ViacomCBS (Germany) Market Value
| 0VVB Stock | EUR 9.67 0.00 0.00% |
| Symbol | ViacomCBS |
ViacomCBS '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 ViacomCBS'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 ViacomCBS.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in ViacomCBS on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding ViacomCBS or generate 0.0% return on investment in ViacomCBS over 90 days. ViacomCBS is related to or competes with Broadridge Financial, Gaztransport Technigaz, ALBIS LEASING, WILLIS LEASE, and UNITED RENTALS. Paramount Global operates as a media and entertainment company worldwide More
ViacomCBS 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 ViacomCBS'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 ViacomCBS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 14.41 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 3.44 |
ViacomCBS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ViacomCBS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ViacomCBS's standard deviation. In reality, there are many statistical measures that can use ViacomCBS historical prices to predict the future ViacomCBS's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | 0.3924 |
ViacomCBS Backtested Returns
ViacomCBS owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0418, which indicates the firm had a -0.0418 % return per unit of risk over the last 3 months. ViacomCBS exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate ViacomCBS's Risk Adjusted Performance of (0.03), variance of 5.99, and Coefficient Of Variation of (2,392) to confirm the risk estimate we provide. The entity has a beta of -0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ViacomCBS are expected to decrease at a much lower rate. During the bear market, ViacomCBS is likely to outperform the market. At this point, ViacomCBS has a negative expected return of -0.1%. Please make sure to validate ViacomCBS's market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if ViacomCBS performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.34 |
Poor reverse predictability
ViacomCBS has poor reverse predictability. Overlapping area represents the amount of predictability between ViacomCBS time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ViacomCBS price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current ViacomCBS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
ViacomCBS lagged returns against current returns
Autocorrelation, which is ViacomCBS 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 ViacomCBS's stock expected returns. We can calculate the autocorrelation of ViacomCBS returns to help us make a trade decision. For example, suppose you find that ViacomCBS 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 |
ViacomCBS 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 ViacomCBS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ViacomCBS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ViacomCBS stock over time.
Current vs Lagged Prices |
| Timeline |
ViacomCBS Lagged Returns
When evaluating ViacomCBS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ViacomCBS stock have on its future price. ViacomCBS 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, ViacomCBS autocorrelation shows the relationship between ViacomCBS stock current value and its past values and can show if there is a momentum factor associated with investing in ViacomCBS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ViacomCBS Stock
ViacomCBS financial ratios help investors to determine whether ViacomCBS 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 ViacomCBS with respect to the benefits of owning ViacomCBS security.