Vf Corporation Stock Market Value
| VFC Stock | USD 12.99 0.04 0.31% |
| Symbol | VF |
VF Corporation Price To Book Ratio
Is VF'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 VF. If investors know VF 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 VF 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 (0.01) | Dividend Share 0.99 | Earnings Share (1.97) | Revenue Per Share 27.871 | Quarterly Revenue Growth (0.16) |
The market value of VF Corporation is measured differently than its book value, which is the value of VF that is recorded on the company's balance sheet. Investors also form their own opinion of VF's value that differs from its market value or its book value, called intrinsic value, which is VF'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 VF's market value can be influenced by many factors that don't directly affect VF'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 VF's value and its price as these two are different measures arrived at by different means. Investors typically determine if VF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VF'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.
VF '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 VF'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 VF.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in VF on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding VF Corporation or generate 0.0% return on investment in VF over 30 days. VF is related to or competes with PVH Corp, Levi Strauss, Under Armour, Columbia Sportswear, Under Armour, Hanesbrands, and Ralph Lauren. Corporation, together with its subsidiaries, engages in the design, procurement, marketing, and distribution of branded ... More
VF 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 VF'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 VF Corporation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 21.77 | |||
| Value At Risk | (5.81) | |||
| Potential Upside | 4.59 |
VF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VF's standard deviation. In reality, there are many statistical measures that can use VF historical prices to predict the future VF's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | (0.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VF'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.
VF Corporation Backtested Returns
VF Corporation retains Efficiency (Sharpe Ratio) of -0.12, which indicates the firm had a -0.12% return per unit of price deviation over the last 3 months. VF exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VF's Risk Adjusted Performance of (0.03), mean deviation of 2.33, and Standard Deviation of 3.39 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 2.35, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, VF will likely underperform. VF Corporation has an expected return of -0.4%. Please make sure to validate VF Corporation standard deviation, kurtosis, relative strength index, as well as the relationship between the maximum drawdown and day median price , to decide if VF Corporation performance from the past will be repeated sooner or later.
Auto-correlation | -0.38 |
Poor reverse predictability
VF Corporation has poor reverse predictability. Overlapping area represents the amount of predictability between VF 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 VF Corporation price movement. The serial correlation of -0.38 indicates that just about 38.0% of current VF price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
VF Corporation lagged returns against current returns
Autocorrelation, which is VF 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 VF's stock expected returns. We can calculate the autocorrelation of VF returns to help us make a trade decision. For example, suppose you find that VF 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 |
VF 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 VF stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VF stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VF stock over time.
Current vs Lagged Prices |
| Timeline |
VF Lagged Returns
When evaluating VF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VF stock have on its future price. VF 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, VF autocorrelation shows the relationship between VF stock current value and its past values and can show if there is a momentum factor associated with investing in VF Corporation.
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 VF Corporation offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of VF's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vf Corporation Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Vf Corporation Stock:Check out VF Correlation, VF Volatility and VF Alpha and Beta module to complement your research on VF. Note that the VF Corporation information on this page should be used as a complementary analysis to other VF's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Complementary Tools for VF Stock analysis
When running VF's price analysis, check to measure VF'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 VF is operating at the current time. Most of VF's value examination focuses on studying past and present price action to predict the probability of VF's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VF's price. Additionally, you may evaluate how the addition of VF to your portfolios can decrease your overall portfolio volatility.
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VF 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.