Visteon Corp Stock Market Value
| VC Stock | USD 92.01 1.67 1.85% |
| Symbol | Visteon |
Visteon Corp Price To Book Ratio
Is Automotive Parts & Equipment 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 Visteon Corp. If investors know Visteon 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 Visteon Corp 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 (0.40) | Earnings Share 18.3 | Revenue Per Share 141.664 | Quarterly Revenue Growth (0.03) | Return On Assets 0.0798 |
The market value of Visteon Corp is measured differently than its book value, which is the value of Visteon that is recorded on the company's balance sheet. Investors also form their own opinion of Visteon Corp's value that differs from its market value or its book value, called intrinsic value, which is Visteon Corp'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 Visteon Corp's market value can be influenced by many factors that don't directly affect Visteon Corp'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 Visteon Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Visteon Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Visteon 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.
Visteon 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 Visteon 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 Visteon Corp.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Visteon Corp on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Visteon Corp or generate 0.0% return on investment in Visteon Corp over 30 days. Visteon Corp is related to or competes with LKQ, and Commercial Vehicle. Visteon Corporation, an automotive technology company, engineers, designs, and manufactures automotive electronics and c... More
Visteon Corp 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 Visteon 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 Visteon Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 9.85 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 3.18 |
Visteon Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Visteon Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Visteon Corp's standard deviation. In reality, there are many statistical measures that can use Visteon Corp historical prices to predict the future Visteon Corp's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Visteon Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Visteon Corp Backtested Returns
Visteon Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.063, which indicates the firm had a -0.063% return per unit of risk over the last 3 months. Visteon Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Visteon Corp's Coefficient Of Variation of (3,316), variance of 4.07, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of 1.32, 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, Visteon Corp will likely underperform. At this point, Visteon Corp has a negative expected return of -0.13%. Please make sure to validate Visteon Corp's value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Visteon Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.55 |
Modest predictability
Visteon Corp has modest predictability. Overlapping area represents the amount of predictability between Visteon Corp time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Visteon Corp price movement. The serial correlation of 0.55 indicates that about 55.0% of current Visteon Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 5.07 |
Visteon Corp lagged returns against current returns
Autocorrelation, which is Visteon 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 Visteon Corp's stock expected returns. We can calculate the autocorrelation of Visteon Corp returns to help us make a trade decision. For example, suppose you find that Visteon 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 |
Visteon 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 Visteon Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Visteon Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Visteon Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Visteon Corp Lagged Returns
When evaluating Visteon Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Visteon Corp stock have on its future price. Visteon 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, Visteon Corp autocorrelation shows the relationship between Visteon Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Visteon 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.Check out Visteon Corp Correlation, Visteon Corp Volatility and Visteon Corp Alpha and Beta module to complement your research on Visteon Corp. For information on how to trade Visteon Stock refer to our How to Trade Visteon Stock guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Visteon Corp 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.