Verizon Stock Market Value

VZ Stock  USD 40.99  0.35  0.86%   
Verizon Communications' market value is the price at which a share of Verizon Communications stock trades on a public exchange. It measures the collective expectations of Verizon Communications investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Verizon Communications and determine expected loss or profit from investing in Verizon Communications over a given investment horizon. Also, please take a look at Verizon Communications Correlation, Verizon Communications Volatility and Verizon Communications Alpha and Beta module to complement your research on Verizon Communications.
Symbol


Is Verizon Communications' 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 Verizon Communications. If investors know Verizon 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 Verizon Communications 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
0.409
Market Capitalization
170.7 B
Quarterly Revenue Growth
0.035
Return On Assets
0.051
Return On Equity
24.5828
The market value of Verizon Communications is measured differently than its book value, which is the value of Verizon that is recorded on the company's balance sheet. Investors also form their own opinion of Verizon Communications' value that differs from its market value or its book value, called intrinsic value, which is Verizon Communications' 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 Verizon Communications' market value can be influenced by many factors that don't directly affect Verizon Communications' 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 Verizon Communications' value and its price as these two are different measures arrived at by different means. Investors typically determine Verizon Communications value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Verizon Communications' 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.

Verizon Communications '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 Verizon Communications' 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 Verizon Communications.
0.00
12/31/2022
No Change 0.00  0.0 
In 31 days
01/30/2023
0.00
If you would invest  0.00  in Verizon Communications on December 31, 2022 and sell it all today you would earn a total of 0.00 from holding Verizon Communications or generate 0.0% return on investment in Verizon Communications over 30 days. Verizon Communications is related to or competes with SPDR Russell, Merck, Boeing, and Unified Series. Verizon Communications Inc., through its subsidiaries, offers communications, technology, information, and entertainment... More

Verizon Communications 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 Verizon Communications' 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 Verizon Communications upside and downside potential and time the market with a certain degree of confidence.

Verizon Communications Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Verizon Communications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Verizon Communications' standard deviation. In reality, there are many statistical measures that can use Verizon Communications historical prices to predict the future Verizon Communications' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Verizon Communications' 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 Verizon Communications in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
39.9041.1742.44
Details
Intrinsic
Valuation
LowReal ValueHigh
37.0751.4252.69
Details
Naive
Forecast
LowNext ValueHigh
37.7238.9940.26
Details
17 Analysts
Consensus
LowTarget PriceHigh
55.0059.8871.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Verizon Communications. Your research has to be compared to or analyzed against Verizon Communications' peers to derive any actionable benefits. When done correctly, Verizon Communications' 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 Verizon Communications.

Verizon Communications Backtested Returns

We consider Verizon Communications very steady. Verizon Communications owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had 0.15% 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-seven technical indicators for Verizon Communications, which you can use to evaluate the future volatility of the company. Please validate Verizon Communications Coefficient Of Variation of 610.51, risk adjusted performance of 0.1842, and Semi Deviation of 1.04 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%.
Verizon Communications has a performance score of 11 on a scale of 0 to 100. The entity has a beta of 0.5424, which indicates possible diversification benefits within a given portfolio. Let's try to break down what Verizon's beta means in this case. As returns on the market increase, Verizon Communications returns are expected to increase less than the market. However, during the bear market, the loss on holding Verizon Communications will be expected to be smaller as well. Although it is important to respect Verizon Communications 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 Verizon Communications technical indicators, you can presently evaluate if the expected return of 0.19% will be sustainable into the future. Verizon Communications right now has a risk of 1.27%. Please validate Verizon Communications value at risk, kurtosis, price action indicator, as well as the relationship between the semi variance and rate of daily change to decide if Verizon Communications will be following its existing price patterns.

Auto-correlation

    
  -0.29  

Weak reverse predictability

Verizon Communications has weak reverse predictability. Overlapping area represents the amount of predictability between Verizon Communications time series from 31st of December 2022 to 15th of January 2023 and 15th of January 2023 to 30th of January 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Verizon Communications price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Verizon Communications price fluctuation can be explain by its past prices.
Correlation Coefficient-0.29
Spearman Rank Test0.14
Residual Average0.0
Price Variance0.16

Verizon Communications lagged returns against current returns

Autocorrelation, which is Verizon Communications 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 Verizon Communications' stock expected returns. We can calculate the autocorrelation of Verizon Communications returns to help us make a trade decision. For example, suppose you find that Verizon Communications 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   
       Timeline  

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

Verizon Communications Lagged Returns

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

Verizon Communications Investors Sentiment

The influence of Verizon Communications' 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 Verizon. 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 Verizon Communications' public news can be used to forecast risks associated with investment in Verizon. The trend in average sentiment can be used to explain how an investor holding Verizon can time the market purely based on public headlines and social activities around Verizon Communications. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Verizon Communications' 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 Verizon Communications' 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 Verizon Communications' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Verizon Communications.

Verizon Communications Implied Volatility

    
  12.84  
Verizon Communications' implied volatility exposes the market's sentiment of Verizon Communications stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Verizon Communications' 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 Verizon Communications stock will not fluctuate a lot when Verizon Communications' 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 Verizon Communications 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, Verizon Communications' short interest history, or implied volatility extrapolated from Verizon Communications 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 Verizon Communications Correlation, Verizon Communications Volatility and Verizon Communications Alpha and Beta module to complement your research on Verizon Communications. Note that the Verizon Communications information on this page should be used as a complementary analysis to other Verizon Communications' 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 Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.

Complementary Tools for Verizon Stock analysis

When running Verizon Communications price analysis, check to measure Verizon Communications' 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 Verizon Communications is operating at the current time. Most of Verizon Communications' value examination focuses on studying past and present price action to predict the probability of Verizon Communications' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Verizon Communications' price. Additionally, you may evaluate how the addition of Verizon Communications to your portfolios can decrease your overall portfolio volatility.
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Verizon Communications 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 Verizon Communications technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Verizon Communications 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...