Virtus Investment Partners, Stock Market Value
| VRTS Stock | USD 239.70 2.97 1.22% |
| Symbol | Virtus |
Virtus Investment Price To Book Ratio
Is Asset Management & Custody Banks 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 Virtus Investment. If investors know Virtus 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 Virtus Investment 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 0.363 | Dividend Share 7.95 | Earnings Share 16.44 | Revenue Per Share 124.659 | Quarterly Revenue Growth 0.035 |
The market value of Virtus Investment is measured differently than its book value, which is the value of Virtus that is recorded on the company's balance sheet. Investors also form their own opinion of Virtus Investment's value that differs from its market value or its book value, called intrinsic value, which is Virtus Investment'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 Virtus Investment's market value can be influenced by many factors that don't directly affect Virtus Investment'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 Virtus Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Virtus Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Virtus Investment'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.
Virtus Investment '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 Virtus Investment'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 Virtus Investment.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Virtus Investment on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Virtus Investment Partners, or generate 0.0% return on investment in Virtus Investment over 30 days. Virtus Investment is related to or competes with Visa, Diamond Hill, AllianceBernstein, Deutsche Bank, and Dynex Capital. Virtus Investment Partners, Inc. is a publicly owned investment manager More
Virtus Investment 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 Virtus Investment'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 Virtus Investment Partners, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | 0.1167 | |||
| Maximum Drawdown | 11.08 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 3.13 |
Virtus Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtus Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtus Investment's standard deviation. In reality, there are many statistical measures that can use Virtus Investment historical prices to predict the future Virtus Investment's volatility.| Risk Adjusted Performance | 0.1284 | |||
| Jensen Alpha | 0.1268 | |||
| Total Risk Alpha | 0.0754 | |||
| Sortino Ratio | 0.1542 | |||
| Treynor Ratio | 0.1506 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Virtus Investment'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.
Virtus Investment Backtested Returns
Virtus Investment appears to be very steady, given 3 months investment horizon. Virtus Investment 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 thirty technical indicators for Virtus Investment Partners,, which you can use to evaluate the volatility of the company. Please review Virtus Investment's Coefficient Of Variation of 593.8, risk adjusted performance of 0.1284, and Semi Deviation of 1.2 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Virtus Investment holds a performance score of 10. The entity has a beta of 2.1, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Virtus Investment will likely underperform. Please check Virtus Investment's semi variance, as well as the relationship between the rate of daily change and relative strength index , to make a quick decision on whether Virtus Investment's existing price patterns will revert.
Auto-correlation | -0.86 |
Excellent reverse predictability
Virtus Investment Partners, has excellent reverse predictability. Overlapping area represents the amount of predictability between Virtus Investment time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 Virtus Investment price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Virtus Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 11.17 |
Virtus Investment lagged returns against current returns
Autocorrelation, which is Virtus Investment 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 Virtus Investment's stock expected returns. We can calculate the autocorrelation of Virtus Investment returns to help us make a trade decision. For example, suppose you find that Virtus Investment 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 |
Virtus Investment 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 Virtus Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virtus Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virtus Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Virtus Investment Lagged Returns
When evaluating Virtus Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virtus Investment stock have on its future price. Virtus Investment 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, Virtus Investment autocorrelation shows the relationship between Virtus Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Virtus Investment Partners,.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Virtus Stock Analysis
When running Virtus Investment's price analysis, check to measure Virtus Investment'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 Virtus Investment is operating at the current time. Most of Virtus Investment's value examination focuses on studying past and present price action to predict the probability of Virtus Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Virtus Investment's price. Additionally, you may evaluate how the addition of Virtus Investment to your portfolios can decrease your overall portfolio volatility.