Visteon Corp Stock Market Value
VC Stock | USD 117.64 0.50 0.43% |
Symbol | Visteon |
Visteon Corp Price To Book Ratio
Is Visteon Corp'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 Visteon Corp. If investors know Visteon 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 Visteon Corp 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 9.977 | Earnings Share 17.05 | Revenue Per Share 140.712 | Quarterly Revenue Growth (0.07) | Return On Assets 0.0703 |
The market value of Visteon Corp is measured differently than its book value, which is the value of Visteon that is recorded on the company's balance sheet. Investors also form their own opinion of Visteon Corp's value that differs from its market value or its book value, called intrinsic value, which is Visteon Corp'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 Visteon Corp's market value can be influenced by many factors that don't directly affect Visteon Corp'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 Visteon Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Visteon Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Visteon Corp'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.
Visteon Corp '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 Visteon Corp'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 Visteon Corp.
09/30/2023 |
| 03/28/2024 |
If you would invest 0.00 in Visteon Corp on September 30, 2023 and sell it all today you would earn a total of 0.00 from holding Visteon Corp or generate 0.0% return on investment in Visteon Corp over 180 days. Visteon Corp is related to or competes with Ford, GM, Goodyear Tire, Li AutoInc, and Toyota. Visteon Corporation, an automotive technology company, engineers, designs, and manufactures automotive electronics and c... More
Visteon Corp 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 Visteon Corp'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 Visteon Corp upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.13) | |||
Maximum Drawdown | 8.63 | |||
Value At Risk | (3.32) | |||
Potential Upside | 3.25 |
Visteon Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Visteon Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Visteon Corp's standard deviation. In reality, there are many statistical measures that can use Visteon Corp historical prices to predict the future Visteon Corp's volatility.Risk Adjusted Performance | (0.03) | |||
Jensen Alpha | (0.36) | |||
Total Risk Alpha | (0.54) | |||
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 Visteon Corp'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.
Visteon Corp Backtested Returns
Visteon Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.045, which indicates the firm had a -0.045% return per unit of risk over the last 3 months. Visteon Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Visteon Corp's Risk Adjusted Performance of (0.03), coefficient of variation of (1,597), and Variance of 3.49 to confirm the risk estimate we provide. The entity has a beta of 1.84, 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, Visteon Corp will likely underperform. Visteon Corp has an expected return of -0.0867%. Please make sure to validate Visteon Corp treynor ratio and rate of daily change , to decide if Visteon Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.06 |
Very weak reverse predictability
Visteon Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Visteon Corp time series from 30th of September 2023 to 29th of December 2023 and 29th of December 2023 to 28th of March 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 Visteon Corp price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Visteon Corp price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.06 | |
Spearman Rank Test | 0.05 | |
Residual Average | 0.0 | |
Price Variance | 7.81 |
Visteon Corp lagged returns against current returns
Autocorrelation, which is Visteon Corp 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 Visteon Corp's stock expected returns. We can calculate the autocorrelation of Visteon Corp returns to help us make a trade decision. For example, suppose you find that Visteon Corp 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 |
Visteon Corp 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 Visteon Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Visteon Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Visteon Corp stock over time.
Current vs Lagged Prices |
Timeline |
Visteon Corp Lagged Returns
When evaluating Visteon Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Visteon Corp stock have on its future price. Visteon Corp 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, Visteon Corp autocorrelation shows the relationship between Visteon Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Visteon Corp.
Regressed Prices |
Timeline |
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Check out Visteon Corp Correlation, Visteon Corp Volatility and Visteon Corp Alpha and Beta module to complement your research on Visteon Corp. For information on how to trade Visteon Stock refer to our How to Trade Visteon Stock guide.Note that the Visteon Corp information on this page should be used as a complementary analysis to other Visteon Corp'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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for Visteon Stock analysis
When running Visteon Corp's price analysis, check to measure Visteon Corp'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 Visteon Corp is operating at the current time. Most of Visteon Corp's value examination focuses on studying past and present price action to predict the probability of Visteon Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Visteon Corp's price. Additionally, you may evaluate how the addition of Visteon Corp to your portfolios can decrease your overall portfolio volatility.
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Visteon Corp 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.