Vantage Towers Ag Stock Market Value
| VTWRF Stock | USD 40.06 0.00 0.00% |
| Symbol | Vantage |
Vantage Towers '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 Vantage Towers' 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 Vantage Towers.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Vantage Towers on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Vantage Towers AG or generate 0.0% return on investment in Vantage Towers over 360 days. Vantage Towers is related to or competes with Redfin Corp, Offerpad Solutions, EXp World, and Ohmyhome Limited. Vantage Towers AG, a tower infrastructure company, engages in the acquisition, leasing, construction, maintenance, and m... More
Vantage Towers 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 Vantage Towers' 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 Vantage Towers AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 3.86 |
Vantage Towers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vantage Towers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vantage Towers' standard deviation. In reality, there are many statistical measures that can use Vantage Towers historical prices to predict the future Vantage Towers' volatility.| Risk Adjusted Performance | 0.0837 | |||
| Jensen Alpha | 0.0524 | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (1.44) |
Vantage Towers AG Backtested Returns
At this point, Vantage Towers is very steady. Vantage Towers AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Vantage Towers AG, which you can use to evaluate the volatility of the company. Please validate Vantage Towers' Variance of 0.2261, risk adjusted performance of 0.0837, and Coefficient Of Variation of 812.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.0604%. Vantage Towers has a performance score of 9 on a scale of 0 to 100. The entity has a beta of -0.0336, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vantage Towers are expected to decrease at a much lower rate. During the bear market, Vantage Towers is likely to outperform the market. Vantage Towers AG right now has a risk of 0.48%. Please validate Vantage Towers treynor ratio and day median price , to decide if Vantage Towers will be following its existing price patterns.
Auto-correlation | 0.13 |
Insignificant predictability
Vantage Towers AG has insignificant predictability. Overlapping area represents the amount of predictability between Vantage Towers time series from 18th of December 2023 to 15th of June 2024 and 15th of June 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 Vantage Towers AG price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Vantage Towers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Vantage Towers AG lagged returns against current returns
Autocorrelation, which is Vantage Towers 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 Vantage Towers' pink sheet expected returns. We can calculate the autocorrelation of Vantage Towers returns to help us make a trade decision. For example, suppose you find that Vantage Towers 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 |
Vantage Towers 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 Vantage Towers pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vantage Towers pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vantage Towers pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vantage Towers Lagged Returns
When evaluating Vantage Towers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vantage Towers pink sheet have on its future price. Vantage Towers 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, Vantage Towers autocorrelation shows the relationship between Vantage Towers pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vantage Towers AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vantage Pink Sheet
Vantage Towers financial ratios help investors to determine whether Vantage 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 Vantage with respect to the benefits of owning Vantage Towers security.