VF (Germany) Market Value
| VFP Stock | EUR 19.03 1.20 6.73% |
| Symbol | VF |
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.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in VF on September 27, 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 60 days. VF is related to or competes with Capri Holdings, and Gildan Activewear. Corporation engages in the design, production, procurement, marketing, and distribution of branded lifestyle apparel, fo... 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 | 3.25 | |||
| Information Ratio | 0.0715 | |||
| Maximum Drawdown | 31.57 | |||
| Value At Risk | (5.60) | |||
| Potential Upside | 7.94 |
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 | 0.0838 | |||
| Jensen Alpha | 0.3135 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.1046 | |||
| Treynor Ratio | 0.3757 |
VF Corporation Backtested Returns
VF appears to be somewhat reliable, given 3 months investment horizon. VF Corporation retains Efficiency (Sharpe Ratio) of 0.0879, which indicates the firm had a 0.0879% 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 review VF's Downside Deviation of 3.25, mean deviation of 3.15, and Risk Adjusted Performance of 0.0838 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, VF holds a performance score of 6. The entity owns a Beta (Systematic Risk) of 1.22, 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, VF will likely underperform. Please check VF's mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to make a quick decision on whether VF's current price history will revert.
Auto-correlation | 0.50 |
Modest predictability
VF Corporation has modest predictability. Overlapping area represents the amount of predictability between VF time series from 27th of September 2024 to 27th of October 2024 and 27th of October 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 VF Corporation price movement. The serial correlation of 0.5 indicates that about 50.0% of current VF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
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 |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in VF Stock
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 CEOs Directory module to screen CEOs from public companies around the world.
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.