Verizon Communications (UK) Market Value

0Q1S Stock   43.85  0.85  1.98%   
Verizon Communications' market value is the price at which a share of Verizon Communications trades on a public exchange. It measures the collective expectations of Verizon Communications investors about its performance. Verizon Communications is selling for under 43.85 as of the 26th of November 2024; that is 1.98% up since the beginning of the trading day. The stock's lowest day price was 43.34.
With this module, you can estimate the performance of a buy and hold strategy of Verizon Communications and determine expected loss or profit from investing in Verizon Communications over a given investment horizon. Check out Verizon Communications Correlation, Verizon Communications Volatility and Verizon Communications Alpha and Beta module to complement your research on Verizon Communications.
For more information on how to buy Verizon Stock please use our How to Invest in Verizon Communications guide.
Symbol

Please note, there is a significant difference between Verizon Communications' value and its price as these two are different measures arrived at by different means. Investors typically determine if Verizon Communications is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Verizon Communications' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Verizon Communications '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 Verizon Communications' 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 Verizon Communications.
0.00
01/31/2024
No Change 0.00  0.0 
In 9 months and 28 days
11/26/2024
0.00
If you would invest  0.00  in Verizon Communications on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Verizon Communications or generate 0.0% return on investment in Verizon Communications over 300 days. Verizon Communications is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Toyota, Reliance Industries, SoftBank Group, and Hon Hai. Verizon Communications is entity of United Kingdom More

Verizon Communications 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 Verizon Communications' 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 Verizon Communications upside and downside potential and time the market with a certain degree of confidence.

Verizon Communications Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Verizon Communications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Verizon Communications' standard deviation. In reality, there are many statistical measures that can use Verizon Communications historical prices to predict the future Verizon Communications' volatility.
Hype
Prediction
LowEstimatedHigh
42.3943.8545.31
Details
Intrinsic
Valuation
LowRealHigh
41.3642.8244.28
Details
Naive
Forecast
LowNextHigh
43.1544.6146.07
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
39.6141.7143.82
Details

Verizon Communications Backtested Returns

Currently, Verizon Communications is very steady. Verizon Communications owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0637, which indicates the firm had a 0.0637% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Verizon Communications, which you can use to evaluate the volatility of the company. Please validate Verizon Communications' Risk Adjusted Performance of 0.0604, semi deviation of 1.47, and Coefficient Of Variation of 1371.92 to confirm if the risk estimate we provide is consistent with the expected return of 0.0929%. Verizon Communications has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Verizon Communications' returns are expected to increase less than the market. However, during the bear market, the loss of holding Verizon Communications is expected to be smaller as well. Verizon Communications right now has a risk of 1.46%. Please validate Verizon Communications jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Verizon Communications will be following its existing price patterns.

Auto-correlation

    
  -0.22  

Weak reverse predictability

Verizon Communications has weak reverse predictability. Overlapping area represents the amount of predictability between Verizon Communications time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Verizon Communications price movement. The serial correlation of -0.22 indicates that over 22.0% of current Verizon Communications price fluctuation can be explain by its past prices.
Correlation Coefficient-0.22
Spearman Rank Test-0.19
Residual Average0.0
Price Variance2.61

Verizon Communications lagged returns against current returns

Autocorrelation, which is Verizon Communications 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 Verizon Communications' stock expected returns. We can calculate the autocorrelation of Verizon Communications returns to help us make a trade decision. For example, suppose you find that Verizon Communications 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  

Verizon Communications 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 Verizon Communications stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Verizon Communications stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Verizon Communications stock over time.
   Current vs Lagged Prices   
       Timeline  

Verizon Communications Lagged Returns

When evaluating Verizon Communications' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Verizon Communications stock have on its future price. Verizon Communications 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, Verizon Communications autocorrelation shows the relationship between Verizon Communications stock current value and its past values and can show if there is a momentum factor associated with investing in Verizon Communications.
   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.

Additional Tools for Verizon Stock Analysis

When running Verizon Communications' price analysis, check to measure Verizon Communications' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Verizon Communications is operating at the current time. Most of Verizon Communications' value examination focuses on studying past and present price action to predict the probability of Verizon Communications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Verizon Communications' price. Additionally, you may evaluate how the addition of Verizon Communications to your portfolios can decrease your overall portfolio volatility.