Vinci Sa Stock Market Value
| VCISF Stock | USD 105.75 0.00 0.00% |
| Symbol | VINCI |
VINCI SA '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 VINCI SA'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 VINCI SA.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in VINCI SA on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding VINCI SA or generate 0.0% return on investment in VINCI SA over 720 days. VINCI SA is related to or competes with Arcadis NV, China Railway, and Skanska AB. VINCI SA, together with its subsidiaries, operates in the concessions, energy, and construction segments primarily in Fr... More
VINCI SA 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 VINCI SA'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 VINCI SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.51 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 20.02 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 1.04 |
VINCI SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VINCI SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VINCI SA's standard deviation. In reality, there are many statistical measures that can use VINCI SA historical prices to predict the future VINCI SA's volatility.| Risk Adjusted Performance | 0.0131 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0217 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VINCI SA'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.
VINCI SA Backtested Returns
At this point, VINCI SA is very steady. VINCI SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0094, which indicates the firm had a 0.0094% return per unit of standard deviation over the last 3 months. We have found twenty-five technical indicators for VINCI SA, which you can use to evaluate the volatility of the company. Please validate VINCI SA's risk adjusted performance of 0.0131, and Coefficient Of Variation of 11189.05 to confirm if the risk estimate we provide is consistent with the expected return of 0.0203%. The entity has a beta of 0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VINCI SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding VINCI SA is expected to be smaller as well. VINCI SA currently has a risk of 2.16%. Please validate VINCI SA maximum drawdown, as well as the relationship between the semi variance and rate of daily change , to decide if VINCI SA will be following its existing price patterns.
Auto-correlation | -0.43 |
Modest reverse predictability
VINCI SA has modest reverse predictability. Overlapping area represents the amount of predictability between VINCI SA time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 VINCI SA price movement. The serial correlation of -0.43 indicates that just about 43.0% of current VINCI SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 37.97 |
VINCI SA lagged returns against current returns
Autocorrelation, which is VINCI SA 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 VINCI SA's pink sheet expected returns. We can calculate the autocorrelation of VINCI SA returns to help us make a trade decision. For example, suppose you find that VINCI SA 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 |
VINCI SA 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 VINCI SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VINCI SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VINCI SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
VINCI SA Lagged Returns
When evaluating VINCI SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VINCI SA pink sheet have on its future price. VINCI SA 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, VINCI SA autocorrelation shows the relationship between VINCI SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in VINCI SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in VINCI Pink Sheet
VINCI SA financial ratios help investors to determine whether VINCI 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 VINCI with respect to the benefits of owning VINCI SA security.