Vse Corporation Stock Market Value
| VSEC Stock | USD 117.26 2.27 1.97% |
| Symbol | VSE |
VSE Corporation Price To Book Ratio
Is Commercial Services & Supplies 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 VSE. If investors know VSE 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 VSE listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 0.4 | Earnings Share 2.04 | Revenue Per Share 60.555 | Quarterly Revenue Growth 0.183 | Return On Assets 0.042 |
The market value of VSE Corporation is measured differently than its book value, which is the value of VSE that is recorded on the company's balance sheet. Investors also form their own opinion of VSE's value that differs from its market value or its book value, called intrinsic value, which is VSE'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 VSE's market value can be influenced by many factors that don't directly affect VSE'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 VSE's value and its price as these two are different measures arrived at by different means. Investors typically determine if VSE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VSE'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.
VSE '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 VSE'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 VSE.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in VSE on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding VSE Corporation or generate 0.0% return on investment in VSE over 540 days. VSE is related to or competes with Park Electrochemical, Innovative Solutions, Curtiss Wright, National Presto, Ducommun Incorporated, Astronics, and Cadre Holdings. VSE Corporation operates as a diversified aftermarket products and services company in the United States More
VSE 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 VSE'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 VSE Corporation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | 0.0994 | |||
| Maximum Drawdown | 21.0 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 2.95 |
VSE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VSE's standard deviation. In reality, there are many statistical measures that can use VSE historical prices to predict the future VSE's volatility.| Risk Adjusted Performance | 0.1146 | |||
| Jensen Alpha | 0.1617 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.1335 | |||
| Treynor Ratio | 0.1862 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VSE'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.
VSE Corporation Backtested Returns
VSE appears to be very steady, given 3 months investment horizon. VSE Corporation owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16% return per unit of volatility over the last 3 months. By examining VSE's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please review VSE's coefficient of variation of 716.06, and Risk Adjusted Performance of 0.1146 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, VSE holds a performance score of 12. The entity has a beta of 2.28, 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, VSE will likely underperform. Please check VSE's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether VSE's existing price patterns will revert.
Auto-correlation | 0.79 |
Good predictability
VSE Corporation has good predictability. Overlapping area represents the amount of predictability between VSE time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 VSE Corporation price movement. The serial correlation of 0.79 indicates that around 79.0% of current VSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 122.41 |
VSE Corporation lagged returns against current returns
Autocorrelation, which is VSE 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 VSE's stock expected returns. We can calculate the autocorrelation of VSE returns to help us make a trade decision. For example, suppose you find that VSE 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 |
VSE 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 VSE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VSE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VSE stock over time.
Current vs Lagged Prices |
| Timeline |
VSE Lagged Returns
When evaluating VSE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VSE stock have on its future price. VSE 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, VSE autocorrelation shows the relationship between VSE stock current value and its past values and can show if there is a momentum factor associated with investing in VSE Corporation.
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 VSE Corporation offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of VSE's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vse Corporation Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Vse Corporation Stock:Check out VSE Correlation, VSE Volatility and VSE Alpha and Beta module to complement your research on VSE. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
VSE 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.