Vail Resorts (Germany) Market Value
| VAI Stock | EUR 171.00 6.00 3.39% |
| Symbol | Vail |
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.
| 07/23/2024 |
| 01/19/2025 |
If you would invest 0.00 in Vail Resorts on July 23, 2024 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 180 days. Vail Resorts is related to or competes with Las Vegas, Galaxy Entertainment, Sands China, MGM Resorts, Wynn Resorts, ENTAIN PLC, and Entain Plc. Vail Resorts, Inc., through its subsidiaries, operates mountain resorts and urban 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.
| Downside Deviation | 2.03 | |||
| Information Ratio | 0.0847 | |||
| Maximum Drawdown | 10.35 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 3.45 |
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 | 0.0885 | |||
| Jensen Alpha | 0.202 | |||
| Total Risk Alpha | 0.1495 | |||
| Sortino Ratio | 0.0885 | |||
| Treynor Ratio | (1.59) |
Vail Resorts Backtested Returns
At this point, Vail Resorts is very steady. Vail Resorts owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0849, which indicates the firm had a 0.0849% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vail Resorts, which you can use to evaluate the volatility of the company. Please validate Vail Resorts' Risk Adjusted Performance of 0.0885, semi deviation of 1.7, and Coefficient Of Variation of 1013.89 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Vail Resorts has a performance score of 6 on a scale of 0 to 100. The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vail Resorts are expected to decrease at a much lower rate. During the bear market, Vail Resorts is likely to outperform the market. Vail Resorts right now has a risk of 2.16%. Please validate Vail Resorts maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Vail Resorts will be following its existing price patterns.
Auto-correlation | -0.02 |
Very weak reverse predictability
Vail Resorts has very weak reverse predictability. Overlapping area represents the amount of predictability between Vail Resorts time series from 23rd of July 2024 to 21st of October 2024 and 21st of October 2024 to 19th of January 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 -0.02 indicates that only 2.0% of current Vail Resorts price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 97.58 |
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 |
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Additional Information and Resources on Investing in Vail Stock
When determining whether Vail Resorts offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vail Resorts' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vail Resorts Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Vail Resorts Stock:Check out Vail Resorts Correlation, Vail Resorts Volatility and Vail Resorts Alpha and Beta module to complement your research on Vail Resorts. For more detail on how to invest in Vail Stock please use our How to Invest in Vail Resorts guide.You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
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.