Valuence Merger Corp Stock Market Value
| VMCA Stock | USD 11.64 0.04 0.34% |
| Symbol | Valuence |
Valuence Merger Corp 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 Valuence Merger. If investors know Valuence 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 Valuence Merger listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Valuence Merger Corp is measured differently than its book value, which is the value of Valuence that is recorded on the company's balance sheet. Investors also form their own opinion of Valuence Merger's value that differs from its market value or its book value, called intrinsic value, which is Valuence Merger'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 Valuence Merger's market value can be influenced by many factors that don't directly affect Valuence Merger'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 Valuence Merger's value and its price as these two are different measures arrived at by different means. Investors typically determine if Valuence Merger is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valuence Merger'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.
Valuence Merger '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 Valuence Merger'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 Valuence Merger.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Valuence Merger on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Valuence Merger Corp or generate 0.0% return on investment in Valuence Merger over 30 days. I focuses on effecting a merger, share exchange, asset acquisition, share purchase, reorganization, or similar business ... More
Valuence Merger 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 Valuence Merger'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 Valuence Merger Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1958 | |||
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 0.6064 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.2593 |
Valuence Merger Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valuence Merger's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valuence Merger's standard deviation. In reality, there are many statistical measures that can use Valuence Merger historical prices to predict the future Valuence Merger's volatility.| Risk Adjusted Performance | 0.0587 | |||
| Jensen Alpha | 0.0071 | |||
| Total Risk Alpha | 0.0042 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (2.63) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Valuence Merger'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.
Valuence Merger Corp Backtested Returns
At this point, Valuence Merger is very steady. Valuence Merger Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Valuence Merger Corp, which you can use to evaluate the volatility of the company. Please validate Valuence Merger's Standard Deviation of 0.1218, risk adjusted performance of 0.0587, and Downside Deviation of 0.1958 to confirm if the risk estimate we provide is consistent with the expected return of 0.0126%. Valuence Merger has a performance score of 8 on a scale of 0 to 100. The entity has a beta of -0.0027, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Valuence Merger are expected to decrease at a much lower rate. During the bear market, Valuence Merger is likely to outperform the market. Valuence Merger Corp right now has a risk of 0.12%. Please validate Valuence Merger treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to decide if Valuence Merger will be following its existing price patterns.
Auto-correlation | 0.75 |
Good predictability
Valuence Merger Corp has good predictability. Overlapping area represents the amount of predictability between Valuence Merger time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Valuence Merger Corp price movement. The serial correlation of 0.75 indicates that around 75.0% of current Valuence Merger price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Valuence Merger Corp lagged returns against current returns
Autocorrelation, which is Valuence Merger 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 Valuence Merger's stock expected returns. We can calculate the autocorrelation of Valuence Merger returns to help us make a trade decision. For example, suppose you find that Valuence Merger 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 |
Valuence Merger 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 Valuence Merger stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valuence Merger stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valuence Merger stock over time.
Current vs Lagged Prices |
| Timeline |
Valuence Merger Lagged Returns
When evaluating Valuence Merger's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valuence Merger stock have on its future price. Valuence Merger 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, Valuence Merger autocorrelation shows the relationship between Valuence Merger stock current value and its past values and can show if there is a momentum factor associated with investing in Valuence Merger Corp.
Regressed Prices |
| Timeline |
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Check out Valuence Merger Correlation, Valuence Merger Volatility and Valuence Merger Alpha and Beta module to complement your research on Valuence Merger. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Valuence Merger 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.