Vinci Partners Investments Stock Market Value
| VINP Stock | USD 10.22 0.01 0.1% |
| Symbol | Vinci |
Vinci Partners Inves Price To Book Ratio
Is Asset Management & Custody Banks 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 Vinci Partners. If investors know Vinci 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 Vinci Partners 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 0.382 | Dividend Share 0.895 | Earnings Share 0.56 | Revenue Per Share 9.058 | Quarterly Revenue Growth 0.051 |
The market value of Vinci Partners Inves is measured differently than its book value, which is the value of Vinci that is recorded on the company's balance sheet. Investors also form their own opinion of Vinci Partners' value that differs from its market value or its book value, called intrinsic value, which is Vinci Partners' 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 Vinci Partners' market value can be influenced by many factors that don't directly affect Vinci Partners' 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 Vinci Partners' value and its price as these two are different measures arrived at by different means. Investors typically determine if Vinci Partners is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vinci Partners' 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.
Vinci Partners '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 Vinci Partners' 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 Vinci Partners.
| 11/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in Vinci Partners on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Vinci Partners Investments or generate 0.0% return on investment in Vinci Partners over 360 days. Vinci Partners is related to or competes with Invesco Advantage, Invesco Municipal, Invesco California, Victory Capital, Invesco Trust, Invesco Quality, and Invesco Municipal. Vinci Partners Investments Ltd. operates as an asset management platform in Brazil More
Vinci Partners 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 Vinci Partners' 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 Vinci Partners Investments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 7.41 | |||
| Value At Risk | (2.64) | |||
| Potential Upside | 2.08 |
Vinci Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vinci Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vinci Partners' standard deviation. In reality, there are many statistical measures that can use Vinci Partners historical prices to predict the future Vinci Partners' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.28) |
Vinci Partners Inves Backtested Returns
Vinci Partners Inves owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0796, which indicates the firm had a -0.0796% return per unit of risk over the last 3 months. Vinci Partners Investments exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vinci Partners' Variance of 2.54, coefficient of variation of (1,187), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vinci Partners' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vinci Partners is expected to be smaller as well. At this point, Vinci Partners Inves has a negative expected return of -0.13%. Please make sure to validate Vinci Partners' treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Vinci Partners Inves performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Vinci Partners Investments has poor reverse predictability. Overlapping area represents the amount of predictability between Vinci Partners time series from 28th of November 2023 to 26th of May 2024 and 26th of May 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 Vinci Partners Inves price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Vinci Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Vinci Partners Inves lagged returns against current returns
Autocorrelation, which is Vinci Partners 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 Vinci Partners' stock expected returns. We can calculate the autocorrelation of Vinci Partners returns to help us make a trade decision. For example, suppose you find that Vinci Partners 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 |
Vinci Partners 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 Vinci Partners stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vinci Partners stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vinci Partners stock over time.
Current vs Lagged Prices |
| Timeline |
Vinci Partners Lagged Returns
When evaluating Vinci Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vinci Partners stock have on its future price. Vinci Partners 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, Vinci Partners autocorrelation shows the relationship between Vinci Partners stock current value and its past values and can show if there is a momentum factor associated with investing in Vinci Partners Investments.
Regressed Prices |
| Timeline |
Pair Trading with Vinci Partners
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 Vinci Partners 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 Vinci Partners will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Vinci Partners could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vinci Partners 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 Vinci Partners - 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 Vinci Partners Investments to buy it.
The correlation of Vinci Partners 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 Vinci Partners moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vinci Partners Inves 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 Vinci Partners 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 Vinci Stock Analysis
When running Vinci Partners' price analysis, check to measure Vinci Partners' 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 Vinci Partners is operating at the current time. Most of Vinci Partners' value examination focuses on studying past and present price action to predict the probability of Vinci Partners' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vinci Partners' price. Additionally, you may evaluate how the addition of Vinci Partners to your portfolios can decrease your overall portfolio volatility.