VF Stock Market Value

VFC
 Stock
  

USD 33.22  0.26  0.78%   

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


Is VF'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. If investors know VF 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 listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of VF Corporation is measured differently than its book value, which is the value of VF that is recorded on the company's balance sheet. Investors also form their own opinion of VF's value that differs from its market value or its book value, called intrinsic value, which is VF'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's market value can be influenced by many factors that don't directly affect VF'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's value and its price as these two are different measures arrived at by different means. Investors typically determine VF value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VF'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 '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'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.
0.00
09/04/2022
No Change 0.00  0.0 
In 2 months and 31 days
12/03/2022
0.00
If you would invest  0.00  in VF on September 4, 2022 and sell it all today you would earn a total of 0.00 from holding VF Corporation or generate 0.0% return on investment in VF over 90 days. VF is related to or competes with Brunswick, Topbuild Corp, Beazer Homes, Century Communities, Clarus Corp, Crocs, and Culp. Corporation, together with its subsidiaries, engages in the design, procurement, marketing, and distribution of branded ... More

VF 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'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 Corporation upside and downside potential and time the market with a certain degree of confidence.

VF Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for VF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VF's standard deviation. In reality, there are many statistical measures that can use VF historical prices to predict the future VF'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'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 in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
29.2532.7536.25
Details
Intrinsic
Valuation
LowReal ValueHigh
29.5446.2249.72
Details
15 Analysts
Consensus
LowTarget PriceHigh
72.0086.47100.00
Details
Earnings
Estimates (10)
LowProjected EPSHigh
3.063.183.23
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as VF. Your research has to be compared to or analyzed against VF's peers to derive any actionable benefits. When done correctly, VF'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 Corporation.

VF Corporation Backtested Returns

VF Corporation retains Efficiency (Sharpe Ratio) of -0.0646, which indicates the firm had -0.0646% 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 exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate VF Corporation risk adjusted performance of (0.11), and Mean Deviation of 2.51 to confirm the risk estimate we provide.
The entity owns a Beta (Systematic Risk) of 1.5817, which indicates a somewhat significant risk relative to the market. Let's try to break down what VF'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 will likely underperform. Even though it is essential to pay attention to VF Corporation 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 exposes twenty-seven different technical indicators, which can help you to evaluate its performance. VF Corporation has an expected return of -0.23%. Please be advised to validate VF Corporation value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall to decide if VF Corporation performance from the past will be repeated sooner or later.

Auto-correlation

    
  -0.88  

Excellent reverse predictability

VF Corporation has excellent reverse predictability. Overlapping area represents the amount of predictability between VF time series from 4th of September 2022 to 19th of October 2022 and 19th of October 2022 to 3rd of December 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 Corporation price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current VF price fluctuation can be explain by its past prices.
Correlation Coefficient-0.88
Spearman Rank Test-0.79
Residual Average0.0
Price Variance6.64

VF Corporation lagged returns against current returns

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

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

VF Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in VF 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 VF Correlation, VF Volatility and VF Alpha and Beta module to complement your research on VF. Note that the VF Corporation information on this page should be used as a complementary analysis to other VF'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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