Vermilion Energy Stock Market Value
| VET Stock | USD 11.84 0.02 0.17% |
| Symbol | Vermilion |
Vermilion Energy Price To Book Ratio
Is Vermilion Energy'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 Vermilion Energy. If investors know Vermilion 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 Vermilion Energy 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 (0.79) | Dividend Share 0.4 | Earnings Share (1.05) | Revenue Per Share 11.183 | Quarterly Revenue Growth (0.38) |
The market value of Vermilion Energy is measured differently than its book value, which is the value of Vermilion that is recorded on the company's balance sheet. Investors also form their own opinion of Vermilion Energy's value that differs from its market value or its book value, called intrinsic value, which is Vermilion Energy'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 Vermilion Energy's market value can be influenced by many factors that don't directly affect Vermilion Energy'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 Vermilion Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vermilion Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vermilion Energy'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.
Vermilion Energy '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 Vermilion Energy'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 Vermilion Energy.
| 02/23/2024 |
| 04/23/2024 |
If you would invest 0.00 in Vermilion Energy on February 23, 2024 and sell it all today you would earn a total of 0.00 from holding Vermilion Energy or generate 0.0% return on investment in Vermilion Energy over 60 days. Vermilion Energy is related to or competes with Baytex Energy, Obsidian Energy, Canadian Natural, Ovintiv, Crescent Point, Enerplus, and Vital Energy. Vermilion Energy Inc., together with its subsidiaries, engages in the acquisition, exploration, development, and product... More
Vermilion Energy 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 Vermilion Energy'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 Vermilion Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | 0.0508 | |||
| Maximum Drawdown | 9.29 | |||
| Value At Risk | (2.95) | |||
| Potential Upside | 4.06 |
Vermilion Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vermilion Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vermilion Energy's standard deviation. In reality, there are many statistical measures that can use Vermilion Energy historical prices to predict the future Vermilion Energy's volatility.| Risk Adjusted Performance | 0.0654 | |||
| Jensen Alpha | 0.0891 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0488 | |||
| Treynor Ratio | 0.155 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vermilion Energy'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.
Vermilion Energy Backtested Returns
Vermilion Energy appears to be not too volatile, given 3 months investment horizon. Vermilion Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0953, which indicates the firm had a 0.0953% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vermilion Energy, which you can use to evaluate the volatility of the company. Please review Vermilion Energy's Coefficient Of Variation of 1054.12, risk adjusted performance of 0.0654, and Semi Deviation of 1.84 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vermilion Energy holds a performance score of 7. The entity has a beta of 1.18, 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, Vermilion Energy will likely underperform. Please check Vermilion Energy's sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to make a quick decision on whether Vermilion Energy's existing price patterns will revert.
Auto-correlation | -0.21 |
Weak reverse predictability
Vermilion Energy has weak reverse predictability. Overlapping area represents the amount of predictability between Vermilion Energy time series from 23rd of February 2024 to 24th of March 2024 and 24th of March 2024 to 23rd 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 Vermilion Energy price movement. The serial correlation of -0.21 indicates that over 21.0% of current Vermilion Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Vermilion Energy lagged returns against current returns
Autocorrelation, which is Vermilion Energy 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 Vermilion Energy's stock expected returns. We can calculate the autocorrelation of Vermilion Energy returns to help us make a trade decision. For example, suppose you find that Vermilion Energy 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 |
Vermilion Energy 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 Vermilion Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vermilion Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vermilion Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Vermilion Energy Lagged Returns
When evaluating Vermilion Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vermilion Energy stock have on its future price. Vermilion Energy 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, Vermilion Energy autocorrelation shows the relationship between Vermilion Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Vermilion Energy.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vermilion Energy in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vermilion Energy's short interest history, or implied volatility extrapolated from Vermilion Energy options trading.
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 Vermilion Energy is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Vermilion Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Vermilion Energy Stock. Highlighted below are key reports to facilitate an investment decision about Vermilion Energy Stock:Check out Vermilion Energy Correlation, Vermilion Energy Volatility and Vermilion Energy Alpha and Beta module to complement your research on Vermilion Energy. For more information on how to buy Vermilion Stock please use our How to Invest in Vermilion Energy guide.Note that the Vermilion Energy information on this page should be used as a complementary analysis to other Vermilion Energy'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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for Vermilion Stock analysis
When running Vermilion Energy's price analysis, check to measure Vermilion Energy'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 Vermilion Energy is operating at the current time. Most of Vermilion Energy's value examination focuses on studying past and present price action to predict the probability of Vermilion Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vermilion Energy's price. Additionally, you may evaluate how the addition of Vermilion Energy to your portfolios can decrease your overall portfolio volatility.
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Vermilion Energy 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.