Vail Resorts Stock Market Value
| MTN Stock | USD 152.70 3.74 2.39% |
| Symbol | Vail |
Vail Resorts Price To Book Ratio
Is Hotels, Restaurants & Leisure 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 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 0.105 | Dividend Share 8.88 | Earnings Share 6.94 | Revenue Per Share | Quarterly Revenue Growth 0.041 |
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.
| 06/21/2025 |
| 12/18/2025 |
If you would invest 0.00 in Vail Resorts on June 21, 2025 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 180 days. Vail Resorts is related to or competes with SGHC, Wyndham Hotels, Thor Industries, Boyd Gaming, Life Time, Churchill Downs, and Urban Outfitters. 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.
| Downside Deviation | 2.19 | |||
| Information Ratio | 0.0378 | |||
| Maximum Drawdown | 10.42 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 3.44 |
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 | 0.0552 | |||
| Jensen Alpha | 0.1437 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0398 | |||
| Treynor Ratio | 1.91 |
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
As of now, Vail Stock is very steady. Vail Resorts owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0644, which indicates the firm had a 0.0644 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vail Resorts, which you can use to evaluate the volatility of the company. Please validate Vail Resorts' Coefficient Of Variation of 1455.29, semi deviation of 2.04, and Risk Adjusted Performance of 0.0552 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Vail Resorts has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.0779, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vail Resorts' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vail Resorts is expected to be smaller as well. Vail Resorts right now has a risk of 2.33%. Please validate Vail Resorts downside variance, and the relationship between the sortino ratio and daily balance of power , to decide if Vail Resorts will be following its existing price patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Vail Resorts has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vail Resorts time series from 21st of June 2025 to 19th of September 2025 and 19th of September 2025 to 18th of December 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 Vail Resorts price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Vail Resorts price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 35.38 |
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 |
Pair Trading with Vail Resorts
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 Vail Resorts 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 Vail Resorts will appreciate offsetting losses from the drop in the long position's value.Moving against Vail Stock
| 0.53 | RFG | Retail Food Group | PairCorr |
| 0.41 | HVT | Heavitree Brewery | PairCorr |
| 0.41 | PPERY | Bank Mandiri Persero | PairCorr |
The ability to find closely correlated positions to Vail Resorts could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vail Resorts 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 Vail Resorts - 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 Vail Resorts to buy it.
The correlation of Vail Resorts 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 Vail Resorts moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vail Resorts 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 Vail Resorts 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 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 Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
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.