Value Line Stock Market Value
| VALU Stock | USD 51.32 0.37 0.73% |
| Symbol | Value |
Value Line Price To Book Ratio
Is Financial Exchanges & Data 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 Value Line. If investors know Value 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 Value Line listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.213 | Dividend Share 1.16 | Earnings Share 2.12 | Revenue Per Share 3.886 | Quarterly Revenue Growth (0.09) |
The market value of Value Line is measured differently than its book value, which is the value of Value that is recorded on the company's balance sheet. Investors also form their own opinion of Value Line's value that differs from its market value or its book value, called intrinsic value, which is Value Line's 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 Value Line's market value can be influenced by many factors that don't directly affect Value Line's 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 Value Line's value and its price as these two are different measures arrived at by different means. Investors typically determine if Value Line is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Value Line'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.
Value Line '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 Value Line'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 Value Line.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Value Line on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Value Line or generate 0.0% return on investment in Value Line over 30 days. Value Line is related to or competes with Dun Bradstreet, FactSet Research, Moodys, MSCI, Intercontinental, Morningstar, and Nasdaq. Value Line, Inc., together with its subsidiaries, produces and sells investment periodicals and related publications pri... More
Value Line 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 Value Line'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 Value Line upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.14 | |||
| Information Ratio | 0.0725 | |||
| Maximum Drawdown | 15.31 | |||
| Value At Risk | (5.45) | |||
| Potential Upside | 5.27 |
Value Line Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Line's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Line's standard deviation. In reality, there are many statistical measures that can use Value Line historical prices to predict the future Value Line's volatility.| Risk Adjusted Performance | 0.0846 | |||
| Jensen Alpha | 0.213 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0741 | |||
| Treynor Ratio | 0.2584 |
Value Line Backtested Returns
Value Line appears to be very steady, given 3 months investment horizon. Value Line owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Value Line, which you can use to evaluate the volatility of the company. Please review Value Line's Coefficient Of Variation of 978.66, risk adjusted performance of 0.0846, and Semi Deviation of 2.89 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Value Line holds a performance score of 8. The entity has a beta of 1.23, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Value Line will likely underperform. Please check Value Line's value at risk, as well as the relationship between the kurtosis and market facilitation index , to make a quick decision on whether Value Line's existing price patterns will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Value Line has very weak reverse predictability. Overlapping area represents the amount of predictability between Value Line time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Value Line price movement. The serial correlation of -0.01 indicates that just 1.0% of current Value Line price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 3.75 |
Value Line lagged returns against current returns
Autocorrelation, which is Value Line 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 Value Line's stock expected returns. We can calculate the autocorrelation of Value Line returns to help us make a trade decision. For example, suppose you find that Value Line 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 |
Value Line 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 Value Line stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Line stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Line stock over time.
Current vs Lagged Prices |
| Timeline |
Value Line Lagged Returns
When evaluating Value Line's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Line stock have on its future price. Value Line 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, Value Line autocorrelation shows the relationship between Value Line stock current value and its past values and can show if there is a momentum factor associated with investing in Value Line.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Value Stock Analysis
When running Value Line's price analysis, check to measure Value Line'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 Value Line is operating at the current time. Most of Value Line's value examination focuses on studying past and present price action to predict the probability of Value Line's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Value Line's price. Additionally, you may evaluate how the addition of Value Line to your portfolios can decrease your overall portfolio volatility.