Vale SA Stock Market Value

VALE
 Stock
  

USD 15.17  0.05  0.33%   

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


Is Vale SA'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 Vale SA. If investors know Vale SA 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 Vale SA 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 YOY
0.29
Market Capitalization
71 B
Quarterly Revenue Growth YOY
(0.19) 
Return On Assets
0.15
Return On Equity
0.52
The market value of Vale SA ADR is measured differently than its book value, which is the value of Vale SA that is recorded on the company's balance sheet. Investors also form their own opinion of Vale SA's value that differs from its market value or its book value, called intrinsic value, which is Vale SA'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 Vale SA's market value can be influenced by many factors that don't directly affect Vale SA'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 Vale SA's value and its price as these two are different measures arrived at by different means. Investors typically determine Vale SA value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vale SA'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.

Vale SA '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 Vale SA'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 Vale SA.
0.00
01/08/2021
No Change 0.00  0.0 
In 1 year 10 months and 21 days
11/29/2022
0.00
If you would invest  0.00  in Vale SA on January 8, 2021 and sell it all today you would earn a total of 0.00 from holding Vale SA ADR or generate 0.0% return on investment in Vale SA over 690 days. Vale SA is related to or competes with Netflix. Vale S.A., together with its subsidiaries, produces and sells iron ore and iron ore pellets for use as raw materials in ... More

Vale SA 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 Vale SA'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 Vale SA ADR upside and downside potential and time the market with a certain degree of confidence.

Vale SA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vale SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vale SA's standard deviation. In reality, there are many statistical measures that can use Vale SA historical prices to predict the future Vale SA's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Vale SA'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. Please use the tools below to analyze the current value of Vale SA in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
11.5915.1218.65
Details
Intrinsic
Valuation
LowReal ValueHigh
9.3912.9216.45
Details
Naive
Forecast
LowNext ValueHigh
11.2214.7518.28
Details
9 Analysts
Consensus
LowTarget PriceHigh
8.0011.2814.20
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vale SA. Your research has to be compared to or analyzed against Vale SA's peers to derive any actionable benefits. When done correctly, Vale SA's 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 Vale SA ADR.

Vale SA ADR Backtested Returns

Vale SA appears to be somewhat reliable, given 3 months investment horizon. Vale SA ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had 0.11% 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 Vale SA ADR, which you can use to evaluate the future volatility of the company. Please review Vale SA's Risk Adjusted Performance of 0.1, coefficient of variation of 1510.97, and Semi Deviation of 2.66 to confirm if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Vale SA holds a performance score of 8. The entity has a beta of 0.7306, which indicates possible diversification benefits within a given portfolio. Let's try to break down what Vale SA's beta means in this case. As returns on the market increase, Vale SA returns are expected to increase less than the market. However, during the bear market, the loss on holding Vale SA will be expected to be smaller as well. Although it is vital to follow Vale SA ADR current price movements, it is good to be conservative about what you can do with the information regarding equity 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 Vale SA ADR technical indicators, you can presently evaluate if the expected return of 0.38% will be sustainable into the future. Please operates Vale SA downside variance, and the relationship between the treynor ratio and kurtosis to make a quick decision on whether Vale SA ADR existing price patterns will revert.

Auto-correlation

    
  0.22  

Weak predictability

Vale SA ADR has weak predictability. Overlapping area represents the amount of predictability between Vale SA time series from 8th of January 2021 to 19th of December 2021 and 19th of December 2021 to 29th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vale SA ADR price movement. The serial correlation of 0.22 indicates that over 22.0% of current Vale SA price fluctuation can be explain by its past prices.
Correlation Coefficient0.22
Spearman Rank Test-0.02
Residual Average0.0
Price Variance4.24

Vale SA ADR lagged returns against current returns

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

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

Vale SA Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Vale SA without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Also, please take a look at Vale SA Correlation, Vale SA Volatility and Vale SA Alpha and Beta module to complement your research on Vale SA. You can also try Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

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