Vimeo Inc Stock Market Value
| VMEO Stock | USD 6.72 0.27 4.19% |
| Symbol | Vimeo |
Vimeo Inc Price To Book Ratio
Is Application Software 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 Vimeo. If investors know Vimeo 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 Vimeo 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 0.081 | Earnings Share 0.2 | Revenue Per Share 2.552 | Quarterly Revenue Growth (0.02) | Return On Assets 0.0251 |
The market value of Vimeo Inc is measured differently than its book value, which is the value of Vimeo that is recorded on the company's balance sheet. Investors also form their own opinion of Vimeo's value that differs from its market value or its book value, called intrinsic value, which is Vimeo'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 Vimeo's market value can be influenced by many factors that don't directly affect Vimeo'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 Vimeo's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vimeo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vimeo'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.
Vimeo '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 Vimeo'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 Vimeo.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Vimeo on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Vimeo Inc or generate 0.0% return on investment in Vimeo over 30 days. Vimeo is related to or competes with BASE, Red Violet, Issuer Direct, Adcore, RenoWorks Software, and PAR Technology. Vimeo, Inc., together with its subsidiaries, provides video software solutions in New York and internationally More
Vimeo 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 Vimeo'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 Vimeo Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.57 | |||
| Information Ratio | 0.0895 | |||
| Maximum Drawdown | 50.94 | |||
| Value At Risk | (3.65) | |||
| Potential Upside | 4.19 |
Vimeo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vimeo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vimeo's standard deviation. In reality, there are many statistical measures that can use Vimeo historical prices to predict the future Vimeo's volatility.| Risk Adjusted Performance | 0.0839 | |||
| Jensen Alpha | 0.5185 | |||
| Total Risk Alpha | 0.3906 | |||
| Sortino Ratio | 0.2085 | |||
| Treynor Ratio | 0.3117 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vimeo'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.
Vimeo Inc Backtested Returns
Vimeo appears to be relatively risky, given 3 months investment horizon. Vimeo Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1% return per unit of risk over the last 3 months. By inspecting Vimeo's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please review Vimeo's Semi Deviation of 2.22, risk adjusted performance of 0.0839, and Coefficient Of Variation of 1053.64 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vimeo holds a performance score of 7. The entity has a beta of 1.79, 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, Vimeo will likely underperform. Please check Vimeo's skewness, and the relationship between the value at risk and day median price , to make a quick decision on whether Vimeo's existing price patterns will revert.
Auto-correlation | -0.34 |
Poor reverse predictability
Vimeo Inc has poor reverse predictability. Overlapping area represents the amount of predictability between Vimeo time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Vimeo Inc price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Vimeo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Vimeo Inc lagged returns against current returns
Autocorrelation, which is Vimeo 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 Vimeo's stock expected returns. We can calculate the autocorrelation of Vimeo returns to help us make a trade decision. For example, suppose you find that Vimeo 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 |
Vimeo 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 Vimeo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vimeo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vimeo stock over time.
Current vs Lagged Prices |
| Timeline |
Vimeo Lagged Returns
When evaluating Vimeo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vimeo stock have on its future price. Vimeo 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, Vimeo autocorrelation shows the relationship between Vimeo stock current value and its past values and can show if there is a momentum factor associated with investing in Vimeo Inc.
Regressed Prices |
| Timeline |
Pair Trading with Vimeo
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 Vimeo 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 Vimeo will appreciate offsetting losses from the drop in the long position's value.Moving together with Vimeo Stock
| 0.95 | DJCO | Daily Journal Corp Earnings Call This Week | PairCorr |
| 0.79 | AI | C3 Ai Inc | PairCorr |
| 0.8 | AZ | A2Z Smart Technologies | PairCorr |
| 0.83 | BL | Blackline | PairCorr |
Moving against Vimeo Stock
| 0.74 | VTEX | VTEX | PairCorr |
| 0.55 | VERB | VERB TECHNOLOGY PANY | PairCorr |
| 0.52 | ILLRW | Triller Group Symbol Change | PairCorr |
The ability to find closely correlated positions to Vimeo could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vimeo 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 Vimeo - 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 Vimeo Inc to buy it.
The correlation of Vimeo 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 Vimeo moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vimeo Inc 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 Vimeo 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.Check out Vimeo Correlation, Vimeo Volatility and Vimeo Alpha and Beta module to complement your research on Vimeo. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Vimeo 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.