VMWARE INC Market Value
| 928563AD7 | 98.71 1.14 1.14% |
| Symbol | VMWARE |
VMWARE '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 VMWARE's bond 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 VMWARE.
| 03/12/2023 |
| 01/30/2025 |
If you would invest 0.00 in VMWARE on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding VMWARE INC or generate 0.0% return on investment in VMWARE over 690 days. VMWARE is related to or competes with Avis Budget, Hertz Global, Alto Neuroscience,, Custom Truck, Allient, Vestis, and McGrath RentCorp. More
VMWARE 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 VMWARE's bond 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 VMWARE INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 2.76 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.1807 |
VMWARE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VMWARE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VMWARE's standard deviation. In reality, there are many statistical measures that can use VMWARE historical prices to predict the future VMWARE's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.36) |
VMWARE INC Backtested Returns
VMWARE INC owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.1, which indicates the bond had a -0.1 % return per unit of risk over the last 3 months. VMWARE INC exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VMWARE's Risk Adjusted Performance of (0.04), variance of 0.1618, and Coefficient Of Variation of (2,870) to confirm the risk estimate we provide. The entity has a beta of 0.0668, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VMWARE's returns are expected to increase less than the market. However, during the bear market, the loss of holding VMWARE is expected to be smaller as well.
Auto-correlation | -0.14 |
Insignificant reverse predictability
VMWARE INC has insignificant reverse predictability. Overlapping area represents the amount of predictability between VMWARE time series from 12th of March 2023 to 20th of February 2024 and 20th of February 2024 to 30th 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 VMWARE INC price movement. The serial correlation of -0.14 indicates that less than 14.0% of current VMWARE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
VMWARE INC lagged returns against current returns
Autocorrelation, which is VMWARE bond'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 VMWARE's bond expected returns. We can calculate the autocorrelation of VMWARE returns to help us make a trade decision. For example, suppose you find that VMWARE has exhibited high autocorrelation historically, and you observe that the bond 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 |
VMWARE 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 VMWARE bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VMWARE bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VMWARE bond over time.
Current vs Lagged Prices |
| Timeline |
VMWARE Lagged Returns
When evaluating VMWARE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VMWARE bond have on its future price. VMWARE 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, VMWARE autocorrelation shows the relationship between VMWARE bond current value and its past values and can show if there is a momentum factor associated with investing in VMWARE INC.
Regressed Prices |
| Timeline |
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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 VMWARE Bond
VMWARE financial ratios help investors to determine whether VMWARE Bond 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 VMWARE with respect to the benefits of owning VMWARE security.