VMware Stock Market Value

VMW
 Stock
  

USD 121.49  3.46  2.93%   

VMware's market value is the price at which a share of VMware stock trades on a public exchange. It measures the collective expectations of VMware Inc investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of VMware Inc and determine expected loss or profit from investing in VMware over a given investment horizon. Also, please take a look at VMware Correlation, VMware Volatility and VMware Alpha and Beta module to complement your research on VMware.
Symbol


Is VMware'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 VMware. If investors know VMware 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 VMware 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 YOY
(0.43) 
Market Capitalization
50.1 B
Quarterly Revenue Growth YOY
0.007
Return On Assets
0.0426
Return On Equity
25.49
The market value of VMware Inc is measured differently than its book value, which is the value of VMware that is recorded on the company's balance sheet. Investors also form their own opinion of VMware's value that differs from its market value or its book value, called intrinsic value, which is VMware'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 VMware's market value can be influenced by many factors that don't directly affect VMware'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 VMware's value and its price as these two are different measures arrived at by different means. Investors typically determine VMware value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VMware'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.

VMware '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 VMware'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 VMware.
0.00
10/31/2022
No Change 0.00  0.0 
In 31 days
11/30/2022
0.00
If you would invest  0.00  in VMware on October 31, 2022 and sell it all today you would earn a total of 0.00 from holding VMware Inc or generate 0.0% return on investment in VMware over 30 days. VMware is related to or competes with Hewlett Packard, International Business, Home Depot, Procter Gamble, Exxon, Caterpillar, and Dupont De. VMware, Inc. provides software solutions in the areas of modern applications, cloud management and infrastructure, netwo... More

VMware 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 VMware'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 VMware Inc upside and downside potential and time the market with a certain degree of confidence.

VMware Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for VMware's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VMware's standard deviation. In reality, there are many statistical measures that can use VMware historical prices to predict the future VMware's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of VMware'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. Please use the tools below to analyze the current value of VMware in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
120.40121.78123.16
Details
Intrinsic
Valuation
LowReal ValueHigh
109.34132.73134.11
Details
Naive
Forecast
LowNext ValueHigh
120.22121.60122.97
Details
18 Analysts
Consensus
LowTarget PriceHigh
130.00153.69177.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as VMware. Your research has to be compared to or analyzed against VMware's peers to derive any actionable benefits. When done correctly, VMware's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in VMware Inc.

VMware Inc Backtested Returns

We consider VMware very steady. VMware Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0719, which indicates the firm had 0.0719% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for VMware Inc, which you can use to evaluate the future volatility of the company. Please validate VMware Coefficient Of Variation of 2744.3, risk adjusted performance of 0.0533, and Semi Deviation of 1.26 to confirm if the risk estimate we provide is consistent with the expected return of 0.099%.
VMware has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.7807, which indicates possible diversification benefits within a given portfolio. Let's try to break down what VMware's beta means in this case. As returns on the market increase, VMware returns are expected to increase less than the market. However, during the bear market, the loss on holding VMware will be expected to be smaller as well. Although it is important to respect VMware Inc current price movements, it is better to be realistic regarding the information on the equity's historical returns. The philosophy towards measuring future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting VMware Inc technical indicators, you can presently evaluate if the expected return of 0.099% will be sustainable into the future. VMware Inc right now has a risk of 1.38%. Please validate VMware standard deviation, as well as the relationship between the value at risk and kurtosis to decide if VMware will be following its existing price patterns.

Auto-correlation

    
  0.35  

Below average predictability

VMware Inc has below average predictability. Overlapping area represents the amount of predictability between VMware time series from 31st of October 2022 to 15th of November 2022 and 15th of November 2022 to 30th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VMware Inc price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current VMware price fluctuation can be explain by its past prices.
Correlation Coefficient0.35
Spearman Rank Test0.07
Residual Average0.0
Price Variance3.19

VMware Inc lagged returns against current returns

Autocorrelation, which is VMware 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 VMware's stock expected returns. We can calculate the autocorrelation of VMware returns to help us make a trade decision. For example, suppose you find that VMware stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

VMware 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 VMware stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VMware stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VMware stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

VMware Lagged Returns

When evaluating VMware's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VMware stock have on its future price. VMware 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, VMware autocorrelation shows the relationship between VMware stock current value and its past values and can show if there is a momentum factor associated with investing in VMware Inc.
   Regressed Prices   
Share
       Timeline  

VMware Investors Sentiment

The influence of VMware's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in VMware. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to VMware's public news can be used to forecast risks associated with investment in VMware. The trend in average sentiment can be used to explain how an investor holding VMware can time the market purely based on public headlines and social activities around VMware Inc. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
VMware's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for VMware's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average VMware's news discussions. The higher the estimated score, the more favorable is the investor's outlook on VMware.

VMware Implied Volatility

    
  19.11  
VMware's implied volatility exposes the market's sentiment of VMware Inc stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if VMware's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that VMware stock will not fluctuate a lot when VMware's options are near their expiration.
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 VMware 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, VMware's short interest history, or implied volatility extrapolated from VMware 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.
Also, please take a look at VMware Correlation, VMware Volatility and VMware Alpha and Beta module to complement your research on VMware. You can also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Complementary Tools for analysis

When running VMware Inc price analysis, check to measure VMware'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 VMware is operating at the current time. Most of VMware's value examination focuses on studying past and present price action to predict the probability of VMware's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move VMware's price. Additionally, you may evaluate how the addition of VMware to your portfolios can decrease your overall portfolio volatility.
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VMware 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.
A focus of VMware technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of VMware trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...