Vail Resorts Stock Market Value
| MTN Stock | USD 202.65 0.29 0.14% |
| Symbol | Vail |
Vail Resorts Price To Book Ratio
Is Vail Resorts' industry 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 Vail Resorts. If investors know Vail 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 Vail Resorts 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 0.116 | Dividend Share 8.24 | Earnings Share 6.13 | Revenue Per Share 73.853 | Quarterly Revenue Growth (0.02) |
The market value of Vail Resorts is measured differently than its book value, which is the value of Vail that is recorded on the company's balance sheet. Investors also form their own opinion of Vail Resorts' value that differs from its market value or its book value, called intrinsic value, which is Vail Resorts' 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 Vail Resorts' market value can be influenced by many factors that don't directly affect Vail Resorts' 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 Vail Resorts' value and its price as these two are different measures arrived at by different means. Investors typically determine if Vail Resorts is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vail Resorts' 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.
Vail Resorts '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 Vail Resorts' 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 Vail Resorts.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Vail Resorts on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding Vail Resorts or generate 0.0% return on investment in Vail Resorts over 30 days. Vail Resorts is related to or competes with Marriot Vacations, Monarch Casino, Studio City, Hilton Grand, Playa Hotels, Golden Entertainment, and Ballys Corp. Vail Resorts, Inc., through its subsidiaries, operates mountain resorts and regional ski areas in the United States More
Vail Resorts 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 Vail Resorts' 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 Vail Resorts upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.2 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.87 |
Vail Resorts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vail Resorts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vail Resorts' standard deviation. In reality, there are many statistical measures that can use Vail Resorts historical prices to predict the future Vail Resorts' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vail Resorts' 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.
Vail Resorts Backtested Returns
Vail Resorts owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0808, which indicates the firm had a -0.0808% return per unit of risk over the last 3 months. Vail Resorts exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vail Resorts' Risk Adjusted Performance of (0.01), coefficient of variation of (3,213), and Variance of 2.78 to confirm the risk estimate we provide. The entity has a beta of 0.95, which indicates possible diversification benefits within a given portfolio. Vail Resorts returns are very sensitive to returns on the market. As the market goes up or down, Vail Resorts is expected to follow. Vail Resorts has an expected return of -0.13%. Please make sure to validate Vail Resorts maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Vail Resorts performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.88 |
Excellent reverse predictability
Vail Resorts has excellent reverse predictability. Overlapping area represents the amount of predictability between Vail Resorts time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd of April 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 Vail Resorts price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Vail Resorts price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 79.47 |
Vail Resorts lagged returns against current returns
Autocorrelation, which is Vail Resorts 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 Vail Resorts' stock expected returns. We can calculate the autocorrelation of Vail Resorts returns to help us make a trade decision. For example, suppose you find that Vail Resorts 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 |
Vail Resorts 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 Vail Resorts stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vail Resorts stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vail Resorts stock over time.
Current vs Lagged Prices |
| Timeline |
Vail Resorts Lagged Returns
When evaluating Vail Resorts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vail Resorts stock have on its future price. Vail Resorts 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, Vail Resorts autocorrelation shows the relationship between Vail Resorts stock current value and its past values and can show if there is a momentum factor associated with investing in Vail Resorts.
Regressed Prices |
| Timeline |
Vail Resorts Investors Sentiment
The influence of Vail Resorts' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Vail. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Vail Resorts' public news can be used to forecast risks associated with an investment in Vail. The trend in average sentiment can be used to explain how an investor holding Vail can time the market purely based on public headlines and social activities around Vail Resorts. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Vail Resorts' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Vail Resorts' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Vail Resorts' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Vail Resorts.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vail Resorts in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vail Resorts' short interest history, or implied volatility extrapolated from Vail Resorts options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Vail Resorts Correlation, Vail Resorts Volatility and Vail Resorts Alpha and Beta module to complement your research on Vail Resorts. To learn how to invest in Vail Stock, please use our How to Invest in Vail Resorts guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Complementary Tools for Vail Stock analysis
When running Vail Resorts' price analysis, check to measure Vail Resorts' 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 Vail Resorts is operating at the current time. Most of Vail Resorts' value examination focuses on studying past and present price action to predict the probability of Vail Resorts' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vail Resorts' price. Additionally, you may evaluate how the addition of Vail Resorts to your portfolios can decrease your overall portfolio volatility.
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Stocks Directory Find actively traded stocks across global markets |
Vail Resorts 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.