Vital Farms Stock Market Value
| VITL Stock | USD 32.27 1.83 6.01% |
| Symbol | Vital |
Vital Farms Price To Book Ratio
Is Packaged Foods & Meats 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 Vital Farms. If investors know Vital 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 Vital Farms 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 0.6 | Earnings Share 1.12 | Revenue Per Share 13.619 | Quarterly Revenue Growth 0.313 | Return On Assets 0.1254 |
The market value of Vital Farms is measured differently than its book value, which is the value of Vital that is recorded on the company's balance sheet. Investors also form their own opinion of Vital Farms' value that differs from its market value or its book value, called intrinsic value, which is Vital Farms' 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 Vital Farms' market value can be influenced by many factors that don't directly affect Vital Farms' 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 Vital Farms' value and its price as these two are different measures arrived at by different means. Investors typically determine if Vital Farms is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vital Farms' 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.
Vital Farms '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 Vital Farms' 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 Vital Farms.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Vital Farms on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Vital Farms or generate 0.0% return on investment in Vital Farms over 30 days. Vital Farms is related to or competes with Fresh Del, Alico, SW Seed, Adecoagro, Brasilagro Adr, Limoneira, and Minerva SA. Vital Farms, Inc., an ethical food company, provides pasture-raised products in the United States More
Vital Farms 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 Vital Farms' 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 Vital Farms upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 20.42 | |||
| Value At Risk | (4.82) | |||
| Potential Upside | 3.72 |
Vital Farms Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vital Farms' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vital Farms' standard deviation. In reality, there are many statistical measures that can use Vital Farms historical prices to predict the future Vital Farms' volatility.| Risk Adjusted Performance | 0.0074 | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vital Farms' 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.
Vital Farms Backtested Returns
As of now, Vital Stock is not too volatile. Vital Farms owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0389, which indicates the firm had a 0.0389% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Vital Farms, which you can use to evaluate the volatility of the company. Please validate Vital Farms' Risk Adjusted Performance of 0.0074, coefficient of variation of (420,939), and Variance of 9.98 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Vital Farms has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 1.61, 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, Vital Farms will likely underperform. Vital Farms right now has a risk of 3.25%. Please validate Vital Farms value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Vital Farms will be following its existing price patterns.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Vital Farms has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Vital Farms time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Vital Farms price movement. The serial correlation of -0.75 indicates that around 75.0% of current Vital Farms price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 1.52 |
Vital Farms lagged returns against current returns
Autocorrelation, which is Vital Farms 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 Vital Farms' stock expected returns. We can calculate the autocorrelation of Vital Farms returns to help us make a trade decision. For example, suppose you find that Vital Farms 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 |
Vital Farms 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 Vital Farms stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vital Farms stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vital Farms stock over time.
Current vs Lagged Prices |
| Timeline |
Vital Farms Lagged Returns
When evaluating Vital Farms' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vital Farms stock have on its future price. Vital Farms 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, Vital Farms autocorrelation shows the relationship between Vital Farms stock current value and its past values and can show if there is a momentum factor associated with investing in Vital Farms.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Vital Farms Correlation, Vital Farms Volatility and Vital Farms Alpha and Beta module to complement your research on Vital Farms. For more information on how to buy Vital Stock please use our How to buy in Vital Stock guide.You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Vital Farms 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.