Vail Resorts Stock Market Value
| MTN Stock | USD 164.93 0.00 0.00% |
| Symbol | Vail |
Vail Resorts Price To Book Ratio
Is Hotels, Restaurants & Leisure 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 Vail Resorts. If investors know Vail 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 Vail Resorts 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 0.166 | Dividend Share 8.72 | Earnings Share 6.05 | Revenue Per Share | Quarterly Revenue Growth 0.007 |
The market value of Vail Resorts is measured differently than its book value, which is the value of Vail that is recorded on the company's balance sheet. Investors also form their own opinion of Vail Resorts' value that differs from its market value or its book value, called intrinsic value, which is Vail Resorts' 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 Vail Resorts' market value can be influenced by many factors that don't directly affect Vail Resorts' 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 Vail Resorts' value and its price as these two are different measures arrived at by different means. Investors typically determine if Vail Resorts is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vail Resorts' 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.
Vail Resorts '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 Vail Resorts' 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 Vail Resorts.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Vail Resorts on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Vail Resorts or generate 0.0% return on investment in Vail Resorts over 720 days. Vail Resorts is related to or competes with Marriot Vacations, Monarch Casino, Studio City, Hilton Grand, Playa Hotels, Golden Entertainment, and Ballys Corp. Vail Resorts, Inc., through its subsidiaries, operates mountain resorts and regional ski areas in the United States More
Vail Resorts 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 Vail Resorts' 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 Vail Resorts upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.55 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 2.62 |
Vail Resorts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vail Resorts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vail Resorts' standard deviation. In reality, there are many statistical measures that can use Vail Resorts historical prices to predict the future Vail Resorts' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vail Resorts' 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.
Vail Resorts Backtested Returns
Vail Resorts owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0273, which indicates the firm had a -0.0273 % return per unit of risk over the last 3 months. Vail Resorts exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vail Resorts' Coefficient Of Variation of (2,648), risk adjusted performance of (0.02), and Variance of 4.1 to confirm the risk estimate we provide. The entity has a beta of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vail Resorts' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vail Resorts is expected to be smaller as well. At this point, Vail Resorts has a negative expected return of -0.0564%. Please make sure to validate Vail Resorts' maximum drawdown, as well as the relationship between the rate of daily change and relative strength index , to decide if Vail Resorts performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.04 |
Virtually no predictability
Vail Resorts has virtually no predictability. Overlapping area represents the amount of predictability between Vail Resorts time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th 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 Vail Resorts price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Vail Resorts price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 259.35 |
Vail Resorts lagged returns against current returns
Autocorrelation, which is Vail Resorts 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 Vail Resorts' stock expected returns. We can calculate the autocorrelation of Vail Resorts returns to help us make a trade decision. For example, suppose you find that Vail Resorts 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 |
Vail Resorts 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 Vail Resorts stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vail Resorts stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vail Resorts stock over time.
Current vs Lagged Prices |
| Timeline |
Vail Resorts Lagged Returns
When evaluating Vail Resorts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vail Resorts stock have on its future price. Vail Resorts 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, Vail Resorts autocorrelation shows the relationship between Vail Resorts stock current value and its past values and can show if there is a momentum factor associated with investing in Vail Resorts.
Regressed Prices |
| Timeline |
Pair Trading with Vail Resorts
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vail Resorts position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vail Resorts will appreciate offsetting losses from the drop in the long position's value.Moving against Vail Stock
| 0.68 | EC | Ecopetrol SA ADR | PairCorr |
| 0.55 | MMSI | Merit Medical Systems | PairCorr |
| 0.47 | PRDO | Perdoceo Education Corp Earnings Call This Week | PairCorr |
| 0.43 | APTV | Aptiv PLC | PairCorr |
| 0.35 | HYMTF | Hyundai Motor | PairCorr |
The ability to find closely correlated positions to Vail Resorts could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vail Resorts when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vail Resorts - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vail Resorts to buy it.
The correlation of Vail Resorts is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vail Resorts moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vail Resorts moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vail Resorts can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Vail Resorts Correlation, Vail Resorts Volatility and Vail Resorts Alpha and Beta module to complement your research on Vail Resorts. To learn how to invest in Vail Stock, please use our How to Invest in Vail Resorts guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Vail Resorts 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.