Vtex Stock Market Value
| VTEX Stock | USD 6.77 0.13 1.96% |
| Symbol | VTEX |
VTEX Price To Book Ratio
Is Application Software 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 VTEX. If investors know VTEX 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 VTEX listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.05 | Revenue Per Share | Quarterly Revenue Growth 0.106 | Return On Assets | Return On Equity |
The market value of VTEX is measured differently than its book value, which is the value of VTEX that is recorded on the company's balance sheet. Investors also form their own opinion of VTEX's value that differs from its market value or its book value, called intrinsic value, which is VTEX'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 VTEX's market value can be influenced by many factors that don't directly affect VTEX'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 VTEX's value and its price as these two are different measures arrived at by different means. Investors typically determine if VTEX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VTEX'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.
VTEX '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 VTEX'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 VTEX.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in VTEX on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding VTEX or generate 0.0% return on investment in VTEX over 150 days. VTEX is related to or competes with Infobird, HeartCore Enterprises, CXApp, Quhuo, Freight Technologies, Trust Stamp, and Versus Systems. VTEX provides software-as-a-service digital commerce platform for enterprise brands and retailers More
VTEX 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 VTEX'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 VTEX upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 12.17 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 2.91 |
VTEX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VTEX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VTEX's standard deviation. In reality, there are many statistical measures that can use VTEX historical prices to predict the future VTEX's volatility.| Risk Adjusted Performance | 0.0256 | |||
| Jensen Alpha | 0.0046 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1008 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VTEX'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.
VTEX Backtested Returns
At this stage we consider VTEX Stock to be somewhat reliable. VTEX owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for VTEX, which you can use to evaluate the volatility of the company. Please validate VTEX's risk adjusted performance of 0.0256, and Coefficient Of Variation of 4336.05 to confirm if the risk estimate we provide is consistent with the expected return of 0.0043%. The entity has a beta of 0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VTEX's returns are expected to increase less than the market. However, during the bear market, the loss of holding VTEX is expected to be smaller as well. VTEX currently has a risk of 2.33%. Please validate VTEX treynor ratio, as well as the relationship between the expected short fall and day median price , to decide if VTEX will be following its existing price patterns.
Auto-correlation | -0.31 |
Poor reverse predictability
VTEX has poor reverse predictability. Overlapping area represents the amount of predictability between VTEX time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st 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 VTEX price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current VTEX price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
VTEX lagged returns against current returns
Autocorrelation, which is VTEX 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 VTEX's stock expected returns. We can calculate the autocorrelation of VTEX returns to help us make a trade decision. For example, suppose you find that VTEX 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 |
VTEX 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 VTEX stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VTEX stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VTEX stock over time.
Current vs Lagged Prices |
| Timeline |
VTEX Lagged Returns
When evaluating VTEX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VTEX stock have on its future price. VTEX 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, VTEX autocorrelation shows the relationship between VTEX stock current value and its past values and can show if there is a momentum factor associated with investing in VTEX.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for VTEX Stock Analysis
When running VTEX's price analysis, check to measure VTEX'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 VTEX is operating at the current time. Most of VTEX's value examination focuses on studying past and present price action to predict the probability of VTEX's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VTEX's price. Additionally, you may evaluate how the addition of VTEX to your portfolios can decrease your overall portfolio volatility.