Valvoline Stock Market Value
| VVV Stock | USD 41.94 0.25 0.59% |
| Symbol | Valvoline |
Valvoline Price To Book Ratio
Is Valvoline'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 Valvoline. If investors know Valvoline 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 Valvoline 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 0.403 | Earnings Share 1.34 | Revenue Per Share 9.845 | Quarterly Revenue Growth 0.281 | Return On Assets 0.0616 |
The market value of Valvoline is measured differently than its book value, which is the value of Valvoline that is recorded on the company's balance sheet. Investors also form their own opinion of Valvoline's value that differs from its market value or its book value, called intrinsic value, which is Valvoline'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 Valvoline's market value can be influenced by many factors that don't directly affect Valvoline'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 Valvoline's value and its price as these two are different measures arrived at by different means. Investors typically determine if Valvoline is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valvoline'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.
Valvoline '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 Valvoline'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 Valvoline.
| 04/10/2024 |
| 05/10/2024 |
If you would invest 0.00 in Valvoline on April 10, 2024 and sell it all today you would earn a total of 0.00 from holding Valvoline or generate 0.0% return on investment in Valvoline over 30 days. Valvoline is related to or competes with Cosan SA, Delek Energy, Crossamerica Partners, Par Pacific, PBF Energy, CVR Energy, and Valero Energy. Valvoline Inc. manufactures, markets, and supplies, engine and automotive maintenance products and services More
Valvoline 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 Valvoline'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 Valvoline upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.0798 | |||
| Maximum Drawdown | 8.48 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 2.25 |
Valvoline Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valvoline's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valvoline's standard deviation. In reality, there are many statistical measures that can use Valvoline historical prices to predict the future Valvoline's volatility.| Risk Adjusted Performance | 0.0941 | |||
| Jensen Alpha | 0.1107 | |||
| Total Risk Alpha | 0.0154 | |||
| Sortino Ratio | 0.0757 | |||
| Treynor Ratio | 0.1893 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Valvoline'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.
Valvoline Backtested Returns
We consider Valvoline very steady. Valvoline owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0867, which indicates the firm had a 0.0867% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Valvoline, which you can use to evaluate the volatility of the company. Please validate Valvoline's Risk Adjusted Performance of 0.0941, coefficient of variation of 698.29, and Semi Deviation of 1.25 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Valvoline has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.99, which indicates possible diversification benefits within a given portfolio. Valvoline returns are very sensitive to returns on the market. As the market goes up or down, Valvoline is expected to follow. Valvoline right now has a risk of 1.3%. Please validate Valvoline semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if Valvoline will be following its existing price patterns.
Auto-correlation | -0.54 |
Good reverse predictability
Valvoline has good reverse predictability. Overlapping area represents the amount of predictability between Valvoline time series from 10th of April 2024 to 25th of April 2024 and 25th of April 2024 to 10th of May 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 Valvoline price movement. The serial correlation of -0.54 indicates that about 54.0% of current Valvoline price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Valvoline lagged returns against current returns
Autocorrelation, which is Valvoline 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 Valvoline's stock expected returns. We can calculate the autocorrelation of Valvoline returns to help us make a trade decision. For example, suppose you find that Valvoline 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 |
Valvoline 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 Valvoline stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valvoline stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valvoline stock over time.
Current vs Lagged Prices |
| Timeline |
Valvoline Lagged Returns
When evaluating Valvoline's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valvoline stock have on its future price. Valvoline 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, Valvoline autocorrelation shows the relationship between Valvoline stock current value and its past values and can show if there is a momentum factor associated with investing in Valvoline.
Regressed Prices |
| Timeline |
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 Valvoline is a strong investment it is important to analyze Valvoline's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Valvoline's future performance. For an informed investment choice regarding Valvoline Stock, refer to the following important reports:Check out Valvoline Correlation, Valvoline Volatility and Valvoline Alpha and Beta module to complement your research on Valvoline. For more information on how to buy Valvoline Stock please use our How to Invest in Valvoline guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for Valvoline Stock analysis
When running Valvoline's price analysis, check to measure Valvoline'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 Valvoline is operating at the current time. Most of Valvoline's value examination focuses on studying past and present price action to predict the probability of Valvoline's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valvoline's price. Additionally, you may evaluate how the addition of Valvoline to your portfolios can decrease your overall portfolio volatility.
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals |
Valvoline 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.