Volaris Stock Market Value
| VLRS Stock | USD 5.53 0.22 4.14% |
| Symbol | Volaris |
Volaris Price To Book Ratio
Is Passenger Airlines 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 Volaris. If investors know Volaris 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 Volaris 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 (0.59) | Earnings Share 1.08 | Revenue Per Share | Quarterly Revenue Growth (0.07) | Return On Assets |
The market value of Volaris is measured differently than its book value, which is the value of Volaris that is recorded on the company's balance sheet. Investors also form their own opinion of Volaris' value that differs from its market value or its book value, called intrinsic value, which is Volaris' 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 Volaris' market value can be influenced by many factors that don't directly affect Volaris' 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 Volaris' value and its price as these two are different measures arrived at by different means. Investors typically determine if Volaris is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Volaris' 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.
Volaris '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 Volaris' 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 Volaris.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Volaris on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Volaris or generate 0.0% return on investment in Volaris over 90 days. Volaris is related to or competes with Allegiant Travel, Azul SA, Alaska Air, International Consolidated, Sun Country, Frontier Group, and Mesa Air. Controladora Vuela Compaa de Aviacin, S.A.B More
Volaris 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 Volaris' 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 Volaris upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 18.8 | |||
| Value At Risk | (5.76) | |||
| Potential Upside | 4.14 |
Volaris Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volaris' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volaris' standard deviation. In reality, there are many statistical measures that can use Volaris historical prices to predict the future Volaris' volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.55) |
Volaris Backtested Returns
Volaris owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.2, which indicates the firm had a -0.2 % return per unit of risk over the last 3 months. Volaris exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Volaris' Variance of 9.81, risk adjusted performance of (0.16), and Coefficient Of Variation of (525.76) to confirm the risk estimate we provide. The entity has a beta of 1.1, which indicates a somewhat significant risk relative to the market. Volaris returns are very sensitive to returns on the market. As the market goes up or down, Volaris is expected to follow. At this point, Volaris has a negative expected return of -0.64%. Please make sure to validate Volaris' total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if Volaris performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.68 |
Very good reverse predictability
Volaris has very good reverse predictability. Overlapping area represents the amount of predictability between Volaris 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 Volaris price movement. The serial correlation of -0.68 indicates that around 68.0% of current Volaris price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
Volaris lagged returns against current returns
Autocorrelation, which is Volaris 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 Volaris' stock expected returns. We can calculate the autocorrelation of Volaris returns to help us make a trade decision. For example, suppose you find that Volaris 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 |
Volaris 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 Volaris stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volaris stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volaris stock over time.
Current vs Lagged Prices |
| Timeline |
Volaris Lagged Returns
When evaluating Volaris' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volaris stock have on its future price. Volaris 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, Volaris autocorrelation shows the relationship between Volaris stock current value and its past values and can show if there is a momentum factor associated with investing in Volaris.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Volaris Stock Analysis
When running Volaris' price analysis, check to measure Volaris' 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 Volaris is operating at the current time. Most of Volaris' value examination focuses on studying past and present price action to predict the probability of Volaris' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Volaris' price. Additionally, you may evaluate how the addition of Volaris to your portfolios can decrease your overall portfolio volatility.