Vermilion Energy Stock Market Value
| VET Stock | USD 10.84 0.57 5.55% |
| Symbol | Vermilion |
Vermilion Energy Price To Book Ratio
Is Oil & Gas Exploration & Production 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 Vermilion Energy. If investors know Vermilion 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 Vermilion Energy 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 (0.03) | Dividend Share 0.46 | Earnings Share (3.65) | Revenue Per Share 11.344 | Quarterly Revenue Growth 0.009 |
The market value of Vermilion Energy is measured differently than its book value, which is the value of Vermilion that is recorded on the company's balance sheet. Investors also form their own opinion of Vermilion Energy's value that differs from its market value or its book value, called intrinsic value, which is Vermilion Energy'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 Vermilion Energy's market value can be influenced by many factors that don't directly affect Vermilion Energy'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 Vermilion Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vermilion Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vermilion Energy'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.
Vermilion Energy '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 Vermilion Energy'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 Vermilion Energy.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Vermilion Energy on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Vermilion Energy or generate 0.0% return on investment in Vermilion Energy over 180 days. Vermilion Energy is related to or competes with Baytex Energy, Obsidian Energy, Canadian Natural, Ovintiv, Vital Energy, Antero Resources, and ConocoPhillips. Vermilion Energy Inc., together with its subsidiaries, engages in the acquisition, exploration, development, and product... More
Vermilion Energy 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 Vermilion Energy'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 Vermilion Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.52 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 2.95 |
Vermilion Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vermilion Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vermilion Energy's standard deviation. In reality, there are many statistical measures that can use Vermilion Energy historical prices to predict the future Vermilion Energy's volatility.| Risk Adjusted Performance | 0.0332 | |||
| Jensen Alpha | 0.0128 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1069 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vermilion Energy'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.
Vermilion Energy Backtested Returns
Currently, Vermilion Energy is not too volatile. Vermilion Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0512, which indicates the firm had a 0.0512% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vermilion Energy, which you can use to evaluate the volatility of the company. Please validate Vermilion Energy's Semi Deviation of 2.06, coefficient of variation of 2805.79, and Risk Adjusted Performance of 0.0332 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Vermilion Energy has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vermilion Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vermilion Energy is expected to be smaller as well. Vermilion Energy right now has a risk of 2.2%. Please validate Vermilion Energy sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to decide if Vermilion Energy will be following its existing price patterns.
Auto-correlation | 0.09 |
Virtually no predictability
Vermilion Energy has virtually no predictability. Overlapping area represents the amount of predictability between Vermilion Energy time series from 26th of May 2024 to 24th of August 2024 and 24th of August 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 Vermilion Energy price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Vermilion Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Vermilion Energy lagged returns against current returns
Autocorrelation, which is Vermilion Energy 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 Vermilion Energy's stock expected returns. We can calculate the autocorrelation of Vermilion Energy returns to help us make a trade decision. For example, suppose you find that Vermilion Energy 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 |
Vermilion Energy 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 Vermilion Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vermilion Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vermilion Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Vermilion Energy Lagged Returns
When evaluating Vermilion Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vermilion Energy stock have on its future price. Vermilion Energy 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, Vermilion Energy autocorrelation shows the relationship between Vermilion Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Vermilion Energy.
Regressed Prices |
| Timeline |
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Additional Tools for Vermilion Stock Analysis
When running Vermilion Energy's price analysis, check to measure Vermilion Energy'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 Vermilion Energy is operating at the current time. Most of Vermilion Energy's value examination focuses on studying past and present price action to predict the probability of Vermilion Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vermilion Energy's price. Additionally, you may evaluate how the addition of Vermilion Energy to your portfolios can decrease your overall portfolio volatility.