YouGov Plc (Germany) Market Value
| Y1G Stock | 5.00 0.10 2.04% |
| Symbol | YouGov |
YouGov Plc '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 YouGov Plc's 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 YouGov Plc.
| 06/28/2024 |
| 12/25/2024 |
If you would invest 0.00 in YouGov Plc on June 28, 2024 and sell it all today you would earn a total of 0.00 from holding YouGov plc or generate 0.0% return on investment in YouGov Plc over 180 days. YouGov Plc is related to or competes with FORMPIPE SOFTWARE, ASURE SOFTWARE, CyberArk Software, Tradegate, SIDETRADE, SALESFORCE INC, and MAGIC SOFTWARE. More
YouGov Plc 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 YouGov Plc's 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 YouGov plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 34.77 | |||
| Value At Risk | (6.03) | |||
| Potential Upside | 4.56 |
YouGov Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YouGov Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YouGov Plc's standard deviation. In reality, there are many statistical measures that can use YouGov Plc historical prices to predict the future YouGov Plc's volatility.| Risk Adjusted Performance | 0.0073 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.0486 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of YouGov Plc's 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.
YouGov plc Backtested Returns
Currently, YouGov plc is unstable. YouGov plc shows Sharpe Ratio of 0.0089, which attests that the company had a 0.0089% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for YouGov plc, which you can use to evaluate the volatility of the company. Please check out YouGov Plc's Mean Deviation of 2.47, standard deviation of 4.34, and Market Risk Adjusted Performance of 0.0586 to validate if the risk estimate we provide is consistent with the expected return of 0.0393%. The firm maintains a market beta of -0.3, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning YouGov Plc are expected to decrease at a much lower rate. During the bear market, YouGov Plc is likely to outperform the market. YouGov plc right now maintains a risk of 4.4%. Please check out YouGov plc accumulation distribution, as well as the relationship between the day median price and price action indicator , to decide if YouGov plc will be following its historical returns.
Auto-correlation | 0.39 |
Below average predictability
YouGov plc has below average predictability. Overlapping area represents the amount of predictability between YouGov Plc time series from 28th of June 2024 to 26th of September 2024 and 26th of September 2024 to 25th 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 YouGov plc price movement. The serial correlation of 0.39 indicates that just about 39.0% of current YouGov Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
YouGov plc lagged returns against current returns
Autocorrelation, which is YouGov Plc 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 YouGov Plc's stock expected returns. We can calculate the autocorrelation of YouGov Plc returns to help us make a trade decision. For example, suppose you find that YouGov Plc 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 |
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YouGov Plc 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 YouGov Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YouGov Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YouGov Plc stock over time.
Current vs Lagged Prices |
| Timeline |
YouGov Plc Lagged Returns
When evaluating YouGov Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YouGov Plc stock have on its future price. YouGov Plc 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, YouGov Plc autocorrelation shows the relationship between YouGov Plc stock current value and its past values and can show if there is a momentum factor associated with investing in YouGov plc.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for YouGov Stock Analysis
When running YouGov Plc's price analysis, check to measure YouGov Plc's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy YouGov Plc is operating at the current time. Most of YouGov Plc's value examination focuses on studying past and present price action to predict the probability of YouGov Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move YouGov Plc's price. Additionally, you may evaluate how the addition of YouGov Plc to your portfolios can decrease your overall portfolio volatility.