Vmware Stock Market Value

VMW
 Stock
  

USD 114.06  0.08  0.07%   

Vmware's market value is the price at which a share of Vmware stock trades on a public exchange. It measures the collective expectations of Vmware Inc investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Vmware Inc and determine expected loss or profit from investing in Vmware over a given investment horizon. Also, please take a look at Vmware Hype Analysis, Vmware Correlation, Vmware Valuation, Vmware Volatility, as well as analyze Vmware Alpha and Beta and Vmware Performance.
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Is Vmware'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 Vmware. If investors know Vmware 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 Vmware 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
-0.44
Market Capitalization
48.1 B
Quarterly Revenue Growth YOY
0.031
Return On Assets
0.0511
Return On Equity
0.36
The market value of Vmware Inc is measured differently than its book value, which is the value of Vmware that is recorded on the company's balance sheet. Investors also form their own opinion of Vmware's value that differs from its market value or its book value, called intrinsic value, which is Vmware'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 Vmware's market value can be influenced by many factors that don't directly affect Vmware'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 Vmware's value and its price as these two are different measures arrived at by different means. Investors typically determine Vmware value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vmware'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.

Vmware '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 Vmware'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 Vmware.
0.00
07/13/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
07/03/2022
0.00
If you would invest  0.00  in Vmware on July 13, 2020 and sell it all today you would earn a total of 0.00 from holding Vmware Inc or generate 0.0% return on investment in Vmware over 720 days. Vmware is related to or competes with Alphabet, Home Depot, 3M, Chevron Corp, ATT, Exxon, and Disney. VMware, Inc. provides software solutions in the areas of modern applications, cloud management and infrastructure, netwo...More

Vmware 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 Vmware'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 Vmware Inc upside and downside potential and time the market with a certain degree of confidence.

Vmware Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vmware's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vmware's standard deviation. In reality, there are many statistical measures that can use Vmware historical prices to predict the future Vmware's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Vmware'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 Vmware in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
110.46114.23118.00
Details
Intrinsic
Valuation
LowReal ValueHigh
102.65143.80147.57
Details
Naive
Forecast
LowNext ValueHigh
113.75117.52121.29
Details
18 Analysts
Consensus
LowTarget PriceHigh
130.00153.69177.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vmware. Your research has to be compared to or analyzed against Vmware's peers to derive any actionable benefits. When done correctly, Vmware'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 Vmware Inc.

Vmware Inc Backtested Returns

We consider Vmware very steady. Vmware Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0105, which indicates the firm had 0.0105% 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-eight technical indicators for Vmware Inc, which you can use to evaluate the future volatility of the company. Please validate Vmware risk adjusted performance of 0.0045, and Coefficient Of Variation of (83,742) to confirm if the risk estimate we provide is consistent with the expected return of 0.0395%.
The entity has a beta of 1.4223, which indicates a somewhat significant risk relative to the market. Let's try to break down what Vmware'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, Vmware will likely underperform. Although it is important to respect Vmware Inc current price movements, it is better to be realistic regarding the information on the equity's 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 Vmware Inc technical indicators, you can presently evaluate if the expected return of 0.0395% will be sustainable into the future. Vmware Inc right now has a risk of 3.77%. Please validate Vmware treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price to decide if Vmware will be following its existing price patterns.

Auto-correlation

    
  -0.48  

Modest reverse predictability

Vmware Inc has modest reverse predictability. Overlapping area represents the amount of predictability between Vmware time series from 13th of July 2020 to 8th of July 2021 and 8th of July 2021 to 3rd of July 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 Vmware Inc price movement. The serial correlation of -0.48 indicates that about 48.0% of current Vmware price fluctuation can be explain by its past prices.
Correlation Coefficient-0.48
Spearman Rank Test-0.33
Residual Average0.0
Price Variance66.39

Vmware Inc lagged returns against current returns

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

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

Vmware Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Vmware without increasing your portfolio risk or giving up 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 Vmware Hype Analysis, Vmware Correlation, Vmware Valuation, Vmware Volatility, as well as analyze Vmware Alpha and Beta and Vmware Performance. Note that the Vmware Inc information on this page should be used as a complementary analysis to other Vmware'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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

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