Vale Sa Adr Stock Market Value
| VALE Stock | USD 12.37 0.16 1.31% |
| Symbol | Vale |
Vale SA ADR Price To Book Ratio
Is Vale SA's industry 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 Vale SA. If investors know Vale 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 Vale SA 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 (0.35) | Dividend Share 1.75 | Earnings Share 1.83 | Revenue Per Share 47.655 | Quarterly Revenue Growth 0.028 |
The market value of Vale SA ADR is measured differently than its book value, which is the value of Vale that is recorded on the company's balance sheet. Investors also form their own opinion of Vale SA's value that differs from its market value or its book value, called intrinsic value, which is Vale SA'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 Vale SA's market value can be influenced by many factors that don't directly affect Vale SA'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 Vale SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vale SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vale SA'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.
Vale SA '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 Vale SA'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 Vale SA.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Vale SA on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Vale SA ADR or generate 0.0% return on investment in Vale SA over 30 days. Vale SA is related to or competes with BHP Group, Teck Resources, Lithium Americas, MP Materials, Rio Tinto, Glencore PLC, and Piedmont Lithium. Vale S.A., together with its subsidiaries, produces and sells iron ore and iron ore pellets for use as raw materials in ... More
Vale SA 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 Vale SA'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 Vale SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.73 | |||
| Value At Risk | (2.69) | |||
| Potential Upside | 3.0 |
Vale SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vale SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vale SA's standard deviation. In reality, there are many statistical measures that can use Vale SA historical prices to predict the future Vale SA's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vale SA'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.
Vale SA ADR Backtested Returns
Vale SA ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0817, which indicates the firm had a -0.0817% return per unit of risk over the last 3 months. Vale SA ADR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vale SA's Coefficient Of Variation of (2,630), risk adjusted performance of (0.02), and Variance of 2.89 to confirm the risk estimate we provide. The entity has a beta of 1.07, which indicates a somewhat significant risk relative to the market. Vale SA returns are very sensitive to returns on the market. As the market goes up or down, Vale SA is expected to follow. Vale SA ADR has an expected return of -0.13%. Please make sure to validate Vale SA potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Vale SA ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.16 |
Very weak predictability
Vale SA ADR has very weak predictability. Overlapping area represents the amount of predictability between Vale SA time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 Vale SA ADR price movement. The serial correlation of 0.16 indicates that over 16.0% of current Vale SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Vale SA ADR lagged returns against current returns
Autocorrelation, which is Vale SA 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 Vale SA's stock expected returns. We can calculate the autocorrelation of Vale SA returns to help us make a trade decision. For example, suppose you find that Vale SA 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 |
Vale SA 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 Vale SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vale SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vale SA stock over time.
Current vs Lagged Prices |
| Timeline |
Vale SA Lagged Returns
When evaluating Vale SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vale SA stock have on its future price. Vale SA 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, Vale SA autocorrelation shows the relationship between Vale SA stock current value and its past values and can show if there is a momentum factor associated with investing in Vale SA ADR.
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.When determining whether Vale SA ADR is a strong investment it is important to analyze Vale SA's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vale SA's future performance. For an informed investment choice regarding Vale Stock, refer to the following important reports:Check out Vale SA Correlation, Vale SA Volatility and Vale SA Alpha and Beta module to complement your research on Vale SA. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Complementary Tools for Vale Stock analysis
When running Vale SA's price analysis, check to measure Vale SA'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 Vale SA is operating at the current time. Most of Vale SA's value examination focuses on studying past and present price action to predict the probability of Vale SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vale SA's price. Additionally, you may evaluate how the addition of Vale SA to your portfolios can decrease your overall portfolio volatility.
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Vale SA 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.