Vodafone Group Plc Stock Market Value
| VOD Stock | USD 9.55 0.05 0.53% |
| Symbol | Vodafone |
Vodafone Group PLC Price To Book Ratio
Is Wireless Telecommunication Services 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 Vodafone Group. If investors know Vodafone 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 Vodafone Group 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 8.21 | Dividend Share 0.068 | Earnings Share 0.95 | Revenue Per Share | Quarterly Revenue Growth 0.016 |
The market value of Vodafone Group PLC is measured differently than its book value, which is the value of Vodafone that is recorded on the company's balance sheet. Investors also form their own opinion of Vodafone Group's value that differs from its market value or its book value, called intrinsic value, which is Vodafone Group'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 Vodafone Group's market value can be influenced by many factors that don't directly affect Vodafone Group'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 Vodafone Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vodafone Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vodafone Group'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.
Vodafone Group '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 Vodafone Group'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 Vodafone Group.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Vodafone Group on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Vodafone Group PLC or generate 0.0% return on investment in Vodafone Group over 90 days. Vodafone Group is related to or competes with Telefonica Brasil, Grupo Televisa, America Movil, Telefonica, SK Telecom, ATT, and T Mobile. Vodafone Group Public Limited Company engages in telecommunication services in Europe and internationally More
Vodafone Group 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 Vodafone Group'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 Vodafone Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.1465 | |||
| Maximum Drawdown | 6.88 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.63 |
Vodafone Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vodafone Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vodafone Group's standard deviation. In reality, there are many statistical measures that can use Vodafone Group historical prices to predict the future Vodafone Group's volatility.| Risk Adjusted Performance | 0.0517 | |||
| Jensen Alpha | 0.0973 | |||
| Total Risk Alpha | 0.3194 | |||
| Sortino Ratio | 0.1544 | |||
| Treynor Ratio | 0.414 |
Vodafone Group PLC Backtested Returns
At this point, Vodafone Group is not too volatile. Vodafone Group PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vodafone Group PLC, which you can use to evaluate the volatility of the company. Please validate Vodafone Group's Risk Adjusted Performance of 0.0517, coefficient of variation of 1778.34, and Semi Deviation of 1.25 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Vodafone Group has a performance score of 10 on a scale of 0 to 100. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vodafone Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vodafone Group is expected to be smaller as well. Vodafone Group PLC right now has a risk of 1.45%. Please validate Vodafone Group potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Vodafone Group will be following its existing price patterns.
Auto-correlation | 0.37 |
Below average predictability
Vodafone Group PLC has below average predictability. Overlapping area represents the amount of predictability between Vodafone Group 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 Vodafone Group PLC price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Vodafone Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Vodafone Group PLC lagged returns against current returns
Autocorrelation, which is Vodafone Group 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 Vodafone Group's stock expected returns. We can calculate the autocorrelation of Vodafone Group returns to help us make a trade decision. For example, suppose you find that Vodafone Group 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 |
Vodafone Group 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 Vodafone Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vodafone Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vodafone Group stock over time.
Current vs Lagged Prices |
| Timeline |
Vodafone Group Lagged Returns
When evaluating Vodafone Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vodafone Group stock have on its future price. Vodafone Group 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, Vodafone Group autocorrelation shows the relationship between Vodafone Group stock current value and its past values and can show if there is a momentum factor associated with investing in Vodafone Group PLC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Vodafone Group PLC is a strong investment it is important to analyze Vodafone Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vodafone Group's future performance. For an informed investment choice regarding Vodafone Stock, refer to the following important reports:Check out Vodafone Group Correlation, Vodafone Group Volatility and Vodafone Group Alpha and Beta module to complement your research on Vodafone Group. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Vodafone Group 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.