Virtus Investment (Germany) Market Value
| VIP Stock | EUR 234.00 2.00 0.85% |
| Symbol | Virtus |
Virtus Investment '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 Virtus Investment'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 Virtus Investment.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Virtus Investment on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Virtus Investment Partners or generate 0.0% return on investment in Virtus Investment over 720 days. Virtus Investment is related to or competes with Ameriprise Financial, Ares Management, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, and NorAm Drilling. Virtus Investment Partners, Inc. is a publicly owned investment manager More
Virtus Investment 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 Virtus Investment'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 Virtus Investment Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.1119 | |||
| Maximum Drawdown | 11.31 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 4.5 |
Virtus Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtus Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtus Investment's standard deviation. In reality, there are many statistical measures that can use Virtus Investment historical prices to predict the future Virtus Investment's volatility.| Risk Adjusted Performance | 0.1407 | |||
| Jensen Alpha | 0.1168 | |||
| Total Risk Alpha | 0.0087 | |||
| Sortino Ratio | 0.1466 | |||
| Treynor Ratio | 0.1866 |
Virtus Investment Backtested Returns
Virtus Investment appears to be very steady, given 3 months investment horizon. Virtus Investment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Virtus Investment Partners, which you can use to evaluate the volatility of the company. Please review Virtus Investment's Coefficient Of Variation of 569.54, semi deviation of 1.28, and Risk Adjusted Performance of 0.1407 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Virtus Investment holds a performance score of 12. The entity has a beta of 1.98, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Virtus Investment will likely underperform. Please check Virtus Investment's maximum drawdown, semi variance, daily balance of power, as well as the relationship between the potential upside and skewness , to make a quick decision on whether Virtus Investment's existing price patterns will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Virtus Investment Partners has insignificant reverse predictability. Overlapping area represents the amount of predictability between Virtus Investment time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st 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 Virtus Investment price movement. The serial correlation of -0.16 indicates that over 16.0% of current Virtus Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 182.37 |
Virtus Investment lagged returns against current returns
Autocorrelation, which is Virtus Investment 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 Virtus Investment's stock expected returns. We can calculate the autocorrelation of Virtus Investment returns to help us make a trade decision. For example, suppose you find that Virtus Investment 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 |
Virtus Investment 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 Virtus Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virtus Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virtus Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Virtus Investment Lagged Returns
When evaluating Virtus Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virtus Investment stock have on its future price. Virtus Investment 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, Virtus Investment autocorrelation shows the relationship between Virtus Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Virtus Investment Partners.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Virtus Stock
Virtus Investment financial ratios help investors to determine whether Virtus Stock 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 Virtus with respect to the benefits of owning Virtus Investment security.