VF Corp's market value is the price at which a share of VF Corp trades on a public exchange. It measures the collective expectations of VF Corp investors about its performance. VF Corp is selling for under 21.62 as of the 8th of January 2025; that is 0.42% up since the beginning of the trading day. The stock's lowest day price was 21.41. With this module, you can estimate the performance of a buy and hold strategy of VF Corp and determine expected loss or profit from investing in VF Corp over a given investment horizon. Check out VF Corp Correlation, VF Corp Volatility and VF Corp Alpha and Beta module to complement your research on VF Corp.
Please note, there is a significant difference between VF Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if VF Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VF Corp's 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.
VF Corp '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 VF Corp's 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 VF Corp.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure VF Corp's 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 VF Corp upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for VF Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VF Corp's standard deviation. In reality, there are many statistical measures that can use VF Corp historical prices to predict the future VF Corp's volatility.
Currently, VF Corp is not too volatile. VF Corp retains Efficiency (Sharpe Ratio) of 0.0473, which indicates the firm had a 0.0473% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for VF Corp, which you can use to evaluate the volatility of the company. Please validate VF Corp's Risk Adjusted Performance of 0.0461, downside deviation of 3.03, and Mean Deviation of 2.28 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. VF Corp has a performance score of 3 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VF Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding VF Corp is expected to be smaller as well. VF Corp today owns a risk of 4.06%. Please validate VF Corp semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if VF Corp will be following its current price history.
Auto-correlation
-0.69
Very good reverse predictability
VF Corp has very good reverse predictability. Overlapping area represents the amount of predictability between VF Corp time series from 14th of January 2024 to 12th of July 2024 and 12th of July 2024 to 8th of January 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 VF Corp price movement. The serial correlation of -0.69 indicates that around 69.0% of current VF Corp price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.69
Spearman Rank Test
-0.65
Residual Average
0.0
Price Variance
4.24
VF Corp lagged returns against current returns
Autocorrelation, which is VF Corp 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 VF Corp's stock expected returns. We can calculate the autocorrelation of VF Corp returns to help us make a trade decision. For example, suppose you find that VF Corp 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
VF Corp 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 VF Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VF Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VF Corp stock over time.
Current vs Lagged Prices
Timeline
VF Corp Lagged Returns
When evaluating VF Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VF Corp stock have on its future price. VF Corp 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, VF Corp autocorrelation shows the relationship between VF Corp stock current value and its past values and can show if there is a momentum factor associated with investing in VF Corp.
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.
When running VF Corp's price analysis, check to measure VF Corp's 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 VF Corp is operating at the current time. Most of VF Corp's value examination focuses on studying past and present price action to predict the probability of VF Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VF Corp's price. Additionally, you may evaluate how the addition of VF Corp to your portfolios can decrease your overall portfolio volatility.