Vertu Motors (UK) Market Value
| VTU Stock | 62.40 0.60 0.95% |
| 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' 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 Vertu Motors.
| 10/23/2025 |
| 11/22/2025 |
If you would invest 0.00 in Vertu Motors on October 23, 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 30 days. Vertu Motors is related to or competes with Vitec Software, DXC Technology, Ecclesiastical Insurance, Axway Software, Alfa Financial, Bytes Technology, and Check Point. Vertu Motors is entity of 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' 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 Vertu Motors Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.63 | |||
| Information Ratio | 0.0227 | |||
| Maximum Drawdown | 7.91 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 2.56 |
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 | 0.045 | |||
| Jensen Alpha | 0.0953 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0208 | |||
| Treynor Ratio | (0.15) |
Vertu Motors Plc Backtested Returns
At this point, Vertu Motors is very steady. Vertu Motors Plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0511, which indicates the firm had a 0.0511 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vertu Motors Plc, which you can use to evaluate the volatility of the company. Please validate Vertu Motors' Risk Adjusted Performance of 0.045, coefficient of variation of 1761.4, and Semi Deviation of 1.36 to confirm if the risk estimate we provide is consistent with the expected return of 0.078%. Vertu Motors has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.5, which indicates possible diversification benefits within a given portfolio. 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. Vertu Motors Plc right now has a risk of 1.53%. Please validate Vertu Motors value at risk, kurtosis, price action indicator, as well as the relationship between the semi variance and rate of daily change , to decide if Vertu Motors will be following its existing price patterns.
Auto-correlation | 0.01 |
Virtually no predictability
Vertu Motors Plc has virtually no predictability. Overlapping area represents the amount of predictability between Vertu Motors time series from 23rd of October 2025 to 7th of November 2025 and 7th of November 2025 to 22nd of November 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 0.01 indicates that just 1.0% of current Vertu Motors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 1.3 |
Vertu Motors Plc lagged returns against current returns
Autocorrelation, which is Vertu Motors 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 Vertu Motors' stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vertu Motors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vertu Motors stock 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 stock 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 stock 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 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vertu Stock
Vertu Motors financial ratios help investors to determine whether Vertu 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 Vertu with respect to the benefits of owning Vertu Motors security.