Vizio Holding Corp Stock Market Value
| VZIO Stock | USD 11.31 0.01 0.09% |
| Symbol | Vizio |
Vizio Holding Corp Price To Book Ratio
Is Consumer Electronics 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 Vizio Holding. If investors know Vizio 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 Vizio Holding 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 (0.97) | Revenue Per Share 8.737 | Quarterly Revenue Growth 0.043 | Return On Assets 0.0009 | Return On Equity 0.004 |
The market value of Vizio Holding Corp is measured differently than its book value, which is the value of Vizio that is recorded on the company's balance sheet. Investors also form their own opinion of Vizio Holding's value that differs from its market value or its book value, called intrinsic value, which is Vizio Holding'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 Vizio Holding's market value can be influenced by many factors that don't directly affect Vizio Holding'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 Vizio Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vizio Holding is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vizio Holding'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.
Vizio Holding '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 Vizio Holding'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 Vizio Holding.
| 12/02/2022 |
| 11/21/2024 |
If you would invest 0.00 in Vizio Holding on December 2, 2022 and sell it all today you would earn a total of 0.00 from holding Vizio Holding Corp or generate 0.0% return on investment in Vizio Holding over 720 days. Vizio Holding is related to or competes with Universal Electronics, VOXX International, Samsung Electronics, Sony Group, LG Display, Turtle Beach, and Emerson Radio. VIZIO Holding Corp., through its subsidiaries, provides smart televisions, sound bars, and accessories in the United Sta... More
Vizio Holding 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 Vizio Holding'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 Vizio Holding Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4327 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 2.14 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.8961 |
Vizio Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vizio Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vizio Holding's standard deviation. In reality, there are many statistical measures that can use Vizio Holding historical prices to predict the future Vizio Holding's volatility.| Risk Adjusted Performance | 0.0322 | |||
| Jensen Alpha | 0.0081 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 0.1993 |
Vizio Holding Corp Backtested Returns
As of now, Vizio Stock is very steady. Vizio Holding Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0484, which indicates the firm had a 0.0484% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vizio Holding Corp, which you can use to evaluate the volatility of the company. Please validate Vizio Holding's Risk Adjusted Performance of 0.0322, coefficient of variation of 1981.85, and Semi Deviation of 0.3813 to confirm if the risk estimate we provide is consistent with the expected return of 0.0234%. Vizio Holding has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.0707, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vizio Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vizio Holding is expected to be smaller as well. Vizio Holding Corp right now has a risk of 0.48%. Please validate Vizio Holding value at risk, skewness, as well as the relationship between the Skewness and day median price , to decide if Vizio Holding will be following its existing price patterns.
Auto-correlation | -0.48 |
Modest reverse predictability
Vizio Holding Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Vizio Holding time series from 2nd of December 2022 to 27th of November 2023 and 27th of November 2023 to 21st 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 Vizio Holding Corp price movement. The serial correlation of -0.48 indicates that about 48.0% of current Vizio Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 2.28 |
Vizio Holding Corp lagged returns against current returns
Autocorrelation, which is Vizio Holding 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 Vizio Holding's stock expected returns. We can calculate the autocorrelation of Vizio Holding returns to help us make a trade decision. For example, suppose you find that Vizio Holding 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 |
Vizio Holding 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 Vizio Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vizio Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vizio Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Vizio Holding Lagged Returns
When evaluating Vizio Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vizio Holding stock have on its future price. Vizio Holding 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, Vizio Holding autocorrelation shows the relationship between Vizio Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Vizio Holding Corp.
Regressed Prices |
| Timeline |
Pair Trading with Vizio Holding
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vizio Holding position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vizio Holding will appreciate offsetting losses from the drop in the long position's value.Moving against Vizio Stock
The ability to find closely correlated positions to Vizio Holding could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vizio Holding when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vizio Holding - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vizio Holding Corp to buy it.
The correlation of Vizio Holding is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vizio Holding moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vizio Holding Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vizio Holding can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Vizio Holding Correlation, Vizio Holding Volatility and Vizio Holding Alpha and Beta module to complement your research on Vizio Holding. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Vizio Holding 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.