Vogiatzoglou Systems (Greece) Market Value

VOSYS Stock  EUR 2.14  0.04  1.90%   
Vogiatzoglou Systems' market value is the price at which a share of Vogiatzoglou Systems trades on a public exchange. It measures the collective expectations of Vogiatzoglou Systems SA investors about its performance. Vogiatzoglou Systems is trading at 2.14 as of the 5th of December 2024, a 1.90% up since the beginning of the trading day. The stock's open price was 2.1.
With this module, you can estimate the performance of a buy and hold strategy of Vogiatzoglou Systems SA and determine expected loss or profit from investing in Vogiatzoglou Systems over a given investment horizon. Check out Vogiatzoglou Systems Correlation, Vogiatzoglou Systems Volatility and Vogiatzoglou Systems Alpha and Beta module to complement your research on Vogiatzoglou Systems.
Symbol

Please note, there is a significant difference between Vogiatzoglou Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if Vogiatzoglou Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vogiatzoglou Systems' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Vogiatzoglou Systems '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 Vogiatzoglou Systems' 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 Vogiatzoglou Systems.
0.00
11/11/2023
No Change 0.00  0.0 
In 1 year and 25 days
12/05/2024
0.00
If you would invest  0.00  in Vogiatzoglou Systems on November 11, 2023 and sell it all today you would earn a total of 0.00 from holding Vogiatzoglou Systems SA or generate 0.0% return on investment in Vogiatzoglou Systems over 390 days. Vogiatzoglou Systems is related to or competes with Profile Systems, Foodlink, Marfin Investment, Athens Medical, Hellenic Telecommunicatio, and Elton International. Vogiatzoglou Systems S.A. provides integrated solutions for store and warehouse furnishing in Greece More

Vogiatzoglou Systems 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 Vogiatzoglou Systems' 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 Vogiatzoglou Systems SA upside and downside potential and time the market with a certain degree of confidence.

Vogiatzoglou Systems Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vogiatzoglou Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vogiatzoglou Systems' standard deviation. In reality, there are many statistical measures that can use Vogiatzoglou Systems historical prices to predict the future Vogiatzoglou Systems' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vogiatzoglou Systems' 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.
Hype
Prediction
LowEstimatedHigh
0.062.144.22
Details
Intrinsic
Valuation
LowRealHigh
0.082.174.25
Details
Naive
Forecast
LowNextHigh
0.132.204.28
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
2.072.122.17
Details

Vogiatzoglou Systems Backtested Returns

Vogiatzoglou Systems owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0574, which indicates the firm had a -0.0574% return per unit of risk over the last 3 months. Vogiatzoglou Systems SA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vogiatzoglou Systems' Risk Adjusted Performance of (0.04), coefficient of variation of (1,782), and Variance of 4.18 to confirm the risk estimate we provide. The entity has a beta of -0.0598, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vogiatzoglou Systems are expected to decrease at a much lower rate. During the bear market, Vogiatzoglou Systems is likely to outperform the market. At this point, Vogiatzoglou Systems has a negative expected return of -0.12%. Please make sure to validate Vogiatzoglou Systems' standard deviation, potential upside, as well as the relationship between the Potential Upside and day typical price , to decide if Vogiatzoglou Systems performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.43  

Modest reverse predictability

Vogiatzoglou Systems SA has modest reverse predictability. Overlapping area represents the amount of predictability between Vogiatzoglou Systems time series from 11th of November 2023 to 24th of May 2024 and 24th of May 2024 to 5th 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 Vogiatzoglou Systems price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Vogiatzoglou Systems price fluctuation can be explain by its past prices.
Correlation Coefficient-0.43
Spearman Rank Test-0.2
Residual Average0.0
Price Variance0.01

Vogiatzoglou Systems lagged returns against current returns

Autocorrelation, which is Vogiatzoglou Systems 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 Vogiatzoglou Systems' stock expected returns. We can calculate the autocorrelation of Vogiatzoglou Systems returns to help us make a trade decision. For example, suppose you find that Vogiatzoglou Systems 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  

Vogiatzoglou Systems 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 Vogiatzoglou Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vogiatzoglou Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vogiatzoglou Systems stock over time.
   Current vs Lagged Prices   
       Timeline  

Vogiatzoglou Systems Lagged Returns

When evaluating Vogiatzoglou Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vogiatzoglou Systems stock have on its future price. Vogiatzoglou Systems 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, Vogiatzoglou Systems autocorrelation shows the relationship between Vogiatzoglou Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Vogiatzoglou Systems SA.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Investing Ideas  

Other Information on Investing in Vogiatzoglou Stock

Vogiatzoglou Systems financial ratios help investors to determine whether Vogiatzoglou 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 Vogiatzoglou with respect to the benefits of owning Vogiatzoglou Systems security.