Vaisala Oyj Stock Market Value
| VAIAF Stock | USD 47.37 4.37 10.16% |
| Symbol | Vaisala |
Vaisala Oyj '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 Vaisala Oyj's pink sheet 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 Vaisala Oyj.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Vaisala Oyj on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Vaisala Oyj or generate 0.0% return on investment in Vaisala Oyj over 30 days. Vaisala Oyj is related to or competes with Keyence, Garmin, Keysight Technologies, Fortive Corp, Teledyne Technologies, Trimble, and Coherent. Vaisala Oyj engages in the weather and environmental, and industrial measurement business serving weather related and in... More
Vaisala Oyj 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 Vaisala Oyj's pink sheet 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 Vaisala Oyj upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0325 | |||
| Maximum Drawdown | 10.16 |
Vaisala Oyj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vaisala Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vaisala Oyj's standard deviation. In reality, there are many statistical measures that can use Vaisala Oyj historical prices to predict the future Vaisala Oyj's volatility.| Risk Adjusted Performance | 0.0978 | |||
| Jensen Alpha | 0.1557 | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (1.27) |
Vaisala Oyj Backtested Returns
At this point, Vaisala Oyj is very steady. Vaisala Oyj owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Vaisala Oyj, which you can use to evaluate the volatility of the company. Please validate Vaisala Oyj's Variance of 1.56, risk adjusted performance of 0.0978, and Coefficient Of Variation of 812.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Vaisala Oyj has a performance score of 9 on a scale of 0 to 100. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vaisala Oyj are expected to decrease at a much lower rate. During the bear market, Vaisala Oyj is likely to outperform the market. Vaisala Oyj right now has a risk of 1.27%. Please validate Vaisala Oyj total risk alpha, as well as the relationship between the daily balance of power and day typical price , to decide if Vaisala Oyj will be following its existing price patterns.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Vaisala Oyj has near perfect reversele predictability. Overlapping area represents the amount of predictability between Vaisala Oyj time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Vaisala Oyj price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Vaisala Oyj price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 4.73 |
Vaisala Oyj lagged returns against current returns
Autocorrelation, which is Vaisala Oyj pink sheet'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 Vaisala Oyj's pink sheet expected returns. We can calculate the autocorrelation of Vaisala Oyj returns to help us make a trade decision. For example, suppose you find that Vaisala Oyj has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Vaisala Oyj 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 Vaisala Oyj pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vaisala Oyj pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vaisala Oyj pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vaisala Oyj Lagged Returns
When evaluating Vaisala Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vaisala Oyj pink sheet have on its future price. Vaisala Oyj 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, Vaisala Oyj autocorrelation shows the relationship between Vaisala Oyj pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vaisala Oyj.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vaisala Pink Sheet
Vaisala Oyj financial ratios help investors to determine whether Vaisala Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vaisala with respect to the benefits of owning Vaisala Oyj security.