Viasat Inc Stock Market Value
| VSAT Stock | USD 15.83 0.30 1.93% |
| Symbol | ViaSat |
ViaSat Inc Price To Book Ratio
Is ViaSat'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 ViaSat. If investors know ViaSat 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 ViaSat 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 0.357 | Earnings Share (9.28) | Revenue Per Share 36.202 | Quarterly Revenue Growth 0.732 | Return On Assets (0) |
The market value of ViaSat Inc is measured differently than its book value, which is the value of ViaSat that is recorded on the company's balance sheet. Investors also form their own opinion of ViaSat's value that differs from its market value or its book value, called intrinsic value, which is ViaSat'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 ViaSat's market value can be influenced by many factors that don't directly affect ViaSat'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 ViaSat's value and its price as these two are different measures arrived at by different means. Investors typically determine if ViaSat is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ViaSat'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.
ViaSat '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 ViaSat'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 ViaSat.
| 07/28/2023 |
| 04/23/2024 |
If you would invest 0.00 in ViaSat on July 28, 2023 and sell it all today you would earn a total of 0.00 from holding ViaSat Inc or generate 0.0% return on investment in ViaSat over 270 days. ViaSat is related to or competes with Desktop Metal, Fabrinet, Kimball Electronics, Knowles Cor, Deswell Industries, AmpliTech, and Via OptronicsAg. Viasat, Inc. provides broadband and communications products and services worldwide More
ViaSat 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 ViaSat'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 ViaSat Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 22.67 | |||
| Value At Risk | (7.77) | |||
| Potential Upside | 5.48 |
ViaSat Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ViaSat's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ViaSat's standard deviation. In reality, there are many statistical measures that can use ViaSat historical prices to predict the future ViaSat's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.70) | |||
| Total Risk Alpha | (1.04) | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ViaSat'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.
ViaSat Inc Backtested Returns
ViaSat Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12% return per unit of risk over the last 3 months. ViaSat Inc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate ViaSat's Coefficient Of Variation of (860.68), variance of 18.56, and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 2.49, 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, ViaSat will likely underperform. ViaSat Inc has an expected return of -0.5%. Please make sure to validate ViaSat treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if ViaSat Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.83 |
Very good predictability
ViaSat Inc has very good predictability. Overlapping area represents the amount of predictability between ViaSat time series from 28th of July 2023 to 10th of December 2023 and 10th of December 2023 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 ViaSat Inc price movement. The serial correlation of 0.83 indicates that around 83.0% of current ViaSat price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 14.32 |
ViaSat Inc lagged returns against current returns
Autocorrelation, which is ViaSat 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 ViaSat's stock expected returns. We can calculate the autocorrelation of ViaSat returns to help us make a trade decision. For example, suppose you find that ViaSat 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 |
ViaSat 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 ViaSat stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ViaSat stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ViaSat stock over time.
Current vs Lagged Prices |
| Timeline |
ViaSat Lagged Returns
When evaluating ViaSat's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ViaSat stock have on its future price. ViaSat 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, ViaSat autocorrelation shows the relationship between ViaSat stock current value and its past values and can show if there is a momentum factor associated with investing in ViaSat Inc.
Regressed Prices |
| Timeline |
ViaSat Investors Sentiment
The influence of ViaSat'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 ViaSat. 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 ViaSat's public news can be used to forecast risks associated with an investment in ViaSat. The trend in average sentiment can be used to explain how an investor holding ViaSat can time the market purely based on public headlines and social activities around ViaSat Inc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
ViaSat'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 ViaSat'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 ViaSat's news discussions. The higher the estimated score, the more favorable is the investor's outlook on ViaSat.
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 ViaSat 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, ViaSat's short interest history, or implied volatility extrapolated from ViaSat 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 ViaSat Inc 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 ViaSat 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 Viasat Inc Stock. Highlighted below are key reports to facilitate an investment decision about Viasat Inc Stock:Check out ViaSat Correlation, ViaSat Volatility and ViaSat Alpha and Beta module to complement your research on ViaSat. Note that the ViaSat Inc information on this page should be used as a complementary analysis to other ViaSat'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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Complementary Tools for ViaSat Stock analysis
When running ViaSat's price analysis, check to measure ViaSat'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 ViaSat is operating at the current time. Most of ViaSat's value examination focuses on studying past and present price action to predict the probability of ViaSat's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ViaSat's price. Additionally, you may evaluate how the addition of ViaSat to your portfolios can decrease your overall portfolio volatility.
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ViaSat 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.