VAT Group (Switzerland) Technical Analysis
| VACN Stock | CHF 512.20 -4.20 -0.81% |
As of the 27th of March, VAT Group lists a market price of 512.20 per share. Market-based metrics show market risk adjusted performance of -28.04, and Downside Deviation of 1.66. Structured modeling of historical data supports trend assessment. Current readings are analyzed relative to broader market benchmarks.
VAT Group Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as VAT, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VATVAT |
What-If Analysis
Historical what-if analysis for VAT Group AG is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. Used properly, this review provides context for deciding whether VAT Group's historical reward profile was stable enough to support the current thesis.
| 12/27/2025 |
| 03/27/2026 |
Placing 0.00 into VAT Group on December 27, 2025 with a hold through today would produce 0.00 in net return. This amounts to a 0.0% total return in VAT Group for the period across a 90 day span. The data captures price, volume, and timing inputs from exchange activity. VAT Group shares sector or business overlap with Belimo Holding, Georg Fischer, Sulzer AG, Flughafen Zurich, Bucher Industries, Kardex, and Accelleron Industries. VAT Group AG, together with its subsidiaries, develops, manufactures, and supplies vacuum valves in Switzerland, rest of... More
Upside and Downside Indicators for VAT Group Summary
Directional momentum for VAT Group is captured through indicators that track upside and downside price ranges. The data frames how the price has moved within recent directional ranges.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.2009 | |||
| Maximum Drawdown | 18.85 | |||
| Value At Risk | -2.54 | |||
| Potential Upside | 2.93 |
Market Risk Indicators for VAT Group Snapshot
Historical risk measures for VAT Group describe how the price has varied across observation periods. Figures are sourced from market data feeds and exchange records.| Risk Adjusted Performance | 0.1547 | |||
| Jensen Alpha | 0.5063 | |||
| Total Risk Alpha | 0.7764 | |||
| Sortino Ratio | 0.3518 | |||
| Treynor Ratio | -28.05 |
Mean reversion in VAT Group's price occurs when temporary dislocations correct back toward historical fair value. This tendency of VAT Group's price to converge to an average value over time is called mean reversion. Whether book value, historical earnings multiple, or sector median, the reference point matters for VAT Group's analysis.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1547 | |||
| Market Risk Adjusted Performance | -28.04 | |||
| Mean Deviation | 1.74 | |||
| Semi Deviation | 1.28 | |||
| Downside Deviation | 1.66 | |||
| Coefficient Of Variation | 561.89 | |||
| Standard Deviation | 2.91 | |||
| Variance | 8.46 | |||
| Information Ratio | 0.2009 | |||
| Jensen Alpha | 0.5063 | |||
| Total Risk Alpha | 0.7764 | |||
| Sortino Ratio | 0.3518 | |||
| Treynor Ratio | -28.05 | |||
| Maximum Drawdown | 18.85 | |||
| Value At Risk | -2.54 | |||
| Potential Upside | 2.93 | |||
| Downside Variance | 2.76 | |||
| Semi Variance | 1.65 | |||
| Expected Short fall | -2.11 | |||
| Skewness | 3.16 | |||
| Kurtosis | 14.35 |
VAT Group AG Backtested Returns
VAT Group demonstrates a very low volatility profile during the selected investment horizon. It exhibits a Sharpe Ratio (Efficiency) of 0.17, highlighting adjusted efficiency metrics. We identified thirty technical indicators influencing the company's volatility profile. Please examine metrics such as market risk-adjusted performance of -28.04, and Downside Deviation of 1.66 to review volatility-return dynamics. On a scale of 0 to 100, VAT Group holds a performance score of 13. The company retains a Market Sensitivity (Beta) of -0.0181, which alludes to very low measured sensitivity to broad market movements. Returns on VAT Group tend to move against the broader market, though the counter-movement is modest relative to the index.
Auto-correlation | 0.36 |
Below average predictability
The autocorrelation profile for VAT Group AG registers below average predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling VAT Group AG's near-term price behavior. A serial correlation of 0.36 indicates that just about 36.0% of current VAT Group price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 183.48 |
This technical view for VAT Group centers on price movement and volume signals. The information is presented without directional commentary.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of VAT Group AG volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of VAT Group evaluates price structure, momentum, and volatility clustering. Regime change is often preceded by volatility clustering and momentum decay. VAT Group has a market cap of 15.42 B, P/E of 28.98, ROE of 27.7%.
For VAT Group AG, this section uses periodic company reporting and market reference feeds and standardizes the results for cross-period comparison. Intraday timing differences may exist.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardVAT Group Technical Indicators
Technical indicators tied to VAT Group AG help investors translate chart behavior into a more structured framework for entry, exit, and risk control. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1547 | |||
| Market Risk Adjusted Performance | -28.04 | |||
| Mean Deviation | 1.74 | |||
| Semi Deviation | 1.28 | |||
| Downside Deviation | 1.66 | |||
| Coefficient Of Variation | 561.89 | |||
| Standard Deviation | 2.91 | |||
| Variance | 8.46 | |||
| Information Ratio | 0.2009 | |||
| Jensen Alpha | 0.5063 | |||
| Total Risk Alpha | 0.7764 | |||
| Sortino Ratio | 0.3518 | |||
| Treynor Ratio | -28.05 | |||
| Maximum Drawdown | 18.85 | |||
| Value At Risk | -2.54 | |||
| Potential Upside | 2.93 | |||
| Downside Variance | 2.76 | |||
| Semi Variance | 1.65 | |||
| Expected Short fall | -2.11 | |||
| Skewness | 3.16 | |||
| Kurtosis | 14.35 |
March 27, 2026 Daily Trend Indicators
Technical indicators tied to VAT Group AG help investors translate chart behavior into a more structured framework for entry, exit, and risk control. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 2,476 | ||
| Daily Balance Of Power | -0.29 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 511.00 | ||
| Day Typical Price | 511.40 | ||
| Price Action Indicator | -0.90 | ||
| Market Facilitation Index | 0.0002 |
Additional Tools for VAT Stock Analysis
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |