Vivic Corp Stock Market Value
| VIVC Stock | USD 4.00 1.01 20.16% |
| Symbol | Vivic |
Vivic Corp '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 Vivic Corp's otc 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 Vivic Corp.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in Vivic Corp on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding Vivic Corp or generate 0.0% return on investment in Vivic Corp over 30 days. Vivic Corp. operates as a travel agency in the Dominican Republic More
Vivic Corp 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 Vivic Corp's otc 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 Vivic Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.13 | |||
| Information Ratio | 0.0978 | |||
| Maximum Drawdown | 72.02 | |||
| Value At Risk | (20.16) | |||
| Potential Upside | 19.74 |
Vivic Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vivic Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vivic Corp's standard deviation. In reality, there are many statistical measures that can use Vivic Corp historical prices to predict the future Vivic Corp's volatility.| Risk Adjusted Performance | 0.0905 | |||
| Jensen Alpha | 1.21 | |||
| Total Risk Alpha | 0.5698 | |||
| Sortino Ratio | 0.0786 | |||
| Treynor Ratio | 2.5 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vivic Corp'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.
Vivic Corp Backtested Returns
Vivic Corp is extremely dangerous given 3 months investment horizon. Vivic Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.32% are justified by taking the suggested risk. Use Vivic Corp Risk Adjusted Performance of 0.0905, semi deviation of 8.97, and Coefficient Of Variation of 978.48 to evaluate company specific risk that cannot be diversified away. Vivic Corp holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of 0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vivic Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vivic Corp is expected to be smaller as well. Use Vivic Corp kurtosis, and the relationship between the downside variance and day median price , to analyze future returns on Vivic Corp.
Auto-correlation | 0.57 |
Modest predictability
Vivic Corp has modest predictability. Overlapping area represents the amount of predictability between Vivic Corp time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th 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 Vivic Corp price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Vivic Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.93 |
Vivic Corp lagged returns against current returns
Autocorrelation, which is Vivic Corp otc 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 Vivic Corp's otc stock expected returns. We can calculate the autocorrelation of Vivic Corp returns to help us make a trade decision. For example, suppose you find that Vivic Corp has exhibited high autocorrelation historically, and you observe that the otc 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 |
Vivic Corp 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 Vivic Corp otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vivic Corp otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vivic Corp otc stock over time.
Current vs Lagged Prices |
| Timeline |
Vivic Corp Lagged Returns
When evaluating Vivic Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vivic Corp otc stock have on its future price. Vivic Corp 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, Vivic Corp autocorrelation shows the relationship between Vivic Corp otc stock current value and its past values and can show if there is a momentum factor associated with investing in Vivic Corp.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Vivic OTC Stock
Vivic Corp financial ratios help investors to determine whether Vivic OTC 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 Vivic with respect to the benefits of owning Vivic Corp security.