Virtu Financial Stock Market Value
| VIRT Stock | USD 36.92 0.13 0.35% |
| Symbol | Virtu |
Virtu Financial Price To Book Ratio
Is Investment Banking & Brokerage space 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 Virtu Financial. If investors know Virtu 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 Virtu Financial 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 0.017 | Dividend Share 0.96 | Earnings Share 2.01 | Revenue Per Share 21.554 | Quarterly Revenue Growth 0.166 |
The market value of Virtu Financial is measured differently than its book value, which is the value of Virtu that is recorded on the company's balance sheet. Investors also form their own opinion of Virtu Financial's value that differs from its market value or its book value, called intrinsic value, which is Virtu Financial'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 Virtu Financial's market value can be influenced by many factors that don't directly affect Virtu Financial'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 Virtu Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Virtu Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Virtu Financial'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.
Virtu Financial '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 Virtu Financial'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 Virtu Financial.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Virtu Financial on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Virtu Financial or generate 0.0% return on investment in Virtu Financial over 30 days. Virtu Financial is related to or competes with Perella Weinberg, Evercore Partners, Lazard, Piper Sandler, Moelis, PJT Partners, and Houlihan Lokey. Virtu Financial, Inc., a financial services company, provides data, analytics, and connectivity products to clients worl... More
Virtu Financial 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 Virtu Financial'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 Virtu Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.68 | |||
| Information Ratio | 0.0822 | |||
| Maximum Drawdown | 8.06 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 2.91 |
Virtu Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtu Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtu Financial's standard deviation. In reality, there are many statistical measures that can use Virtu Financial historical prices to predict the future Virtu Financial's volatility.| Risk Adjusted Performance | 0.117 | |||
| Jensen Alpha | 0.1553 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.085 | |||
| Treynor Ratio | 0.289 |
Virtu Financial Backtested Returns
Virtu Financial appears to be very steady, given 3 months investment horizon. Virtu Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Virtu Financial, which you can use to evaluate the volatility of the company. Please review Virtu Financial's Coefficient Of Variation of 649.61, semi deviation of 1.45, and Risk Adjusted Performance of 0.117 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Virtu Financial holds a performance score of 11. The entity has a beta of 0.89, which indicates possible diversification benefits within a given portfolio. Virtu Financial returns are very sensitive to returns on the market. As the market goes up or down, Virtu Financial is expected to follow. Please check Virtu Financial's sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to make a quick decision on whether Virtu Financial's existing price patterns will revert.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Virtu Financial has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Virtu Financial time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Virtu Financial price movement. The serial correlation of -0.76 indicates that around 76.0% of current Virtu Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Virtu Financial lagged returns against current returns
Autocorrelation, which is Virtu Financial 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 Virtu Financial's stock expected returns. We can calculate the autocorrelation of Virtu Financial returns to help us make a trade decision. For example, suppose you find that Virtu Financial 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 |
Virtu Financial 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 Virtu Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virtu Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virtu Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Virtu Financial Lagged Returns
When evaluating Virtu Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virtu Financial stock have on its future price. Virtu Financial 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, Virtu Financial autocorrelation shows the relationship between Virtu Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Virtu Financial.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Virtu Stock Analysis
When running Virtu Financial's price analysis, check to measure Virtu Financial'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 Virtu Financial is operating at the current time. Most of Virtu Financial's value examination focuses on studying past and present price action to predict the probability of Virtu Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Virtu Financial's price. Additionally, you may evaluate how the addition of Virtu Financial to your portfolios can decrease your overall portfolio volatility.