Vf Corporation Stock Market Value
| VFC Stock | USD 18.79 0.14 0.75% |
| Symbol | VF |
VF Corporation Price To Book Ratio
Is Apparel, Accessories & Luxury Goods 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 VF. If investors know VF 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 VF 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 (0.01) | Dividend Share 0.36 | Earnings Share (1.03) | Revenue Per Share 25.969 | Quarterly Revenue Growth (0.06) |
The market value of VF Corporation is measured differently than its book value, which is the value of VF that is recorded on the company's balance sheet. Investors also form their own opinion of VF's value that differs from its market value or its book value, called intrinsic value, which is VF'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 VF's market value can be influenced by many factors that don't directly affect VF'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 VF's value and its price as these two are different measures arrived at by different means. Investors typically determine if VF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VF'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.
VF '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 VF'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 VF.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in VF on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding VF Corporation or generate 0.0% return on investment in VF over 30 days. VF is related to or competes with PVH Corp, Levi Strauss, Under Armour, Columbia Sportswear, Under Armour, Hanesbrands, and Ralph Lauren. Corporation, together with its subsidiaries, engages in the design, procurement, marketing, and distribution of branded ... More
VF 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 VF'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 VF Corporation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.13 | |||
| Information Ratio | 0.0309 | |||
| Maximum Drawdown | 33.97 | |||
| Value At Risk | (4.77) | |||
| Potential Upside | 4.62 |
VF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VF's standard deviation. In reality, there are many statistical measures that can use VF historical prices to predict the future VF's volatility.| Risk Adjusted Performance | 0.0505 | |||
| Jensen Alpha | 0.2124 | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | 0.0445 | |||
| Treynor Ratio | 0.9036 |
VF Corporation Backtested Returns
At this point, VF is somewhat reliable. VF Corporation retains Efficiency (Sharpe Ratio) of 0.0428, which indicates the firm had a 0.0428% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for VF, which you can use to evaluate the volatility of the company. Please validate VF's Risk Adjusted Performance of 0.0505, downside deviation of 3.13, and Mean Deviation of 2.64 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. VF has a performance score of 3 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VF's returns are expected to increase less than the market. However, during the bear market, the loss of holding VF is expected to be smaller as well. VF Corporation today owns a risk of 4.52%. Please validate VF Corporation value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if VF Corporation will be following its current price history.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
VF Corporation has almost perfect reverse predictability. Overlapping area represents the amount of predictability between VF 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 VF Corporation price movement. The serial correlation of -0.72 indicates that around 72.0% of current VF price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
VF Corporation lagged returns against current returns
Autocorrelation, which is VF 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 VF's stock expected returns. We can calculate the autocorrelation of VF returns to help us make a trade decision. For example, suppose you find that VF 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 |
VF 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 VF stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VF stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VF stock over time.
Current vs Lagged Prices |
| Timeline |
VF Lagged Returns
When evaluating VF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VF stock have on its future price. VF 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, VF autocorrelation shows the relationship between VF stock current value and its past values and can show if there is a momentum factor associated with investing in VF Corporation.
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 VF Corporation offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of VF'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 Vf Corporation Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Vf Corporation Stock:Check out VF Correlation, VF Volatility and VF Alpha and Beta module to complement your research on VF. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
VF 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.