Victorias Secret Co Stock Market Value
| VSCO Stock | USD 18.57 0.92 5.21% |
| Symbol | Victorias |
Victorias Secret Company Valuation
Is Specialty Retail 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 Victorias Secret. If investors know Victorias 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 Victorias Secret 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 0.014 | Earnings Share 2.05 | Revenue Per Share | Quarterly Revenue Growth 0.011 | Return On Assets |
The market value of Victorias Secret is measured differently than its book value, which is the value of Victorias that is recorded on the company's balance sheet. Investors also form their own opinion of Victorias Secret's value that differs from its market value or its book value, called intrinsic value, which is Victorias Secret'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 Victorias Secret's market value can be influenced by many factors that don't directly affect Victorias Secret'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 Victorias Secret's value and its price as these two are different measures arrived at by different means. Investors typically determine if Victorias Secret is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Victorias Secret'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.
Victorias Secret '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 Victorias Secret'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 Victorias Secret.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Victorias Secret on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Victorias Secret Co or generate 0.0% return on investment in Victorias Secret over 90 days. Victorias Secret is related to or competes with Ross Stores, Childrens Place, Buckle, Guess, Burlington Stores, Urban Outfitters, and American Eagle. Victorias Secret Co. operates as a specialty retailer of womens intimate, personal care, and beauty products worldwide More
Victorias Secret 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 Victorias Secret'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 Victorias Secret Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 23.54 | |||
| Value At Risk | (6.53) | |||
| Potential Upside | 4.42 |
Victorias Secret Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victorias Secret's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victorias Secret's standard deviation. In reality, there are many statistical measures that can use Victorias Secret historical prices to predict the future Victorias Secret's volatility.| Risk Adjusted Performance | (0.28) | |||
| Jensen Alpha | (1.10) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | (1.00) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Victorias Secret'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.
Victorias Secret Backtested Returns
Victorias Secret owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.41, which indicates the firm had a -0.41 % return per unit of risk over the last 3 months. Victorias Secret Co exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Victorias Secret's Coefficient Of Variation of (294.28), risk adjusted performance of (0.28), and Variance of 13.99 to confirm the risk estimate we provide. The entity has a beta of 1.28, 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, Victorias Secret will likely underperform. At this point, Victorias Secret has a negative expected return of -1.43%. Please make sure to validate Victorias Secret's treynor ratio, as well as the relationship between the accumulation distribution and price action indicator , to decide if Victorias Secret performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.75 |
Good predictability
Victorias Secret Co has good predictability. Overlapping area represents the amount of predictability between Victorias Secret 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 Victorias Secret price movement. The serial correlation of 0.75 indicates that around 75.0% of current Victorias Secret price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 33.03 |
Victorias Secret lagged returns against current returns
Autocorrelation, which is Victorias Secret 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 Victorias Secret's stock expected returns. We can calculate the autocorrelation of Victorias Secret returns to help us make a trade decision. For example, suppose you find that Victorias Secret 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 |
Victorias Secret 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 Victorias Secret stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victorias Secret stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victorias Secret stock over time.
Current vs Lagged Prices |
| Timeline |
Victorias Secret Lagged Returns
When evaluating Victorias Secret's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victorias Secret stock have on its future price. Victorias Secret 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, Victorias Secret autocorrelation shows the relationship between Victorias Secret stock current value and its past values and can show if there is a momentum factor associated with investing in Victorias Secret Co.
Regressed Prices |
| Timeline |
Pair Trading with Victorias Secret
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 Victorias Secret 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 Victorias Secret will appreciate offsetting losses from the drop in the long position's value.Moving together with Victorias Stock
| 0.92 | FL | Foot Locker | PairCorr |
| 0.8 | RH | RH | PairCorr |
| 0.94 | WOOF | Pet Acquisition LLC | PairCorr |
| 0.94 | AEO | American Eagle Outfitters | PairCorr |
| 0.91 | ANF | Abercrombie Fitch | PairCorr |
Moving against Victorias Stock
The ability to find closely correlated positions to Victorias Secret could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Victorias Secret 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 Victorias Secret - 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 Victorias Secret Co to buy it.
The correlation of Victorias Secret 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 Victorias Secret moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Victorias Secret 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 Victorias Secret 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 Victorias Secret Correlation, Victorias Secret Volatility and Victorias Secret Alpha and Beta module to complement your research on Victorias Secret. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Victorias Secret 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.