Vertu Motors Plc Stock Market Value
| VTMTF Stock | USD 0.86 0.00 0.00% |
| Symbol | Vertu |
Vertu Motors '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 Vertu Motors' 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 Vertu Motors.
| 05/13/2025 |
| 08/11/2025 |
If you would invest 0.00 in Vertu Motors on May 13, 2025 and sell it all today you would earn a total of 0.00 from holding Vertu Motors plc or generate 0.0% return on investment in Vertu Motors over 90 days. Vertu Motors is related to or competes with AutoCanada, Kaixin Auto, and Pharming Group. Vertu Motors plc operates as an automotive retailer in the United Kingdom More
Vertu Motors 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 Vertu Motors' 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 Vertu Motors plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 5.81 |
Vertu Motors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vertu Motors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vertu Motors' standard deviation. In reality, there are many statistical measures that can use Vertu Motors historical prices to predict the future Vertu Motors' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | 1.55 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vertu Motors' 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.
Vertu Motors plc Backtested Returns
Vertu Motors plc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0917, which indicates the firm had a -0.0917 % return per unit of risk over the last 3 months. Vertu Motors plc exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vertu Motors' Variance of 0.6099, risk adjusted performance of (0.07), and Coefficient Of Variation of (1,091) to confirm the risk estimate we provide. The entity has a beta of -0.0526, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vertu Motors are expected to decrease at a much lower rate. During the bear market, Vertu Motors is likely to outperform the market. At this point, Vertu Motors plc has a negative expected return of -0.0716%. Please make sure to validate Vertu Motors' market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to decide if Vertu Motors plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Vertu Motors plc has no correlation between past and present. Overlapping area represents the amount of predictability between Vertu Motors time series from 13th of May 2025 to 27th of June 2025 and 27th of June 2025 to 11th 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 Vertu Motors plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Vertu Motors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vertu Motors plc lagged returns against current returns
Autocorrelation, which is Vertu Motors 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 Vertu Motors' pink sheet expected returns. We can calculate the autocorrelation of Vertu Motors returns to help us make a trade decision. For example, suppose you find that Vertu Motors 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 |
Vertu Motors 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 Vertu Motors pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vertu Motors pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vertu Motors pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vertu Motors Lagged Returns
When evaluating Vertu Motors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vertu Motors pink sheet have on its future price. Vertu Motors 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, Vertu Motors autocorrelation shows the relationship between Vertu Motors pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vertu Motors plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vertu Pink Sheet
Vertu Motors financial ratios help investors to determine whether Vertu 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 Vertu with respect to the benefits of owning Vertu Motors security.