Vivendi SE's market value is the price at which a share of Vivendi SE trades on a public exchange. It measures the collective expectations of Vivendi SE investors about its performance. Vivendi SE is trading at 6.00 as of the 27th of December 2024. This is a 165.49 percent increase since the beginning of the trading day. The stock's lowest day price was 6.0. With this module, you can estimate the performance of a buy and hold strategy of Vivendi SE and determine expected loss or profit from investing in Vivendi SE over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Vivendi
Vivendi SE '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 Vivendi SE'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 Vivendi SE.
0.00
09/04/2023
No Change 0.00
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In 1 year 3 months and 26 days
12/27/2024
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If you would invest 0.00 in Vivendi SE on September 4, 2023 and sell it all today you would earn a total of 0.00 from holding Vivendi SE or generate 0.0% return on investment in Vivendi SE over 480 days.
Vivendi SE 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 Vivendi SE'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 Vivendi SE upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vivendi SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vivendi SE's standard deviation. In reality, there are many statistical measures that can use Vivendi SE historical prices to predict the future Vivendi SE's volatility.
Vivendi SE is abnormally volatile given 3 months investment horizon. Vivendi SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0937, which indicates the firm had a 0.0937% return per unit of risk over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 3.78% are justified by taking the suggested risk. Use Vivendi SE Coefficient Of Variation of 1091.79, risk adjusted performance of 0.0825, and Semi Deviation of 12.9 to evaluate company specific risk that cannot be diversified away. Vivendi SE holds a performance score of 7 on a scale of zero to a hundred. The entity has a beta of -1.35, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Vivendi SE are expected to decrease by larger amounts. On the other hand, during market turmoil, Vivendi SE is expected to outperform it. Use Vivendi SE treynor ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to analyze future returns on Vivendi SE.
Auto-correlation
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No correlation between past and present
Vivendi SE has no correlation between past and present. Overlapping area represents the amount of predictability between Vivendi SE time series from 4th of September 2023 to 1st of May 2024 and 1st of May 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 Vivendi SE price movement. The serial correlation of 0.0 indicates that just 0.0% of current Vivendi SE price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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Vivendi SE lagged returns against current returns
Autocorrelation, which is Vivendi SE 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 Vivendi SE's pink sheet expected returns. We can calculate the autocorrelation of Vivendi SE returns to help us make a trade decision. For example, suppose you find that Vivendi SE 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
Vivendi SE 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 Vivendi SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vivendi SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vivendi SE pink sheet over time.
Current vs Lagged Prices
Timeline
Vivendi SE Lagged Returns
When evaluating Vivendi SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vivendi SE pink sheet have on its future price. Vivendi SE 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, Vivendi SE autocorrelation shows the relationship between Vivendi SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vivendi SE.