VF Corp (UK) Market Value
| 0R30 Stock | 22.29 0.35 1.60% |
| Symbol | 0R30 |
VF Corp '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 VF Corp'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 VF Corp.
| 11/23/2024 |
| 12/23/2024 |
If you would invest 0.00 in VF Corp on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding VF Corp or generate 0.0% return on investment in VF Corp over 30 days. VF Corp is related to or competes with Uniper SE, Mulberry Group, London Security, Triad Group, SURETRACK MON, Ikigai Ventures, and Heavitree Brewery. VF Corp is entity of United Kingdom. It is traded as Stock on LSE exchange. More
VF Corp 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 VF Corp'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 VF Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.89 | |||
| Information Ratio | 0.078 | |||
| Maximum Drawdown | 32.72 | |||
| Value At Risk | (4.34) | |||
| Potential Upside | 5.54 |
VF Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VF Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VF Corp's standard deviation. In reality, there are many statistical measures that can use VF Corp historical prices to predict the future VF Corp's volatility.| Risk Adjusted Performance | 0.0761 | |||
| Jensen Alpha | 0.3378 | |||
| Total Risk Alpha | 0.2283 | |||
| Sortino Ratio | 0.1113 | |||
| Treynor Ratio | 1.29 |
VF Corp Backtested Returns
VF Corp appears to be not too volatile, given 3 months investment horizon. VF Corp retains Efficiency (Sharpe Ratio) of 0.0881, which indicates the firm had a 0.0881% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for VF Corp, which you can use to evaluate the volatility of the company. Please review VF Corp's Mean Deviation of 2.42, risk adjusted performance of 0.0761, and Downside Deviation of 2.89 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, VF Corp holds a performance score of 6. The entity owns a Beta (Systematic Risk) of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VF Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding VF Corp is expected to be smaller as well. Please check VF Corp's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether VF Corp's current price history will revert.
Auto-correlation | 0.69 |
Good predictability
VF Corp has good predictability. Overlapping area represents the amount of predictability between VF Corp time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 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 VF Corp price movement. The serial correlation of 0.69 indicates that around 69.0% of current VF Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
VF Corp lagged returns against current returns
Autocorrelation, which is VF Corp 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 VF Corp's stock expected returns. We can calculate the autocorrelation of VF Corp returns to help us make a trade decision. For example, suppose you find that VF Corp 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 |
VF Corp 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 VF Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VF Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VF Corp stock over time.
Current vs Lagged Prices |
| Timeline |
VF Corp Lagged Returns
When evaluating VF Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VF Corp stock have on its future price. VF Corp 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, VF Corp autocorrelation shows the relationship between VF Corp stock current value and its past values and can show if there is a momentum factor associated with investing in VF Corp.
Regressed Prices |
| Timeline |
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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.Additional Tools for 0R30 Stock Analysis
When running VF Corp's price analysis, check to measure VF Corp'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 VF Corp is operating at the current time. Most of VF Corp's value examination focuses on studying past and present price action to predict the probability of VF Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VF Corp's price. Additionally, you may evaluate how the addition of VF Corp to your portfolios can decrease your overall portfolio volatility.