Valaris Stock Market Value
| VAL Stock | USD 48.04 0.45 0.93% |
| Symbol | Valaris |
Is Energy Equipment & Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Valaris. If investors know Valaris will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Valaris listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Valaris is measured differently than its book value, which is the value of Valaris that is recorded on the company's balance sheet. Investors also form their own opinion of Valaris' value that differs from its market value or its book value, called intrinsic value, which is Valaris' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Valaris' market value can be influenced by many factors that don't directly affect Valaris' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Valaris' value and its price as these two are different measures arrived at by different means. Investors typically determine if Valaris is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valaris' 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.
Valaris '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 Valaris' 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 Valaris.
| 12/21/2024 |
| 01/20/2025 |
If you would invest 0.00 in Valaris on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Valaris or generate 0.0% return on investment in Valaris over 30 days. Valaris is related to or competes with Weatherford International, TechnipFMC PLC, Geospace Technologies, Cactus, ChampionX, Tidewater, and Expro Group. Valaris Limited provides offshore contract drilling services to the international oil and gas industry More
Valaris 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 Valaris' 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 Valaris upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 12.47 | |||
| Value At Risk | (4.15) | |||
| Potential Upside | 4.41 |
Valaris Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valaris' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valaris' standard deviation. In reality, there are many statistical measures that can use Valaris historical prices to predict the future Valaris' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 1.81 |
Valaris Backtested Returns
Valaris owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0158, which indicates the firm had a -0.0158 % return per unit of risk over the last 3 months. Valaris exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Valaris' Coefficient Of Variation of (6,335), risk adjusted performance of (0.01), and Variance of 6.94 to confirm the risk estimate we provide. The entity has a beta of -0.0285, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Valaris are expected to decrease at a much lower rate. During the bear market, Valaris is likely to outperform the market. At this point, Valaris has a negative expected return of -0.0416%. Please make sure to validate Valaris' total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Valaris performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.92 |
Excellent predictability
Valaris has excellent predictability. Overlapping area represents the amount of predictability between Valaris time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 to 20th 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 Valaris price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Valaris price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 2.38 |
Valaris lagged returns against current returns
Autocorrelation, which is Valaris 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 Valaris' stock expected returns. We can calculate the autocorrelation of Valaris returns to help us make a trade decision. For example, suppose you find that Valaris 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 |
Valaris 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 Valaris stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valaris stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valaris stock over time.
Current vs Lagged Prices |
| Timeline |
Valaris Lagged Returns
When evaluating Valaris' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valaris stock have on its future price. Valaris 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, Valaris autocorrelation shows the relationship between Valaris stock current value and its past values and can show if there is a momentum factor associated with investing in Valaris.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Valaris Correlation, Valaris Volatility and Valaris Alpha and Beta module to complement your research on Valaris. For more information on how to buy Valaris Stock please use our How to buy in Valaris Stock guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Valaris technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.