Vital Energy Stock Market Value
| VUX Stock | CAD 0.21 0.01 5.00% |
| Symbol | Vital |
Vital Energy Price To Book Ratio
Vital Energy '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 Energy'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 Vital Energy.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Vital Energy on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Vital Energy or generate 0.0% return on investment in Vital Energy over 30 days. Vital Energy is related to or competes with Hemisphere Energy, and Arrow Exploration. Vital Energy Inc., a junior oil and gas company, engages in the acquisition, exploration, and development of crude oil a... More
Vital Energy 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 Energy'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 Vital Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 35.91 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 8.33 |
Vital Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vital Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vital Energy's standard deviation. In reality, there are many statistical measures that can use Vital Energy historical prices to predict the future Vital Energy's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.98) | |||
| Treynor Ratio | 0.2599 |
Vital Energy Backtested Returns
Vital Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0361, which indicates the firm had a -0.0361% return per unit of risk over the last 3 months. Vital Energy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vital Energy's Coefficient Of Variation of (2,816), risk adjusted performance of (0.02), and Variance of 27.31 to confirm the risk estimate we provide. The entity has a beta of -0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vital Energy are expected to decrease at a much lower rate. During the bear market, Vital Energy is likely to outperform the market. At this point, Vital Energy has a negative expected return of -0.19%. Please make sure to validate Vital Energy's maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Vital Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Vital Energy has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vital Energy time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd of December 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 Energy price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Vital Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vital Energy lagged returns against current returns
Autocorrelation, which is Vital Energy 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 Energy's stock expected returns. We can calculate the autocorrelation of Vital Energy returns to help us make a trade decision. For example, suppose you find that Vital Energy 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 Energy 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 Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vital Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vital Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Vital Energy Lagged Returns
When evaluating Vital Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vital Energy stock have on its future price. Vital Energy 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 Energy autocorrelation shows the relationship between Vital Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Vital Energy.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Vital Stock Analysis
When running Vital Energy's price analysis, check to measure Vital Energy'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 Vital Energy is operating at the current time. Most of Vital Energy's value examination focuses on studying past and present price action to predict the probability of Vital Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vital Energy's price. Additionally, you may evaluate how the addition of Vital Energy to your portfolios can decrease your overall portfolio volatility.