Vacasa Inc Stock Market Value
| VCSA Stock | USD 2.99 0.08 2.75% |
| Symbol | Vacasa |
Vacasa Inc Price To Book Ratio
Is Application Software 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 Vacasa. If investors know Vacasa 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 Vacasa 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 (0.11) | Earnings Share (7.02) | Revenue Per Share 67.063 | Quarterly Revenue Growth (0.17) | Return On Assets (0.07) |
The market value of Vacasa Inc is measured differently than its book value, which is the value of Vacasa that is recorded on the company's balance sheet. Investors also form their own opinion of Vacasa's value that differs from its market value or its book value, called intrinsic value, which is Vacasa'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 Vacasa's market value can be influenced by many factors that don't directly affect Vacasa'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 Vacasa's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vacasa is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vacasa'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.
Vacasa '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 Vacasa'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 Vacasa.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Vacasa on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Vacasa Inc or generate 0.0% return on investment in Vacasa over 360 days. Vacasa is related to or competes with OLB. Vacasa, Inc. operates vacation rental management platform in North America, Belize, and Costa Rica More
Vacasa 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 Vacasa'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 Vacasa Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.17 | |||
| Information Ratio | (0.0008) | |||
| Maximum Drawdown | 26.42 | |||
| Value At Risk | (8.19) | |||
| Potential Upside | 10.82 |
Vacasa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vacasa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vacasa's standard deviation. In reality, there are many statistical measures that can use Vacasa historical prices to predict the future Vacasa's volatility.| Risk Adjusted Performance | 0.0257 | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.78) | |||
| Sortino Ratio | (0.0008) | |||
| Treynor Ratio | 0.0452 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vacasa'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.
Vacasa Inc Backtested Returns
Vacasa Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0267, which indicates the firm had a -0.0267% return per unit of risk over the last 3 months. Vacasa Inc exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vacasa's Coefficient Of Variation of 4508.55, risk adjusted performance of 0.0257, and Semi Deviation of 5.0 to confirm the risk estimate we provide. The entity has a beta of 2.58, 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, Vacasa will likely underperform. At this point, Vacasa Inc has a negative expected return of -0.15%. Please make sure to validate Vacasa's semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to decide if Vacasa Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Vacasa Inc has weak predictability. Overlapping area represents the amount of predictability between Vacasa time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 Vacasa Inc price movement. The serial correlation of 0.22 indicates that over 22.0% of current Vacasa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Vacasa Inc lagged returns against current returns
Autocorrelation, which is Vacasa 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 Vacasa's stock expected returns. We can calculate the autocorrelation of Vacasa returns to help us make a trade decision. For example, suppose you find that Vacasa 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 |
Vacasa 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 Vacasa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vacasa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vacasa stock over time.
Current vs Lagged Prices |
| Timeline |
Vacasa Lagged Returns
When evaluating Vacasa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vacasa stock have on its future price. Vacasa 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, Vacasa autocorrelation shows the relationship between Vacasa stock current value and its past values and can show if there is a momentum factor associated with investing in Vacasa Inc.
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 determining whether Vacasa Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vacasa's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vacasa Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Vacasa Inc Stock:Check out Vacasa Correlation, Vacasa Volatility and Vacasa Alpha and Beta module to complement your research on Vacasa. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Vacasa 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.