Victory Capital Holdings Stock Market Value
| VCTR Stock | USD 57.97 1.35 2.38% |
| Symbol | Victory |
Victory Capital Holdings Price To Book Ratio
Is Asset Management & Custody Banks 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 Victory Capital. If investors know Victory 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 Victory Capital 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 0.427 | Dividend Share 1.555 | Earnings Share 4.38 | Revenue Per Share | Quarterly Revenue Growth 0.129 |
The market value of Victory Capital Holdings is measured differently than its book value, which is the value of Victory that is recorded on the company's balance sheet. Investors also form their own opinion of Victory Capital's value that differs from its market value or its book value, called intrinsic value, which is Victory Capital'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 Victory Capital's market value can be influenced by many factors that don't directly affect Victory Capital'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 Victory Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Victory Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Victory Capital'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.
Victory Capital '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 Victory Capital'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 Victory Capital.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Victory Capital on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Victory Capital Holdings or generate 0.0% return on investment in Victory Capital over 90 days. Victory Capital is related to or competes with Federated Premier, Blackrock Muniyield, Diamond Hill, NXG NextGen, Federated Investors, Stepstone, and Munivest Fund. Victory Capital Holdings, Inc., together with its subsidiaries, operates as an asset management company worldwide More
Victory Capital 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 Victory Capital'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 Victory Capital Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.75 | |||
| Value At Risk | (3.84) | |||
| Potential Upside | 3.18 |
Victory Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victory Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victory Capital's standard deviation. In reality, there are many statistical measures that can use Victory Capital historical prices to predict the future Victory Capital's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.1543 | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Victory Capital'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.
Victory Capital Holdings Backtested Returns
Victory Capital Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0611, which indicates the firm had a -0.0611 % return per unit of risk over the last 3 months. Victory Capital Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Victory Capital's Risk Adjusted Performance of (0.07), variance of 5.09, and Coefficient Of Variation of (1,045) to confirm the risk estimate we provide. The entity has a beta of 1.09, which indicates a somewhat significant risk relative to the market. Victory Capital returns are very sensitive to returns on the market. As the market goes up or down, Victory Capital is expected to follow. At this point, Victory Capital Holdings has a negative expected return of -0.14%. Please make sure to validate Victory Capital's coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if Victory Capital Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Victory Capital Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Victory Capital time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Victory Capital Holdings price movement. The serial correlation of -0.19 indicates that over 19.0% of current Victory Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 14.62 |
Victory Capital Holdings lagged returns against current returns
Autocorrelation, which is Victory Capital 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 Victory Capital's stock expected returns. We can calculate the autocorrelation of Victory Capital returns to help us make a trade decision. For example, suppose you find that Victory Capital 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 |
Victory Capital 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 Victory Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victory Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victory Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Victory Capital Lagged Returns
When evaluating Victory Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victory Capital stock have on its future price. Victory Capital 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, Victory Capital autocorrelation shows the relationship between Victory Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Victory Capital Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Victory Capital
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 Victory Capital 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 Victory Capital will appreciate offsetting losses from the drop in the long position's value.Moving together with Victory Stock
Moving against Victory Stock
The ability to find closely correlated positions to Victory Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Victory Capital 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 Victory Capital - 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 Victory Capital Holdings to buy it.
The correlation of Victory Capital 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 Victory Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Victory Capital Holdings 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 Victory Capital 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.Additional Tools for Victory Stock Analysis
When running Victory Capital's price analysis, check to measure Victory Capital'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 Victory Capital is operating at the current time. Most of Victory Capital's value examination focuses on studying past and present price action to predict the probability of Victory Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Victory Capital's price. Additionally, you may evaluate how the addition of Victory Capital to your portfolios can decrease your overall portfolio volatility.