Willamette Valley Vineyards Stock Market Value
| WVVI Stock | USD 4.38 0.23 5.54% |
| Symbol | Willamette |
Willamette Valley Price To Book Ratio
Is Willamette Valley's 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 Willamette Valley. If investors know Willamette 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 Willamette Valley 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 (0.42) | Earnings Share (0.65) | Revenue Per Share 7.883 | Quarterly Revenue Growth (0.06) | Return On Assets (0.01) |
The market value of Willamette Valley is measured differently than its book value, which is the value of Willamette that is recorded on the company's balance sheet. Investors also form their own opinion of Willamette Valley's value that differs from its market value or its book value, called intrinsic value, which is Willamette Valley'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 Willamette Valley's market value can be influenced by many factors that don't directly affect Willamette Valley'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 Willamette Valley's value and its price as these two are different measures arrived at by different means. Investors typically determine if Willamette Valley is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Willamette Valley'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.
Willamette Valley '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 Willamette Valley'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 Willamette Valley.
| 03/14/2024 |
| 05/13/2024 |
If you would invest 0.00 in Willamette Valley on March 14, 2024 and sell it all today you would earn a total of 0.00 from holding Willamette Valley Vineyards or generate 0.0% return on investment in Willamette Valley over 60 days. Willamette Valley is related to or competes with Andrew Peller, Naked Wines, Willamette Valley, Naked Wines, MGP Ingredients. Willamette Valley Vineyards, Inc. produces and sells wine in the United States and internationally More
Willamette Valley 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 Willamette Valley'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 Willamette Valley Vineyards upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 15.65 | |||
| Value At Risk | (6.08) | |||
| Potential Upside | 3.76 |
Willamette Valley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Willamette Valley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Willamette Valley's standard deviation. In reality, there are many statistical measures that can use Willamette Valley historical prices to predict the future Willamette Valley's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | 0.752 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Willamette Valley'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.
Willamette Valley Backtested Returns
Willamette Valley shows Sharpe Ratio of -0.12, which attests that the company had a -0.12% return per unit of risk over the last 3 months. Willamette Valley exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Willamette Valley's Standard Deviation of 2.69, market risk adjusted performance of 0.762, and Mean Deviation of 1.82 to validate the risk estimate we provide. The firm maintains a market beta of -0.37, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Willamette Valley are expected to decrease at a much lower rate. During the bear market, Willamette Valley is likely to outperform the market. Willamette Valley has an expected return of -0.31%. Please make sure to check out Willamette Valley total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Willamette Valley performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Willamette Valley Vineyards has modest predictability. Overlapping area represents the amount of predictability between Willamette Valley time series from 14th of March 2024 to 13th of April 2024 and 13th of April 2024 to 13th of May 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 Willamette Valley price movement. The serial correlation of 0.53 indicates that about 53.0% of current Willamette Valley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Willamette Valley lagged returns against current returns
Autocorrelation, which is Willamette Valley 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 Willamette Valley's stock expected returns. We can calculate the autocorrelation of Willamette Valley returns to help us make a trade decision. For example, suppose you find that Willamette Valley 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 |
Willamette Valley 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 Willamette Valley stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Willamette Valley stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Willamette Valley stock over time.
Current vs Lagged Prices |
| Timeline |
Willamette Valley Lagged Returns
When evaluating Willamette Valley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Willamette Valley stock have on its future price. Willamette Valley 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, Willamette Valley autocorrelation shows the relationship between Willamette Valley stock current value and its past values and can show if there is a momentum factor associated with investing in Willamette Valley Vineyards.
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 Willamette Valley offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Willamette Valley'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 Willamette Valley Vineyards Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Willamette Valley Vineyards Stock:Check out Willamette Valley Correlation, Willamette Valley Volatility and Willamette Valley Alpha and Beta module to complement your research on Willamette Valley. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Complementary Tools for Willamette Stock analysis
When running Willamette Valley's price analysis, check to measure Willamette Valley'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 Willamette Valley is operating at the current time. Most of Willamette Valley's value examination focuses on studying past and present price action to predict the probability of Willamette Valley's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Willamette Valley's price. Additionally, you may evaluate how the addition of Willamette Valley to your portfolios can decrease your overall portfolio volatility.
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Willamette Valley 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.