE Iberian Properties has an expected return of -0.28%. Please make sure to validate VBARE Iberian Properties standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if VBARE Iberian Properties performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
VBARE Iberian Properties has no correlation between past and present. Overlapping area represents the amount of predictability between VBARE Iberian time series from 5th of April 2024 to 20th of April 2024 and 20th of April 2024 to 5th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VBARE Iberian Properties price movement. The serial correlation of 0.0 indicates that just 0.0% of current VBARE Iberian price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
VBARE Iberian Properties lagged returns against current returns
Autocorrelation, which is VBARE Iberian 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 VBARE Iberian's stock expected returns. We can calculate the autocorrelation of VBARE Iberian returns to help us make a trade decision. For example, suppose you find that VBARE Iberian 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 |
VBARE Iberian 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 VBARE Iberian stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VBARE Iberian stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VBARE Iberian stock over time.
Current vs Lagged Prices |
| Timeline |
VBARE Iberian Lagged Returns
When evaluating VBARE Iberian's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VBARE Iberian stock have on its future price. VBARE Iberian 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, VBARE Iberian autocorrelation shows the relationship between VBARE Iberian stock current value and its past values and can show if there is a momentum factor associated with investing in VBARE Iberian Properties.
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.Check out VBARE Iberian Correlation, VBARE Iberian Volatility and VBARE Iberian Alpha and Beta module to complement your research on VBARE Iberian. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Complementary Tools for VBARE Stock analysis
When running VBARE Iberian's price analysis, check to measure VBARE Iberian'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 VBARE Iberian is operating at the current time. Most of VBARE Iberian's value examination focuses on studying past and present price action to predict the probability of VBARE Iberian's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VBARE Iberian's price. Additionally, you may evaluate how the addition of VBARE Iberian to your portfolios can decrease your overall portfolio volatility.
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VBARE Iberian technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.