Vertical Aerospace Stock Market Value
| EVTL Stock | USD 4.49 0.15 3.46% |
| Symbol | Vertical |
Vertical Aerospace Price To Book Ratio
Is Aerospace & Defense 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 Vertical Aerospace. If investors know Vertical 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 Vertical Aerospace 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 Vertical Aerospace is measured differently than its book value, which is the value of Vertical that is recorded on the company's balance sheet. Investors also form their own opinion of Vertical Aerospace's value that differs from its market value or its book value, called intrinsic value, which is Vertical Aerospace'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 Vertical Aerospace's market value can be influenced by many factors that don't directly affect Vertical Aerospace'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 Vertical Aerospace's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vertical Aerospace is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vertical Aerospace'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.
Vertical Aerospace '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 Vertical Aerospace'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 Vertical Aerospace.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Vertical Aerospace on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Vertical Aerospace or generate 0.0% return on investment in Vertical Aerospace over 30 days. Vertical Aerospace is related to or competes with Archer Aviation, Ehang Holdings, Rocket Lab, HEICO, Embraer SA, Heico, and Eve Holding. Vertical Aerospace Ltd., an aerospace and technology company, engages in designing, manufacturing, and selling zero oper... More
Vertical Aerospace 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 Vertical Aerospace'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 Vertical Aerospace upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.84 | |||
| Information Ratio | 0.0549 | |||
| Maximum Drawdown | 87.86 | |||
| Value At Risk | (13.80) | |||
| Potential Upside | 29.78 |
Vertical Aerospace Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vertical Aerospace's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vertical Aerospace's standard deviation. In reality, there are many statistical measures that can use Vertical Aerospace historical prices to predict the future Vertical Aerospace's volatility.| Risk Adjusted Performance | 0.0506 | |||
| Jensen Alpha | 0.6914 | |||
| Total Risk Alpha | 0.6099 | |||
| Sortino Ratio | 0.0636 | |||
| Treynor Ratio | 1.06 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vertical Aerospace'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.
Vertical Aerospace Backtested Returns
Vertical Aerospace owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.062, which indicates the firm had a -0.062 % return per unit of risk over the last 3 months. Vertical Aerospace exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vertical Aerospace's Risk Adjusted Performance of 0.0506, semi deviation of 10.21, and Coefficient Of Variation of 1783.9 to confirm the risk estimate we provide. The entity has a beta of 0.65, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vertical Aerospace's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vertical Aerospace is expected to be smaller as well. At this point, Vertical Aerospace has a negative expected return of -0.7%. Please make sure to validate Vertical Aerospace's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Vertical Aerospace performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.67 |
Very good reverse predictability
Vertical Aerospace has very good reverse predictability. Overlapping area represents the amount of predictability between Vertical Aerospace time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vertical Aerospace price movement. The serial correlation of -0.67 indicates that around 67.0% of current Vertical Aerospace price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Vertical Aerospace lagged returns against current returns
Autocorrelation, which is Vertical Aerospace 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 Vertical Aerospace's stock expected returns. We can calculate the autocorrelation of Vertical Aerospace returns to help us make a trade decision. For example, suppose you find that Vertical Aerospace 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 |
Vertical Aerospace 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 Vertical Aerospace stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vertical Aerospace stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vertical Aerospace stock over time.
Current vs Lagged Prices |
| Timeline |
Vertical Aerospace Lagged Returns
When evaluating Vertical Aerospace's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vertical Aerospace stock have on its future price. Vertical Aerospace 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, Vertical Aerospace autocorrelation shows the relationship between Vertical Aerospace stock current value and its past values and can show if there is a momentum factor associated with investing in Vertical Aerospace.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Vertical Aerospace Correlation, Vertical Aerospace Volatility and Vertical Aerospace Alpha and Beta module to complement your research on Vertical Aerospace. For more information on how to buy Vertical Stock please use our How to buy in Vertical Stock guide.You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Vertical Aerospace 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.