Vivendi SA (France) Market Value
| VIV Stock | EUR 8.69 0.01 0.12% |
| Symbol | Vivendi |
Vivendi 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 Vivendi SA'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 Vivendi SA.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Vivendi SA on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Vivendi SA or generate 0.0% return on investment in Vivendi SA over 360 days. Vivendi SA is related to or competes with Vinci SA, Compagnie, Bouygues, Carrefour, and AXA SA. Vivendi SA operates as a content media and communication company in France, rest of Europe, the Americas, AsiaOceania, a... More
Vivendi 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 Vivendi SA'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 Vivendi SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 6.81 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.31 |
Vivendi SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vivendi SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vivendi SA's standard deviation. In reality, there are many statistical measures that can use Vivendi SA historical prices to predict the future Vivendi SA's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (3.08) |
Vivendi SA Backtested Returns
Vivendi SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.18, which indicates the firm had a -0.18% return per unit of risk over the last 3 months. Vivendi SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vivendi SA's Risk Adjusted Performance of (0.13), variance of 1.67, and Coefficient Of Variation of (569.08) to confirm the risk estimate we provide. The entity has a beta of 0.077, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vivendi SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vivendi SA is expected to be smaller as well. At this point, Vivendi SA has a negative expected return of -0.23%. Please make sure to validate Vivendi SA's potential upside, daily balance of power, as well as the relationship between the Daily Balance Of Power and market facilitation index , to decide if Vivendi SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.29 |
Weak reverse predictability
Vivendi SA has weak reverse predictability. Overlapping area represents the amount of predictability between Vivendi SA time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 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 Vivendi SA price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Vivendi SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Vivendi SA lagged returns against current returns
Autocorrelation, which is Vivendi SA 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 Vivendi SA's stock expected returns. We can calculate the autocorrelation of Vivendi SA returns to help us make a trade decision. For example, suppose you find that Vivendi SA 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 |
Vivendi 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 Vivendi SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vivendi SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vivendi SA stock over time.
Current vs Lagged Prices |
| Timeline |
Vivendi SA Lagged Returns
When evaluating Vivendi SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vivendi SA stock have on its future price. Vivendi 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, Vivendi SA autocorrelation shows the relationship between Vivendi SA stock current value and its past values and can show if there is a momentum factor associated with investing in Vivendi SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vivendi Stock
Vivendi SA financial ratios help investors to determine whether Vivendi 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 Vivendi with respect to the benefits of owning Vivendi SA security.