Valuationcorporate
Valuation is the process of estimating the economic value of a company or its equity, typically for corporate finance decisions such as mergers, acquisitions, financing, or strategic planning. It relies on models and inp…
Terms starting with “V”
16 definitions found.
Valuation Multiplescorporate
Valuation multiples are numeric ratios that relate a company’s market value to a financial performance metric, used to compare how firms are valued relative to peers.
Value at Risk (VaR)risk_portfolio
Value at Risk (VaR) is a statistical measure that estimates the loss threshold for a portfolio over a defined time horizon at a specified confidence level.
Value Factorstyles
Value factor is a style factor used in asset-pricing and factor investing that identifies stocks with lower valuation metrics relative to the market, such as low price-to-book or price-to-earnings ratios. In models, it i…
Value Fundasset_classes
A value fund is a mutual fund or exchange-traded fund that seeks to invest in stocks believed to be undervalued by the market, typically using fundamental metrics to select securities.
Value Investingstyles
Value investing is an investment style that seeks to acquire securities trading for less than their estimated intrinsic value, typically by assessing a company’s fundamentals and using valuation metrics to gauge value an…
Value Premiumstyles
Value premium is the historical excess return of value stocks—often defined by low price-to-book or price-to-earnings metrics—relative to growth stocks, as documented in asset pricing research.
Value Tiltstyles
A value tilt is a portfolio construction approach that biases exposure toward value characteristics, such as low valuations relative to fundamentals, versus a broad market benchmark.
Vannaderivatives
Vanna is the cross-sensitivity of an option’s value to changes in the underlying price and volatility; it is commonly defined as the partial derivative of Delta with respect to volatility (dDelta/dVol), and equivalently …
Variancerisk_portfolio
Variance is a statistical measure of how far a set of values is spread from its mean; in finance, the variance of returns indicates how much those returns differ from the average over a period.
Variation Marginderivatives
The daily amount of cash or other eligible collateral exchanged to reflect changes in the market value of an open derivative position, as positions are marked to market.
Vegaderivatives
Vega is the sensitivity of an option's price to a 1 percentage-point change in the implied volatility (IV) of the underlying asset.
Volatilityrisk_portfolio
Volatility is the degree to which an asset's price or returns fluctuate over time, typically quantified by the standard deviation of returns.
Volatility Targetingstyles
Volatility targeting is an investment approach that adjusts a portfolio's exposure to risky assets to keep its realized or expected volatility near a predefined target level.
Volume Weighted Average Price (VWAP)technical
Volume Weighted Average Price (VWAP) is an intraday benchmark that measures the average price of a security, weighted by trading volume, over a defined period (typically the trading day).
Vommaderivatives
Vomma is the rate at which an option's Vega changes as volatility changes; it is the derivative of Vega with respect to volatility, a second-order Greek.