Verisk Analytics Stock Market Value
| VRSK Stock | USD 289.85 2.29 0.80% |
| Symbol | Verisk |
Verisk Analytics Price To Book Ratio
Is Research & Consulting Services 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 Verisk Analytics. If investors know Verisk 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 Verisk Analytics 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 0.194 | Dividend Share 1.51 | Earnings Share 6.47 | Revenue Per Share 19.73 | Quarterly Revenue Growth 0.07 |
The market value of Verisk Analytics is measured differently than its book value, which is the value of Verisk that is recorded on the company's balance sheet. Investors also form their own opinion of Verisk Analytics' value that differs from its market value or its book value, called intrinsic value, which is Verisk Analytics' 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 Verisk Analytics' market value can be influenced by many factors that don't directly affect Verisk Analytics' 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 Verisk Analytics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Verisk Analytics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Verisk Analytics' 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.
Verisk Analytics '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 Verisk Analytics' 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 Verisk Analytics.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Verisk Analytics on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Verisk Analytics or generate 0.0% return on investment in Verisk Analytics over 30 days. Verisk Analytics is related to or competes with CRA International, Thermon Group, Forrester Research, Forestar, and Alamo. Verisk Analytics, Inc. provides data analytics solutions in the United States and internationally More
Verisk Analytics 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 Verisk Analytics' 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 Verisk Analytics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9534 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 6.41 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 1.66 |
Verisk Analytics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Verisk Analytics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Verisk Analytics' standard deviation. In reality, there are many statistical measures that can use Verisk Analytics historical prices to predict the future Verisk Analytics' volatility.| Risk Adjusted Performance | 0.0818 | |||
| Jensen Alpha | 0.0899 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 1.5 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Verisk Analytics' 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.
Verisk Analytics Backtested Returns
As of now, Verisk Stock is very steady. Verisk Analytics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Verisk Analytics, which you can use to evaluate the volatility of the company. Please validate Verisk Analytics' Risk Adjusted Performance of 0.0818, coefficient of variation of 962.12, and Semi Deviation of 0.8284 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Verisk Analytics has a performance score of 8 on a scale of 0 to 100. The entity has a beta of 0.0642, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Verisk Analytics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Verisk Analytics is expected to be smaller as well. Verisk Analytics right now has a risk of 1.03%. Please validate Verisk Analytics downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Verisk Analytics will be following its existing price patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Verisk Analytics has insignificant reverse predictability. Overlapping area represents the amount of predictability between Verisk Analytics time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 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 Verisk Analytics price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Verisk Analytics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 11.5 |
Verisk Analytics lagged returns against current returns
Autocorrelation, which is Verisk Analytics 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 Verisk Analytics' stock expected returns. We can calculate the autocorrelation of Verisk Analytics returns to help us make a trade decision. For example, suppose you find that Verisk Analytics 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 |
Verisk Analytics 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 Verisk Analytics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Verisk Analytics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Verisk Analytics stock over time.
Current vs Lagged Prices |
| Timeline |
Verisk Analytics Lagged Returns
When evaluating Verisk Analytics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Verisk Analytics stock have on its future price. Verisk Analytics 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, Verisk Analytics autocorrelation shows the relationship between Verisk Analytics stock current value and its past values and can show if there is a momentum factor associated with investing in Verisk Analytics.
Regressed Prices |
| Timeline |
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Verisk Analytics 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.