Vontobel Holding Ag Stock Market Value
| VONHF Stock | USD 64.07 0.00 0.00% |
| Symbol | Vontobel |
Vontobel Holding '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 Vontobel Holding'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 Vontobel Holding.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Vontobel Holding on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Vontobel Holding AG or generate 0.0% return on investment in Vontobel Holding over 30 days. Vontobel Holding is related to or competes with BlackRock, KKR Co, Apollo Global, Brookfield Asset, Carlyle, Blackstone, and T Rowe. Vontobel Holding AG provides various financial services to private and institutional clients More
Vontobel Holding 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 Vontobel Holding'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 Vontobel Holding AG upside and downside potential and time the market with a certain degree of confidence.
Vontobel Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vontobel Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vontobel Holding's standard deviation. In reality, there are many statistical measures that can use Vontobel Holding historical prices to predict the future Vontobel Holding's volatility.Vontobel Holding Backtested Returns
We have found three technical indicators for Vontobel Holding AG, which you can use to evaluate the volatility of the company. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Vontobel Holding are completely uncorrelated.
Auto-correlation | 1.00 |
Perfect predictability
Vontobel Holding AG has perfect predictability. Overlapping area represents the amount of predictability between Vontobel Holding time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Vontobel Holding price movement. The serial correlation of 1.0 indicates that 100.0% of current Vontobel Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vontobel Holding lagged returns against current returns
Autocorrelation, which is Vontobel Holding 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 Vontobel Holding's pink sheet expected returns. We can calculate the autocorrelation of Vontobel Holding returns to help us make a trade decision. For example, suppose you find that Vontobel Holding 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 |
Vontobel Holding 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 Vontobel Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vontobel Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vontobel Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vontobel Holding Lagged Returns
When evaluating Vontobel Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vontobel Holding pink sheet have on its future price. Vontobel Holding 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, Vontobel Holding autocorrelation shows the relationship between Vontobel Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vontobel Holding AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vontobel Pink Sheet
Vontobel Holding financial ratios help investors to determine whether Vontobel 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 Vontobel with respect to the benefits of owning Vontobel Holding security.