Vsblty Groupe Technologies Stock Market Value
| VSBGF Stock | USD 0.07 0 3.50% |
| Symbol | VSBLTY |
VSBLTY Groupe '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 VSBLTY Groupe'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 VSBLTY Groupe.
| 09/28/2024 |
| 12/27/2024 |
If you would invest 0.00 in VSBLTY Groupe on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding VSBLTY Groupe Technologies or generate 0.0% return on investment in VSBLTY Groupe over 90 days. VSBLTY Groupe is related to or competes with NextPlat Corp, Waldencast Acquisition, CXApp, Alkami Technology, ADEIA P, Paycor HCM, and Bentley Systems. VSBLTY Groupe Technologies Corp., a retail technology and marketing company, operates as a software provider of security... More
VSBLTY Groupe 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 VSBLTY Groupe'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 VSBLTY Groupe Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.43 | |||
| Information Ratio | 0.0784 | |||
| Maximum Drawdown | 51.1 | |||
| Value At Risk | (14.75) | |||
| Potential Upside | 14.66 |
VSBLTY Groupe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VSBLTY Groupe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VSBLTY Groupe's standard deviation. In reality, there are many statistical measures that can use VSBLTY Groupe historical prices to predict the future VSBLTY Groupe's volatility.| Risk Adjusted Performance | 0.0756 | |||
| Jensen Alpha | 0.8604 | |||
| Total Risk Alpha | 0.2863 | |||
| Sortino Ratio | 0.0947 | |||
| Treynor Ratio | (1.91) |
VSBLTY Groupe Techno Backtested Returns
VSBLTY Groupe appears to be out of control, given 3 months investment horizon. VSBLTY Groupe Techno retains Efficiency (Sharpe Ratio) of 0.0844, which indicates the firm had a 0.0844% return per unit of volatility over the last 3 months. By inspecting VSBLTY Groupe's technical indicators, you can evaluate if the expected return of 0.86% is justified by implied risk. Please review VSBLTY Groupe's downside deviation of 8.43, and Risk Adjusted Performance of 0.0756 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, VSBLTY Groupe holds a performance score of 6. The entity owns a Beta (Systematic Risk) of -0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning VSBLTY Groupe are expected to decrease at a much lower rate. During the bear market, VSBLTY Groupe is likely to outperform the market. Please check VSBLTY Groupe's standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether VSBLTY Groupe's current price history will revert.
Auto-correlation | 0.36 |
Below average predictability
VSBLTY Groupe Technologies has below average predictability. Overlapping area represents the amount of predictability between VSBLTY Groupe time series from 28th of September 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 VSBLTY Groupe Techno price movement. The serial correlation of 0.36 indicates that just about 36.0% of current VSBLTY Groupe price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
VSBLTY Groupe Techno lagged returns against current returns
Autocorrelation, which is VSBLTY Groupe 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 VSBLTY Groupe's pink sheet expected returns. We can calculate the autocorrelation of VSBLTY Groupe returns to help us make a trade decision. For example, suppose you find that VSBLTY Groupe 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 |
VSBLTY Groupe 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 VSBLTY Groupe pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VSBLTY Groupe pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VSBLTY Groupe pink sheet over time.
Current vs Lagged Prices |
| Timeline |
VSBLTY Groupe Lagged Returns
When evaluating VSBLTY Groupe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VSBLTY Groupe pink sheet have on its future price. VSBLTY Groupe 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, VSBLTY Groupe autocorrelation shows the relationship between VSBLTY Groupe pink sheet current value and its past values and can show if there is a momentum factor associated with investing in VSBLTY Groupe Technologies.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in VSBLTY Pink Sheet
VSBLTY Groupe financial ratios help investors to determine whether VSBLTY 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 VSBLTY with respect to the benefits of owning VSBLTY Groupe security.