Valvoline Stock Market Value
| VVV Stock | USD 39.49 0.92 2.39% |
| Symbol | Valvoline |
Valvoline Price To Book Ratio
Is Commodity Chemicals 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 Valvoline. If investors know Valvoline 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 Valvoline 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 0.403 | Earnings Share 1.63 | Revenue Per Share 11.902 | Quarterly Revenue Growth 0.281 | Return On Assets 0.0769 |
The market value of Valvoline is measured differently than its book value, which is the value of Valvoline that is recorded on the company's balance sheet. Investors also form their own opinion of Valvoline's value that differs from its market value or its book value, called intrinsic value, which is Valvoline'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 Valvoline's market value can be influenced by many factors that don't directly affect Valvoline'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 Valvoline's value and its price as these two are different measures arrived at by different means. Investors typically determine if Valvoline is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valvoline'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.
Valvoline '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 Valvoline'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 Valvoline.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Valvoline on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Valvoline or generate 0.0% return on investment in Valvoline over 30 days. Valvoline is related to or competes with Cosan SA, Delek Energy, Crossamerica Partners, Par Pacific, PBF Energy, CVR Energy, and Valero Energy. Valvoline Inc. manufactures, markets, and supplies, engine and automotive maintenance products and services More
Valvoline 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 Valvoline'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 Valvoline upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 13.07 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 1.75 |
Valvoline Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valvoline's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valvoline's standard deviation. In reality, there are many statistical measures that can use Valvoline historical prices to predict the future Valvoline's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Valvoline'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.
Valvoline Backtested Returns
Valvoline owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.071, which indicates the firm had a -0.071% return per unit of risk over the last 3 months. Valvoline exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Valvoline's Risk Adjusted Performance of (0.04), coefficient of variation of (1,741), and Variance of 2.73 to confirm the risk estimate we provide. The entity has a beta of 1.13, which indicates a somewhat significant risk relative to the market. Valvoline returns are very sensitive to returns on the market. As the market goes up or down, Valvoline is expected to follow. At this point, Valvoline has a negative expected return of -0.12%. Please make sure to validate Valvoline's kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Valvoline performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.7 |
Very good reverse predictability
Valvoline has very good reverse predictability. Overlapping area represents the amount of predictability between Valvoline time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Valvoline price movement. The serial correlation of -0.7 indicates that around 70.0% of current Valvoline price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 3.91 |
Valvoline lagged returns against current returns
Autocorrelation, which is Valvoline 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 Valvoline's stock expected returns. We can calculate the autocorrelation of Valvoline returns to help us make a trade decision. For example, suppose you find that Valvoline 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 |
Valvoline 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 Valvoline stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valvoline stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valvoline stock over time.
Current vs Lagged Prices |
| Timeline |
Valvoline Lagged Returns
When evaluating Valvoline's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valvoline stock have on its future price. Valvoline 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, Valvoline autocorrelation shows the relationship between Valvoline stock current value and its past values and can show if there is a momentum factor associated with investing in Valvoline.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Valvoline Stock Analysis
When running Valvoline's price analysis, check to measure Valvoline'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 Valvoline is operating at the current time. Most of Valvoline's value examination focuses on studying past and present price action to predict the probability of Valvoline's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valvoline's price. Additionally, you may evaluate how the addition of Valvoline to your portfolios can decrease your overall portfolio volatility.