Vci Global Limited Stock Market Value
| VCIG Stock | 1.87 0.15 8.72% |
| Symbol | VCI |
VCI Global Limited Price To Book Ratio
Is Environmental & Facilities Services 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 VCI Global. If investors know VCI 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 VCI Global 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 (0.34) | Earnings Share 8.51 | Revenue Per Share 96.7 | Quarterly Revenue Growth 0.456 | Return On Assets 0.1441 |
The market value of VCI Global Limited is measured differently than its book value, which is the value of VCI that is recorded on the company's balance sheet. Investors also form their own opinion of VCI Global's value that differs from its market value or its book value, called intrinsic value, which is VCI Global'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 VCI Global's market value can be influenced by many factors that don't directly affect VCI Global'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 VCI Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if VCI Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VCI Global'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.
VCI Global '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 VCI Global'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 VCI Global.
| 01/07/2023 |
| 12/27/2024 |
If you would invest 0.00 in VCI Global on January 7, 2023 and sell it all today you would earn a total of 0.00 from holding VCI Global Limited or generate 0.0% return on investment in VCI Global over 720 days. VCI Global is related to or competes with Genpact, Broadridge Financial, First Advantage, Franklin Covey, Kingsoft Cloud, Mistras, and NL Industries. VCI Global is entity of United States. It is traded as Stock on NASDAQ exchange. More
VCI Global 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 VCI Global'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 VCI Global Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 156.61 | |||
| Value At Risk | (22.46) | |||
| Potential Upside | 14.97 |
VCI Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VCI Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VCI Global's standard deviation. In reality, there are many statistical measures that can use VCI Global historical prices to predict the future VCI Global's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.81) | |||
| Total Risk Alpha | (1.71) | |||
| Treynor Ratio | (0.19) |
VCI Global Limited Backtested Returns
VCI Global Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0427, which indicates the company had a -0.0427% return per unit of volatility over the last 3 months. VCI Global Limited exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VCI Global's Market Risk Adjusted Performance of (0.18), standard deviation of 19.33, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The firm has a beta of 3.55, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, VCI Global will likely underperform. At this point, VCI Global Limited has a negative expected return of -0.85%. Please make sure to validate VCI Global's maximum drawdown, as well as the relationship between the accumulation distribution and day typical price , to decide if VCI Global Limited performance from the past will be repeated at future time.
Auto-correlation | 0.18 |
Very weak predictability
VCI Global Limited has very weak predictability. Overlapping area represents the amount of predictability between VCI Global time series from 7th of January 2023 to 2nd of January 2024 and 2nd of January 2024 to 27th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VCI Global Limited price movement. The serial correlation of 0.18 indicates that over 18.0% of current VCI Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 458.07 |
VCI Global Limited lagged returns against current returns
Autocorrelation, which is VCI Global 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 VCI Global's stock expected returns. We can calculate the autocorrelation of VCI Global returns to help us make a trade decision. For example, suppose you find that VCI Global 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 |
VCI Global 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 VCI Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VCI Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VCI Global stock over time.
Current vs Lagged Prices |
| Timeline |
VCI Global Lagged Returns
When evaluating VCI Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VCI Global stock have on its future price. VCI Global 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, VCI Global autocorrelation shows the relationship between VCI Global stock current value and its past values and can show if there is a momentum factor associated with investing in VCI Global Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether VCI Global Limited is a strong investment it is important to analyze VCI Global's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact VCI Global's future performance. For an informed investment choice regarding VCI Stock, refer to the following important reports:Check out VCI Global Correlation, VCI Global Volatility and VCI Global Alpha and Beta module to complement your research on VCI Global. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
VCI Global 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.