Vornado Realty Trust Stock Market Value
| VNORP Stock | USD 98.00 0.00 0.00% |
| Symbol | Vornado |
Vornado Realty '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 Vornado Realty's pink sheet 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 Vornado Realty.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Vornado Realty on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Vornado Realty Trust or generate 0.0% return on investment in Vornado Realty over 90 days. Vornado Realty is related to or competes with Vornado Realty, Vornado Realty, Vornado Realty, Hudson Pacific, SL Green, City Office, and SL Green. Vornados portfolio is concentrated in the nations key market New York City along with the premier asset in both Chicago ... More
Vornado Realty 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 Vornado Realty's pink sheet 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 Vornado Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2044 | |||
| Maximum Drawdown | 15.29 |
Vornado Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vornado Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vornado Realty's standard deviation. In reality, there are many statistical measures that can use Vornado Realty historical prices to predict the future Vornado Realty's volatility.| Risk Adjusted Performance | 0.1453 | |||
| Jensen Alpha | 0.3411 | |||
| Total Risk Alpha | 0.6242 | |||
| Treynor Ratio | (8.33) |
Vornado Realty Trust Backtested Returns
Vornado Realty appears to be very steady, given 3 months investment horizon. Vornado Realty Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Vornado Realty Trust, which you can use to evaluate the volatility of the company. Please review Vornado Realty's Risk Adjusted Performance of 0.1453, variance of 4.95, and Coefficient Of Variation of 625.53 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vornado Realty holds a performance score of 12. The entity has a beta of -0.0415, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vornado Realty are expected to decrease at a much lower rate. During the bear market, Vornado Realty is likely to outperform the market. Please check Vornado Realty's market risk adjusted performance, jensen alpha, as well as the relationship between the Jensen Alpha and day typical price , to make a quick decision on whether Vornado Realty's existing price patterns will revert.
Auto-correlation | 0.02 |
Virtually no predictability
Vornado Realty Trust has virtually no predictability. Overlapping area represents the amount of predictability between Vornado Realty time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Vornado Realty Trust price movement. The serial correlation of 0.02 indicates that only 2.0% of current Vornado Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 5.45 |
Vornado Realty Trust lagged returns against current returns
Autocorrelation, which is Vornado Realty pink sheet'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 Vornado Realty's pink sheet expected returns. We can calculate the autocorrelation of Vornado Realty returns to help us make a trade decision. For example, suppose you find that Vornado Realty has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Vornado Realty 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 Vornado Realty pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vornado Realty pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vornado Realty pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vornado Realty Lagged Returns
When evaluating Vornado Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vornado Realty pink sheet have on its future price. Vornado Realty 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, Vornado Realty autocorrelation shows the relationship between Vornado Realty pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vornado Realty Trust.
Regressed Prices |
| Timeline |
Additional Tools for Vornado Pink Sheet Analysis
When running Vornado Realty's price analysis, check to measure Vornado Realty'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 Vornado Realty is operating at the current time. Most of Vornado Realty's value examination focuses on studying past and present price action to predict the probability of Vornado Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vornado Realty's price. Additionally, you may evaluate how the addition of Vornado Realty to your portfolios can decrease your overall portfolio volatility.