Verisk Analytics Stock Market Value
VRSK Stock | USD 233.93 2.72 1.18% |
Symbol | Verisk |
Verisk Analytics Price To Book Ratio
Is Verisk Analytics' 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 Verisk Analytics. If investors know Verisk 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 Verisk Analytics 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 2.149 | Dividend Share 1.36 | Earnings Share 5.23 | Revenue Per Share 18.288 | Quarterly Revenue Growth 0.074 |
The market value of Verisk Analytics is measured differently than its book value, which is the value of Verisk that is recorded on the company's balance sheet. Investors also form their own opinion of Verisk Analytics' value that differs from its market value or its book value, called intrinsic value, which is Verisk Analytics' 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 Verisk Analytics' market value can be influenced by many factors that don't directly affect Verisk Analytics' 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 Verisk Analytics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Verisk Analytics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Verisk Analytics' 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.
Verisk Analytics '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 Verisk Analytics' 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 Verisk Analytics.
04/08/2022 |
| 03/28/2024 |
If you would invest 0.00 in Verisk Analytics on April 8, 2022 and sell it all today you would earn a total of 0.00 from holding Verisk Analytics or generate 0.0% return on investment in Verisk Analytics over 720 days. Verisk Analytics is related to or competes with Broadridge Financial, BrightView Holdings, First Advantage, LegalZoom, NL Industries, SP Plus, and Waste Management. Verisk Analytics, Inc. provides data analytics solutions in the United States and internationally More
Verisk Analytics 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 Verisk Analytics' 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 Verisk Analytics upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.16 | |||
Information Ratio | (0.14) | |||
Maximum Drawdown | 6.47 | |||
Value At Risk | (1.39) | |||
Potential Upside | 1.39 |
Verisk Analytics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Verisk Analytics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Verisk Analytics' standard deviation. In reality, there are many statistical measures that can use Verisk Analytics historical prices to predict the future Verisk Analytics' volatility.Risk Adjusted Performance | 0.0044 | |||
Jensen Alpha | (0.07) | |||
Total Risk Alpha | (0.23) | |||
Sortino Ratio | (0.12) | |||
Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Verisk Analytics' 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.
Verisk Analytics Backtested Returns
Verisk Analytics owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0263, which indicates the firm had a -0.0263% return per unit of risk over the last 3 months. Verisk Analytics exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Verisk Analytics' Semi Deviation of 1.14, risk adjusted performance of 0.0044, and Coefficient Of Variation of 424801.43 to confirm the risk estimate we provide. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Verisk Analytics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Verisk Analytics is expected to be smaller as well. Verisk Analytics has an expected return of -0.0265%. Please make sure to validate Verisk Analytics downside variance, as well as the relationship between the accumulation distribution and price action indicator , to decide if Verisk Analytics performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.38 |
Poor reverse predictability
Verisk Analytics has poor reverse predictability. Overlapping area represents the amount of predictability between Verisk Analytics time series from 8th of April 2022 to 3rd of April 2023 and 3rd of April 2023 to 28th of March 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 Verisk Analytics price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Verisk Analytics price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.38 | |
Spearman Rank Test | 0.18 | |
Residual Average | 0.0 | |
Price Variance | 221.34 |
Verisk Analytics lagged returns against current returns
Autocorrelation, which is Verisk Analytics 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 Verisk Analytics' stock expected returns. We can calculate the autocorrelation of Verisk Analytics returns to help us make a trade decision. For example, suppose you find that Verisk Analytics 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 |
Verisk Analytics 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 Verisk Analytics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Verisk Analytics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Verisk Analytics stock over time.
Current vs Lagged Prices |
Timeline |
Verisk Analytics Lagged Returns
When evaluating Verisk Analytics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Verisk Analytics stock have on its future price. Verisk Analytics 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, Verisk Analytics autocorrelation shows the relationship between Verisk Analytics stock current value and its past values and can show if there is a momentum factor associated with investing in Verisk Analytics.
Regressed Prices |
Timeline |
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Check out Verisk Analytics Correlation, Verisk Analytics Volatility and Verisk Analytics Alpha and Beta module to complement your research on Verisk Analytics. For more information on how to buy Verisk Stock please use our How to buy in Verisk Stock guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Verisk Stock analysis
When running Verisk Analytics' price analysis, check to measure Verisk Analytics' 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 Verisk Analytics is operating at the current time. Most of Verisk Analytics' value examination focuses on studying past and present price action to predict the probability of Verisk Analytics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Verisk Analytics' price. Additionally, you may evaluate how the addition of Verisk Analytics to your portfolios can decrease your overall portfolio volatility.
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Verisk Analytics 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.