VF Corp Stock Market Value

VFC
 Stock
  

USD 33.76  0.58  1.69%   

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


Is VF Corp'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 VF Corp. If investors know VF Corp 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 VF Corp 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
(0.11) 
Market Capitalization
13.1 B
Quarterly Revenue Growth YOY
(0.037) 
Return On Assets
0.066
Return On Equity
0.13
The market value of VF Corp is measured differently than its book value, which is the value of VF Corp that is recorded on the company's balance sheet. Investors also form their own opinion of VF Corp's value that differs from its market value or its book value, called intrinsic value, which is VF Corp'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 VF Corp's market value can be influenced by many factors that don't directly affect VF Corp'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 VF Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine VF Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VF Corp'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.

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.
0.00
06/04/2021
No Change 0.00  0.0 
In 1 year 5 months and 24 days
11/26/2022
0.00
If you would invest  0.00  in VF Corp on June 4, 2021 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 540 days. VF Corp is related to or competes with Wolverine World, Aarons Holdings, American Eagle, Amazon, Abercrombie Fitch, Aramark Holdings, and Activision Blizzard. Corporation, together with its subsidiaries, engages in the design, procurement, marketing, and distribution of branded ... 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of VF Corp'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 VF Corp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
31.0934.4937.89
Details
Intrinsic
Valuation
LowReal ValueHigh
30.9147.1750.57
Details
Naive
Forecast
LowNext ValueHigh
32.3635.7639.16
Details
15 Analysts
Consensus
LowTarget PriceHigh
72.0086.47100.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as VF Corp. Your research has to be compared to or analyzed against VF Corp's peers to derive any actionable benefits. When done correctly, VF Corp'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 VF Corp.

VF Corp Backtested Returns

VF Corp retains Efficiency (Sharpe Ratio) of -0.0648, which indicates the firm had -0.0648% of return per unit of price deviation over the last 3 months. Macroaxis outlook to measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. VF Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate VF Corp risk adjusted performance of (0.11), and Mean Deviation of 2.53 to confirm the risk estimate we provide.
The entity owns a Beta (Systematic Risk) of 1.5719, which indicates a somewhat significant risk relative to the market. Let's try to break down what VF Corp's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, VF Corp will likely underperform. Even though it is essential to pay attention to VF Corp existing price patterns, it is always good to be careful when utilizing equity price patterns. Our way in which we are measuring any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. VF Corp exposes twenty-one different technical indicators, which can help you to evaluate its performance. VF Corp has an expected return of -0.22%. Please be advised to validate VF Corp information ratio, and the relationship between the downside deviation and value at risk to decide if VF Corp performance from the past will be repeated sooner or later.

Auto-correlation

    
  0.75  

Good predictability

VF Corp has good predictability. Overlapping area represents the amount of predictability between VF Corp time series from 4th of June 2021 to 1st of March 2022 and 1st of March 2022 to 26th 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 VF Corp price movement. The serial correlation of 0.75 indicates that around 75.0% of current VF Corp price fluctuation can be explain by its past prices.
Correlation Coefficient0.75
Spearman Rank Test0.7
Residual Average0.0
Price Variance75.71

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 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   
Share
       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   
Share
       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   
Share
       Timeline  

VF Corp Investors Sentiment

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

VF Corp Implied Volatility

    
  38.8  
VF Corp's implied volatility exposes the market's sentiment of VF Corp stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if VF Corp's 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 VF Corp stock will not fluctuate a lot when VF Corp's 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 VF Corp 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, VF Corp's short interest history, or implied volatility extrapolated from VF Corp 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 VF Corp Correlation, VF Corp Volatility and VF Corp Alpha and Beta module to complement your research on VF Corp. Note that the VF Corp information on this page should be used as a complementary analysis to other VF Corp's 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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Complementary Tools for VF Corp Stock analysis

When running VF Corp 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 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.
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Equity Valuation
Check real value of public entities based on technical and fundamental data
Go
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
VF Corp 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 VF Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of VF Corp 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...