VERISK ANLYTCS (Germany) Market Value
| VA7A Stock | EUR 265.90 0.50 0.19% |
| Symbol | VERISK |
VERISK ANLYTCS '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 ANLYTCS'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 VERISK ANLYTCS.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in VERISK ANLYTCS on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding VERISK ANLYTCS A or generate 0.0% return on investment in VERISK ANLYTCS over 30 days. VERISK ANLYTCS is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
VERISK ANLYTCS 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 ANLYTCS'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 VERISK ANLYTCS A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8459 | |||
| Information Ratio | 0.1405 | |||
| Maximum Drawdown | 4.65 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 2.01 |
VERISK ANLYTCS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VERISK ANLYTCS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VERISK ANLYTCS's standard deviation. In reality, there are many statistical measures that can use VERISK ANLYTCS historical prices to predict the future VERISK ANLYTCS's volatility.| Risk Adjusted Performance | 0.1393 | |||
| Jensen Alpha | 0.1561 | |||
| Total Risk Alpha | 0.1324 | |||
| Sortino Ratio | 0.1628 | |||
| Treynor Ratio | 0.9431 |
VERISK ANLYTCS A Backtested Returns
Currently, VERISK ANLYTCS A is very steady. VERISK ANLYTCS A owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for VERISK ANLYTCS A, which you can use to evaluate the volatility of the company. Please validate VERISK ANLYTCS's coefficient of variation of 576.76, and Risk Adjusted Performance of 0.1393 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. VERISK ANLYTCS has a performance score of 13 on a scale of 0 to 100. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VERISK ANLYTCS's returns are expected to increase less than the market. However, during the bear market, the loss of holding VERISK ANLYTCS is expected to be smaller as well. VERISK ANLYTCS A currently has a risk of 0.98%. Please validate VERISK ANLYTCS value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if VERISK ANLYTCS will be following its existing price patterns.
Auto-correlation | 0.28 |
Poor predictability
VERISK ANLYTCS A has poor predictability. Overlapping area represents the amount of predictability between VERISK ANLYTCS time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 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 VERISK ANLYTCS A price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current VERISK ANLYTCS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 5.79 |
VERISK ANLYTCS A lagged returns against current returns
Autocorrelation, which is VERISK ANLYTCS 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 ANLYTCS's stock expected returns. We can calculate the autocorrelation of VERISK ANLYTCS returns to help us make a trade decision. For example, suppose you find that VERISK ANLYTCS 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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VERISK ANLYTCS 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 ANLYTCS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VERISK ANLYTCS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VERISK ANLYTCS stock over time.
Current vs Lagged Prices |
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VERISK ANLYTCS Lagged Returns
When evaluating VERISK ANLYTCS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VERISK ANLYTCS stock have on its future price. VERISK ANLYTCS 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 ANLYTCS autocorrelation shows the relationship between VERISK ANLYTCS stock current value and its past values and can show if there is a momentum factor associated with investing in VERISK ANLYTCS A.
Regressed Prices |
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Additional Tools for VERISK Stock Analysis
When running VERISK ANLYTCS's price analysis, check to measure VERISK ANLYTCS'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 VERISK ANLYTCS is operating at the current time. Most of VERISK ANLYTCS's value examination focuses on studying past and present price action to predict the probability of VERISK ANLYTCS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VERISK ANLYTCS's price. Additionally, you may evaluate how the addition of VERISK ANLYTCS to your portfolios can decrease your overall portfolio volatility.