Vornado Realty Trust Stock Market Value
| VNO Stock | USD 26.17 1.25 4.56% |
| Symbol | Vornado |
Vornado Realty Trust Price To Book Ratio
Is Vornado Realty'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 Vornado Realty. If investors know Vornado 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 Vornado Realty 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 5.893 | Dividend Share 0.675 | Earnings Share 0.23 | Revenue Per Share 9.863 | Quarterly Revenue Growth (0.02) |
The market value of Vornado Realty Trust is measured differently than its book value, which is the value of Vornado that is recorded on the company's balance sheet. Investors also form their own opinion of Vornado Realty's value that differs from its market value or its book value, called intrinsic value, which is Vornado Realty'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 Vornado Realty's market value can be influenced by many factors that don't directly affect Vornado Realty'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 Vornado Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vornado Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vornado Realty'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.
Vornado Realty '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 Vornado Realty'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 Vornado Realty.
| 10/19/2023 |
| 04/16/2024 |
If you would invest 0.00 in Vornado Realty on October 19, 2023 and sell it all today you would earn a total of 0.00 from holding Vornado Realty Trust or generate 0.0% return on investment in Vornado Realty over 180 days. Vornado Realty is related to or competes with Boston Properties, Alexandria Real, Brandywine Realty, Hudson Pacific, SL Green, Kilroy Realty, and Highwoods Properties. Vornados portfolio is concentrated in the nations key market New York City along with the premier asset in both Chicago ... More
Vornado Realty 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 Vornado Realty'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 Vornado Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 14.07 | |||
| Value At Risk | (4.58) | |||
| Potential Upside | 5.16 |
Vornado Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vornado Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vornado Realty's standard deviation. In reality, there are many statistical measures that can use Vornado Realty historical prices to predict the future Vornado Realty's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vornado Realty'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.
Vornado Realty Trust Backtested Returns
We consider Vornado Realty not too volatile. Vornado Realty Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0205, which indicates the firm had a 0.0205% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Vornado Realty Trust, which you can use to evaluate the volatility of the company. Please validate Vornado Realty's Coefficient Of Variation of (4,234), variance of 9.05, and Risk Adjusted Performance of (0.01) to confirm if the risk estimate we provide is consistent with the expected return of 0.0617%. Vornado Realty has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 3.11, 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, Vornado Realty will likely underperform. Vornado Realty Trust right now has a risk of 3.0%. Please validate Vornado Realty value at risk and rate of daily change , to decide if Vornado Realty will be following its existing price patterns.
Auto-correlation | 0.04 |
Virtually no predictability
Vornado Realty Trust has virtually no predictability. Overlapping area represents the amount of predictability between Vornado Realty time series from 19th of October 2023 to 17th of January 2024 and 17th of January 2024 to 16th 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 Vornado Realty Trust price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Vornado Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 1.56 |
Vornado Realty Trust lagged returns against current returns
Autocorrelation, which is Vornado Realty 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 Vornado Realty's stock expected returns. We can calculate the autocorrelation of Vornado Realty returns to help us make a trade decision. For example, suppose you find that Vornado Realty 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 |
Vornado Realty 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 Vornado Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vornado Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vornado Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Vornado Realty Lagged Returns
When evaluating Vornado Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vornado Realty stock have on its future price. Vornado Realty 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, Vornado Realty autocorrelation shows the relationship between Vornado Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Vornado Realty Trust.
Regressed Prices |
| Timeline |
Vornado Realty Investors Sentiment
The influence of Vornado Realty'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 Vornado. 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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to Vornado Realty's public news can be used to forecast risks associated with an investment in Vornado. The trend in average sentiment can be used to explain how an investor holding Vornado can time the market purely based on public headlines and social activities around Vornado Realty Trust. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Vornado Realty'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 Vornado Realty'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 Vornado Realty's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Vornado Realty.
Vornado Realty Implied Volatility | 99.62 |
Vornado Realty's implied volatility exposes the market's sentiment of Vornado Realty Trust stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Vornado Realty'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 Vornado Realty stock will not fluctuate a lot when Vornado Realty'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 Vornado Realty 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, Vornado Realty's short interest history, or implied volatility extrapolated from Vornado Realty options trading.
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Check out Vornado Realty Correlation, Vornado Realty Volatility and Vornado Realty Alpha and Beta module to complement your research on Vornado Realty. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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When running Vornado Realty's price analysis, check to measure Vornado Realty'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 Vornado Realty is operating at the current time. Most of Vornado Realty's value examination focuses on studying past and present price action to predict the probability of Vornado Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vornado Realty's price. Additionally, you may evaluate how the addition of Vornado Realty to your portfolios can decrease your overall portfolio volatility.
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Vornado Realty 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.