VF (Germany) Market Value

VFP Stock  EUR 19.75  0.02  0.10%   
VF's market value is the price at which a share of VF trades on a public exchange. It measures the collective expectations of VF Corporation investors about its performance. VF is trading at 19.75 as of the 5th of December 2024. This is a 0.1% down since the beginning of the trading day. The stock's lowest day price was 19.75.
With this module, you can estimate the performance of a buy and hold strategy of VF Corporation and determine expected loss or profit from investing in VF over a given investment horizon. Check out VF Correlation, VF Volatility and VF Alpha and Beta module to complement your research on VF.
Symbol

Please note, there is a significant difference between VF's value and its price as these two are different measures arrived at by different means. Investors typically determine if VF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VF'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.

VF '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 VF'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 VF.
0.00
11/05/2024
No Change 0.00  0.0 
In 30 days
12/05/2024
0.00
If you would invest  0.00  in VF on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding VF Corporation or generate 0.0% return on investment in VF over 30 days. VF is related to or competes with Sporttotal, Fast Retailing, SCIENCE IN, SPARTAN STORES, Vastned Retail, Gaztransport Technigaz, and Ross Stores. Corporation engages in the design, production, procurement, marketing, and distribution of branded lifestyle apparel, fo... More

VF 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 VF'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 VF Corporation upside and downside potential and time the market with a certain degree of confidence.

VF Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for VF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VF's standard deviation. In reality, there are many statistical measures that can use VF historical prices to predict the future VF's volatility.
Hype
Prediction
LowEstimatedHigh
15.0219.7524.48
Details
Intrinsic
Valuation
LowRealHigh
10.9815.7120.44
Details
Naive
Forecast
LowNextHigh
15.4920.2324.96
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
18.3719.0719.77
Details

VF Corporation Backtested Returns

VF appears to be somewhat reliable, given 3 months investment horizon. VF Corporation retains Efficiency (Sharpe Ratio) of 0.0982, which indicates the firm had a 0.0982% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for VF, which you can use to evaluate the volatility of the company. Please review VF's Mean Deviation of 3.08, downside deviation of 3.16, and Risk Adjusted Performance of 0.081 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, VF holds a performance score of 7. The entity owns a Beta (Systematic Risk) of -0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning VF are expected to decrease at a much lower rate. During the bear market, VF is likely to outperform the market. Please check VF's information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to make a quick decision on whether VF's current price history will revert.

Auto-correlation

    
  -0.72  

Almost perfect reverse predictability

VF Corporation has almost perfect reverse predictability. Overlapping area represents the amount of predictability between VF time series from 5th of November 2024 to 20th of November 2024 and 20th of November 2024 to 5th 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 VF Corporation price movement. The serial correlation of -0.72 indicates that around 72.0% of current VF price fluctuation can be explain by its past prices.
Correlation Coefficient-0.72
Spearman Rank Test-0.65
Residual Average0.0
Price Variance0.59

VF Corporation lagged returns against current returns

Autocorrelation, which is VF 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 VF's stock expected returns. We can calculate the autocorrelation of VF returns to help us make a trade decision. For example, suppose you find that VF 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  

VF 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 VF stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VF stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VF stock over time.
   Current vs Lagged Prices   
       Timeline  

VF Lagged Returns

When evaluating VF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VF stock have on its future price. VF 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, VF autocorrelation shows the relationship between VF stock current value and its past values and can show if there is a momentum factor associated with investing in VF Corporation.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Additional Information and Resources on Investing in VF Stock

When determining whether VF Corporation offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of VF's 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 Vf Corporation Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Vf Corporation Stock:
Check out VF Correlation, VF Volatility and VF Alpha and Beta module to complement your research on VF.
You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
VF 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.
A focus of VF technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of VF trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...