Vasta Platformltd Stock Market Value
| VSTA Stock | USD 3.78 0.03 0.79% |
| Symbol | Vasta |
Vasta PlatformLtd Price To Book Ratio
Is Vasta PlatformLtd'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 Vasta PlatformLtd. If investors know Vasta 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 Vasta PlatformLtd 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 (0.18) | Earnings Share (0.16) | Revenue Per Share 18.239 | Quarterly Revenue Growth 0.097 | Return On Assets 0.0112 |
The market value of Vasta PlatformLtd is measured differently than its book value, which is the value of Vasta that is recorded on the company's balance sheet. Investors also form their own opinion of Vasta PlatformLtd's value that differs from its market value or its book value, called intrinsic value, which is Vasta PlatformLtd'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 Vasta PlatformLtd's market value can be influenced by many factors that don't directly affect Vasta PlatformLtd'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 Vasta PlatformLtd's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vasta PlatformLtd is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vasta PlatformLtd'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.
Vasta PlatformLtd '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 Vasta PlatformLtd'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 Vasta PlatformLtd.
| 04/26/2022 |
| 04/15/2024 |
If you would invest 0.00 in Vasta PlatformLtd on April 26, 2022 and sell it all today you would earn a total of 0.00 from holding Vasta PlatformLtd or generate 0.0% return on investment in Vasta PlatformLtd over 720 days. Vasta PlatformLtd is related to or competes with 2U, Chegg, Stride, Adtalem Global, Coursera, TAL Education, and Youdao. Vasta Platform Limited, an education company, provides educational printed and digital solutions to private schools oper... More
Vasta PlatformLtd 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 Vasta PlatformLtd'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 Vasta PlatformLtd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 11.43 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 3.05 |
Vasta PlatformLtd Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vasta PlatformLtd's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vasta PlatformLtd's standard deviation. In reality, there are many statistical measures that can use Vasta PlatformLtd historical prices to predict the future Vasta PlatformLtd's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | 0.5385 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vasta PlatformLtd'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.
Vasta PlatformLtd Backtested Returns
Vasta PlatformLtd owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0707, which indicates the firm had a -0.0707% return per unit of risk over the last 3 months. Vasta PlatformLtd exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vasta PlatformLtd's Variance of 4.21, risk adjusted performance of (0.04), and Coefficient Of Variation of (1,453) to confirm the risk estimate we provide. The entity has a beta of -0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vasta PlatformLtd are expected to decrease at a much lower rate. During the bear market, Vasta PlatformLtd is likely to outperform the market. Vasta PlatformLtd has an expected return of -0.15%. Please make sure to validate Vasta PlatformLtd value at risk, accumulation distribution, as well as the relationship between the Accumulation Distribution and day typical price , to decide if Vasta PlatformLtd performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.31 |
Poor reverse predictability
Vasta PlatformLtd has poor reverse predictability. Overlapping area represents the amount of predictability between Vasta PlatformLtd time series from 26th of April 2022 to 21st of April 2023 and 21st of April 2023 to 15th 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 Vasta PlatformLtd price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Vasta PlatformLtd price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Vasta PlatformLtd lagged returns against current returns
Autocorrelation, which is Vasta PlatformLtd 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 Vasta PlatformLtd's stock expected returns. We can calculate the autocorrelation of Vasta PlatformLtd returns to help us make a trade decision. For example, suppose you find that Vasta PlatformLtd 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 |
Vasta PlatformLtd 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 Vasta PlatformLtd stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vasta PlatformLtd stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vasta PlatformLtd stock over time.
Current vs Lagged Prices |
| Timeline |
Vasta PlatformLtd Lagged Returns
When evaluating Vasta PlatformLtd's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vasta PlatformLtd stock have on its future price. Vasta PlatformLtd 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, Vasta PlatformLtd autocorrelation shows the relationship between Vasta PlatformLtd stock current value and its past values and can show if there is a momentum factor associated with investing in Vasta PlatformLtd.
Regressed Prices |
| Timeline |
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Check out Vasta PlatformLtd Correlation, Vasta PlatformLtd Volatility and Vasta PlatformLtd Alpha and Beta module to complement your research on Vasta PlatformLtd. For information on how to trade Vasta Stock refer to our How to Trade Vasta Stock guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Vasta Stock analysis
When running Vasta PlatformLtd's price analysis, check to measure Vasta PlatformLtd'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 Vasta PlatformLtd is operating at the current time. Most of Vasta PlatformLtd's value examination focuses on studying past and present price action to predict the probability of Vasta PlatformLtd's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vasta PlatformLtd's price. Additionally, you may evaluate how the addition of Vasta PlatformLtd to your portfolios can decrease your overall portfolio volatility.
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Vasta PlatformLtd 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.