Vicor Stock Market Value
| VICR Stock | USD 55.30 1.07 1.97% |
| Symbol | Vicor |
Vicor Price To Book Ratio
Is Electrical Components & Equipment 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 Vicor. If investors know Vicor 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 Vicor 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 (0.31) | Earnings Share 0.1 | Revenue Per Share 7.948 | Quarterly Revenue Growth (0.14) | Return On Assets 0.0173 |
The market value of Vicor is measured differently than its book value, which is the value of Vicor that is recorded on the company's balance sheet. Investors also form their own opinion of Vicor's value that differs from its market value or its book value, called intrinsic value, which is Vicor'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 Vicor's market value can be influenced by many factors that don't directly affect Vicor'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 Vicor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vicor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vicor'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.
Vicor '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 Vicor'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 Vicor.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Vicor on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Vicor or generate 0.0% return on investment in Vicor over 270 days. Vicor is related to or competes with Plexus Corp, Sanmina, Jabil Circuit, Flex, Benchmark Electronics, Methode Electronics, and OSI Systems. Vicor Corporation, together with its subsidiaries, designs, develops, manufactures, and markets modular power components... More
Vicor 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 Vicor'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 Vicor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.81 | |||
| Information Ratio | 0.1408 | |||
| Maximum Drawdown | 21.2 | |||
| Value At Risk | (4.27) | |||
| Potential Upside | 8.87 |
Vicor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vicor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vicor's standard deviation. In reality, there are many statistical measures that can use Vicor historical prices to predict the future Vicor's volatility.| Risk Adjusted Performance | 0.1426 | |||
| Jensen Alpha | 0.4029 | |||
| Total Risk Alpha | 0.0578 | |||
| Sortino Ratio | 0.1886 | |||
| Treynor Ratio | 0.3168 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vicor'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.
Vicor Backtested Returns
Vicor appears to be very steady, given 3 months investment horizon. Vicor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17% return per unit of risk over the last 3 months. By inspecting Vicor's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please review Vicor's Coefficient Of Variation of 569.83, semi deviation of 2.29, and Risk Adjusted Performance of 0.1426 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vicor holds a performance score of 13. The entity has a beta of 2.06, 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, Vicor will likely underperform. Please check Vicor's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Vicor's existing price patterns will revert.
Auto-correlation | -0.4 |
Poor reverse predictability
Vicor has poor reverse predictability. Overlapping area represents the amount of predictability between Vicor time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th 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 Vicor price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Vicor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 43.13 |
Vicor lagged returns against current returns
Autocorrelation, which is Vicor 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 Vicor's stock expected returns. We can calculate the autocorrelation of Vicor returns to help us make a trade decision. For example, suppose you find that Vicor 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 |
Vicor 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 Vicor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vicor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vicor stock over time.
Current vs Lagged Prices |
| Timeline |
Vicor Lagged Returns
When evaluating Vicor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vicor stock have on its future price. Vicor 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, Vicor autocorrelation shows the relationship between Vicor stock current value and its past values and can show if there is a momentum factor associated with investing in Vicor.
Regressed Prices |
| Timeline |
Pair Trading with Vicor
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vicor position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vicor will appreciate offsetting losses from the drop in the long position's value.Moving together with Vicor Stock
Moving against Vicor Stock
| 0.67 | HOLO | MicroCloud Hologram | PairCorr |
| 0.54 | HOLOW | MicroCloud Hologram | PairCorr |
| 0.51 | OST | Ostin Technology | PairCorr |
| 0.37 | MEI | Methode Electronics | PairCorr |
The ability to find closely correlated positions to Vicor could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vicor when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vicor - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vicor to buy it.
The correlation of Vicor is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vicor moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vicor moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vicor can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Vicor Stock Analysis
When running Vicor's price analysis, check to measure Vicor'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 Vicor is operating at the current time. Most of Vicor's value examination focuses on studying past and present price action to predict the probability of Vicor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vicor's price. Additionally, you may evaluate how the addition of Vicor to your portfolios can decrease your overall portfolio volatility.