Vici Properties Stock Market Value
| VICI Stock | USD 32.25 0.70 2.22% |
| Symbol | VICI |
VICI Properties Price To Book Ratio
Is Other Specialized REITs 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 VICI Properties. If investors know VICI 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 VICI Properties 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 (0.19) | Dividend Share 1.695 | Earnings Share 2.56 | Revenue Per Share | Quarterly Revenue Growth 0.047 |
The market value of VICI Properties is measured differently than its book value, which is the value of VICI that is recorded on the company's balance sheet. Investors also form their own opinion of VICI Properties' value that differs from its market value or its book value, called intrinsic value, which is VICI Properties' 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 VICI Properties' market value can be influenced by many factors that don't directly affect VICI Properties' 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 VICI Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if VICI Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VICI Properties' 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.
VICI Properties '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 VICI Properties' 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 VICI Properties.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in VICI Properties on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding VICI Properties or generate 0.0% return on investment in VICI Properties over 90 days. VICI Properties is related to or competes with Broadstone Net, Armada Hflr, Brightspire Capital, Safehold, Essential Properties, CTO Realty, and Gladstone Commercial. VICI Properties is an experiential real estate investment trust that owns one of the largest portfolios of market-leadin... More
VICI Properties 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 VICI Properties' 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 VICI Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | 0.1162 | |||
| Maximum Drawdown | 5.78 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.15 |
VICI Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VICI Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VICI Properties' standard deviation. In reality, there are many statistical measures that can use VICI Properties historical prices to predict the future VICI Properties' volatility.| Risk Adjusted Performance | 0.0413 | |||
| Jensen Alpha | 0.1062 | |||
| Total Risk Alpha | 0.2189 | |||
| Sortino Ratio | 0.1188 | |||
| Treynor Ratio | 0.0927 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VICI Properties' 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.
VICI Properties Backtested Returns
VICI Properties is very steady at the moment. VICI Properties retains Efficiency (Sharpe Ratio) of 0.0723, which indicates the firm had a 0.0723 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for VICI Properties, which you can use to evaluate the volatility of the company. Please validate VICI Properties' risk adjusted performance of 0.0413, and Downside Deviation of 1.33 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. VICI Properties has a performance score of 5 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.53, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VICI Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding VICI Properties is expected to be smaller as well. VICI Properties currently owns a risk of 1.4%. Please validate VICI Properties jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if VICI Properties will be following its current price history.
Auto-correlation | 0.26 |
Poor predictability
VICI Properties has poor predictability. Overlapping area represents the amount of predictability between VICI Properties 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 VICI Properties price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current VICI Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 1.34 |
VICI Properties lagged returns against current returns
Autocorrelation, which is VICI Properties 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 VICI Properties' stock expected returns. We can calculate the autocorrelation of VICI Properties returns to help us make a trade decision. For example, suppose you find that VICI Properties 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 |
VICI Properties 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 VICI Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VICI Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VICI Properties stock over time.
Current vs Lagged Prices |
| Timeline |
VICI Properties Lagged Returns
When evaluating VICI Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VICI Properties stock have on its future price. VICI Properties 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, VICI Properties autocorrelation shows the relationship between VICI Properties stock current value and its past values and can show if there is a momentum factor associated with investing in VICI Properties.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether VICI Properties offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of VICI Properties' 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 Vici Properties Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Vici Properties Stock:Check out VICI Properties Correlation, VICI Properties Volatility and VICI Properties Alpha and Beta module to complement your research on VICI Properties. For more detail on how to invest in VICI Stock please use our How to Invest in VICI Properties guide.You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
VICI Properties 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.