Notion Vtec's market value is the price at which a share of Notion Vtec trades on a public exchange. It measures the collective expectations of Notion Vtec Bhd investors about its performance. Notion Vtec is selling for 1.28 as of the 22nd of December 2024. This is a 0.78 percent decrease since the beginning of the trading day. The stock's lowest day price was 1.25. With this module, you can estimate the performance of a buy and hold strategy of Notion Vtec Bhd and determine expected loss or profit from investing in Notion Vtec over a given investment horizon. Check out Trending Equities 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
Notion
Notion Vtec '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 Notion Vtec'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 Notion Vtec.
0.00
06/25/2024
No Change 0.00
0.0
In 5 months and 30 days
12/22/2024
0.00
If you would invest 0.00 in Notion Vtec on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Notion Vtec Bhd or generate 0.0% return on investment in Notion Vtec over 180 days.
Notion Vtec 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 Notion Vtec'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 Notion Vtec Bhd 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 Notion Vtec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Notion Vtec's standard deviation. In reality, there are many statistical measures that can use Notion Vtec historical prices to predict the future Notion Vtec's volatility.
Notion Vtec appears to be extremely dangerous, given 3 months investment horizon. Notion Vtec Bhd has Sharpe Ratio of 0.0817, which conveys that the firm had a 0.0817% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Notion Vtec, which you can use to evaluate the volatility of the firm. Please exercise Notion Vtec's Downside Deviation of 3.58, mean deviation of 2.96, and Risk Adjusted Performance of 0.0556 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Notion Vtec holds a performance score of 6. The company secures a Beta (Market Risk) of 0.0865, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Notion Vtec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Notion Vtec is expected to be smaller as well. Please check Notion Vtec's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Notion Vtec's current price movements will revert.
Auto-correlation
-0.85
Excellent reverse predictability
Notion Vtec Bhd has excellent reverse predictability. Overlapping area represents the amount of predictability between Notion Vtec time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 2024 to 22nd of December 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 Notion Vtec Bhd price movement. The serial correlation of -0.85 indicates that around 85.0% of current Notion Vtec price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.85
Spearman Rank Test
-0.71
Residual Average
0.0
Price Variance
0.03
Notion Vtec Bhd lagged returns against current returns
Autocorrelation, which is Notion Vtec 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 Notion Vtec's stock expected returns. We can calculate the autocorrelation of Notion Vtec returns to help us make a trade decision. For example, suppose you find that Notion Vtec 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
Notion Vtec 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 Notion Vtec stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Notion Vtec stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Notion Vtec stock over time.
Current vs Lagged Prices
Timeline
Notion Vtec Lagged Returns
When evaluating Notion Vtec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Notion Vtec stock have on its future price. Notion Vtec 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, Notion Vtec autocorrelation shows the relationship between Notion Vtec stock current value and its past values and can show if there is a momentum factor associated with investing in Notion Vtec Bhd.
Regressed Prices
Timeline
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