Verisk Analytics (Germany) Market Value
| VA7A Stock | EUR 268.70 3.50 1.29% |
| Symbol | Verisk |
Verisk Analytics '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 Verisk Analytics' 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 Verisk Analytics.
| 11/17/2024 |
| 12/17/2024 |
If you would invest 0.00 in Verisk Analytics on November 17, 2024 and sell it all today you would earn a total of 0.00 from holding Verisk Analytics or generate 0.0% return on investment in Verisk Analytics over 30 days. Verisk Analytics is related to or competes with Automatic Data, Paychex, Superior Plus, SIVERS SEMICONDUCTORS, NorAm Drilling, Norsk Hydro, and Reliance Steel. Verisk Analytics, Inc. provides data analytics solutions in the United States and internationally More
Verisk Analytics 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 Verisk Analytics' 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 Verisk Analytics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.0623 | |||
| Maximum Drawdown | 5.58 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 2.53 |
Verisk Analytics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Verisk Analytics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Verisk Analytics' standard deviation. In reality, there are many statistical measures that can use Verisk Analytics historical prices to predict the future Verisk Analytics' volatility.| Risk Adjusted Performance | 0.0978 | |||
| Jensen Alpha | 0.1378 | |||
| Total Risk Alpha | 0.0219 | |||
| Sortino Ratio | 0.076 | |||
| Treynor Ratio | 0.6996 |
Verisk Analytics Backtested Returns
At this point, Verisk Analytics is very steady. Verisk Analytics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Verisk Analytics, which you can use to evaluate the volatility of the company. Please validate Verisk Analytics' Coefficient Of Variation of 772.47, risk adjusted performance of 0.0978, and Semi Deviation of 0.8585 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Verisk Analytics has a performance score of 11 on a scale of 0 to 100. The entity has a beta of 0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Verisk Analytics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Verisk Analytics is expected to be smaller as well. Verisk Analytics right now has a risk of 1.27%. Please validate Verisk Analytics treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if Verisk Analytics will be following its existing price patterns.
Auto-correlation | -0.84 |
Excellent reverse predictability
Verisk Analytics has excellent reverse predictability. Overlapping area represents the amount of predictability between Verisk Analytics time series from 17th of November 2024 to 2nd of December 2024 and 2nd of December 2024 to 17th 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 Verisk Analytics price movement. The serial correlation of -0.84 indicates that around 84.0% of current Verisk Analytics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 9.43 |
Verisk Analytics lagged returns against current returns
Autocorrelation, which is Verisk Analytics 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 Verisk Analytics' stock expected returns. We can calculate the autocorrelation of Verisk Analytics returns to help us make a trade decision. For example, suppose you find that Verisk Analytics 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 |
Verisk Analytics 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 Verisk Analytics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Verisk Analytics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Verisk Analytics stock over time.
Current vs Lagged Prices |
| Timeline |
Verisk Analytics Lagged Returns
When evaluating Verisk Analytics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Verisk Analytics stock have on its future price. Verisk Analytics 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, Verisk Analytics autocorrelation shows the relationship between Verisk Analytics stock current value and its past values and can show if there is a momentum factor associated with investing in Verisk Analytics.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Verisk Stock
When determining whether Verisk Analytics is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Verisk Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Verisk Analytics Stock. Highlighted below are key reports to facilitate an investment decision about Verisk Analytics Stock:Check out Verisk Analytics Correlation, Verisk Analytics Volatility and Verisk Analytics Alpha and Beta module to complement your research on Verisk Analytics. For more detail on how to invest in Verisk Stock please use our How to Invest in Verisk Analytics guide.You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Verisk Analytics 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.