Velocity Financial Llc Stock Market Value
| VEL Stock | USD 20.48 0.11 0.54% |
| Symbol | Velocity |
Velocity Financial Llc Price To Book Ratio
Is Commercial & Residential Mortgage Finance 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 Velocity Financial. If investors know Velocity 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 Velocity Financial 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 0.265 | Earnings Share 1.84 | Revenue Per Share 4.973 | Quarterly Revenue Growth 0.291 | Return On Assets 0.0139 |
The market value of Velocity Financial Llc is measured differently than its book value, which is the value of Velocity that is recorded on the company's balance sheet. Investors also form their own opinion of Velocity Financial's value that differs from its market value or its book value, called intrinsic value, which is Velocity Financial'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 Velocity Financial's market value can be influenced by many factors that don't directly affect Velocity Financial'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 Velocity Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Velocity Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Velocity Financial'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.
Velocity Financial '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 Velocity Financial'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 Velocity Financial.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Velocity Financial on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Velocity Financial Llc or generate 0.0% return on investment in Velocity Financial over 30 days. Velocity Financial is related to or competes with National Bank, Community West, Financial Institutions, Kearny Financial, Heritage Financial, Home Bancorp, and CB Financial. Velocity Financial, Inc. operates as a real estate finance company in the United States More
Velocity Financial 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 Velocity Financial'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 Velocity Financial Llc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.879 | |||
| Information Ratio | 0.0567 | |||
| Maximum Drawdown | 4.3 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.69 |
Velocity Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Velocity Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Velocity Financial's standard deviation. In reality, there are many statistical measures that can use Velocity Financial historical prices to predict the future Velocity Financial's volatility.| Risk Adjusted Performance | 0.1636 | |||
| Jensen Alpha | 0.1351 | |||
| Total Risk Alpha | 0.036 | |||
| Sortino Ratio | 0.0543 | |||
| Treynor Ratio | 0.6102 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Velocity Financial'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.
Velocity Financial Llc Backtested Returns
As of now, Velocity Stock is very steady. Velocity Financial Llc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Velocity Financial Llc, which you can use to evaluate the volatility of the company. Please validate Velocity Financial's Risk Adjusted Performance of 0.1636, coefficient of variation of 471.33, and Semi Deviation of 0.5982 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Velocity Financial has a performance score of 15 on a scale of 0 to 100. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Velocity Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Velocity Financial is expected to be smaller as well. Velocity Financial Llc right now has a risk of 0.85%. Please validate Velocity Financial expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Velocity Financial will be following its existing price patterns.
Auto-correlation | 0.80 |
Very good predictability
Velocity Financial Llc has very good predictability. Overlapping area represents the amount of predictability between Velocity Financial time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Velocity Financial Llc price movement. The serial correlation of 0.8 indicates that around 80.0% of current Velocity Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Velocity Financial Llc lagged returns against current returns
Autocorrelation, which is Velocity Financial 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 Velocity Financial's stock expected returns. We can calculate the autocorrelation of Velocity Financial returns to help us make a trade decision. For example, suppose you find that Velocity Financial 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 |
Velocity Financial 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 Velocity Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Velocity Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Velocity Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Velocity Financial Lagged Returns
When evaluating Velocity Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Velocity Financial stock have on its future price. Velocity Financial 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, Velocity Financial autocorrelation shows the relationship between Velocity Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Velocity Financial Llc.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Velocity Financial Correlation, Velocity Financial Volatility and Velocity Financial Alpha and Beta module to complement your research on Velocity Financial. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Velocity Financial 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.