These tools can roughly be divided into indicators and chart patterns. Viemed Healthcare stock traders use a variety of tools to make a prediction on which way the VMD market is likely to head next. ![]() In comparison with Bitcoin, Viemed Healthcare stock performed -56.13% worse in the last year and -39.29% worse than Ethereum. The 1-year performance of VMD/USD is 6.16%. In the last month, the VMD/USD pair is up 6.16%. To get a better idea of what could happen to the VMD stock price in the future, it’s helpful to also explore Viemed Healthcare’s price history. Viemed Healthcare Stock Forecast Based on Technical Analysis If this Viemed Healthcare stock prediction for 2030 materializes, VMD stock willgrow 28.54% from its current price. In 2030, the Viemed Healthcare stock will reach $ 9.74 if it maintains its current 10-year average growth rate. This would represent a 7.44% increase in the VMD stock price. The Viemed Healthcare stock prediction for 2025 is currently $ 8.14, assuming that Viemed Healthcare shares will continue growing at the average yearly rate as they did in the last 10 years. Using the same basis, here is the Viemed Healthcare stock prediction for each year up until 2030. Seek independent professional consultation in the form of legal, financial, and fiscal advice before making any investment decision.īased on the average yearly growth of the Viemed Healthcare stock in the last 10 years, the Viemed Healthcare stock forecast for the beginning of next year is $ 7.86. No information, materials, services and other content provided on this page constitute a solicitation, recommendation, endorsement, or any financial, investment, or other advice. The information provided is for general information purposes only. Based on our Viemed Healthcare stock forecast, it's now a bad time to buy VMD stock because it's trading 6.67% above our forecast.ĭisclaimer: This is not investment advice. VMD stock recorded 15/30 (50%) green days with 7.97% price volatility over the last 30 days. According to our technical indicators, the current sentiment is Bearish while the Fear & Greed Index is showing 39 (Fear). Finally, the risk spillovers from oil price to China stock market display strong asymmetric features, with larger long-term, downside risk spillovers in post-crisis subsample.According to our current VMD stock forecast, the value of Viemed Healthcare shares will drop by -7.24% and reach $ 7.11 per share by December 17, 2023. Before the crisis, however, it mainly exists in long-run horizon, while after the crisis, it happens in both short- and long-run horizons. Third, the risk spillovers from crude oil price to China stock market are found in each sample periods. ![]() Second, the VaR of China stock market increases heavily around the financial crisis, but the average VaR after the crisis deceases compared to the risk before the crisis. For the raw return series, there are symmetric upper and lower tail dependencies in full sample and pre-crisis subsample periods, but an average dependence in post-crisis subsample period. The empirical results show that, first, the recent financial crisis enhances the dependences between the crude oil market and China stock market, and the long-run dependence increases more significantly than that of short-run. Based on the decomposed time series and the copula dependence, the Value-at-Risk (VaR), conditional VaR (CoVaR) and delta CoVaR (ΔCoVaR) are quantified to analyze the upside and downside risk spillovers from oil market to China stock market in raw, short- and long-run investment horizons before and after the financial crisis. Abstract: This paper examines the dependence structure between crude oil market and China stock market over different investment horizons, before and after the recent financial crisis, by combining the variational mode decomposition (VMD) method with various static and time-varying copulas. The empirical results demonstrate the success of refined oil pricing reform in China.The risk spillover from oil price to China stock market is studied using conditional VaR (CoVaR) and delta CoVaR (ΔCoVaR).Static and time-varying copulas are used to depict the oil-stock dependence.The variational mode decomposition (VMD) method is used to analyze the short and long-run characters of oil and stock markets.
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