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VNO Stock Analysis

Data source: Trade-Ideas Alerts | 8 alerts analyzed | Backtest period: 2023-03-24 → 2024-06-26

⚠️ Small sample size (8 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

📍 NYSE 📅 IPO: Jul 01, 1965 🔗 www.vno.com
💰 Market Cap: $6.17B 👥 Employees: 2,996
Vornado owns and has an ownership interest in Class A office and retail properties highly concentrated in Manhattan, with additional properties in San Francisco and Chicago. It operates as a real estate investment trust.
📊
8
Total Alerts
🎯
62.5%
Win Rate (60MIN)
💰
+1.50%
Avg Gain (60MIN)
🚀
+3.86%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 37.5%
Avg Gain: +0.52%
Avg Winner: +2.65%
Avg Loser: -0.76%
Best: +5.10%
Worst: -2.06%
Trades: 3/5

15MIN

Win Rate: 50.0%
Avg Gain: +0.63%
Avg Winner: +2.17%
Avg Loser: -0.91%
Best: +3.23%
Worst: -1.25%
Trades: 4/4

30MIN

Win Rate: 37.5%
Avg Gain: +0.90%
Avg Winner: +3.65%
Avg Loser: -0.75%
Best: +7.95%
Worst: -1.84%
Trades: 3/5

60MIN

Win Rate: 62.5%
Avg Gain: +1.50%
Avg Winner: +3.02%
Avg Loser: -1.03%
Best: +9.87%
Worst: -1.33%
Trades: 5/3

EOD (End of Day)

Win Rate: 50.0%
Avg Gain: +1.78%
Avg Winner: +5.31%
Avg Loser: -1.75%
Best: +11.10%
Worst: -2.77%
Trades: 4/4

🚀 Max Favorable / Adverse Excursion (MFE/MAE)

Institutional-grade metrics showing the maximum profit potential and risk for each alert.

📈 MFE (Max Profit Potential)

Average MFE: +3.86%
Best MFE: +11.82%
Avg Time to MFE: 159 min

On average, VNO alerts reach +3.86% profit potential within 159 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.87%
Worst MAE: -2.11%
Avg Time to MAE: 41 min

Before reaching MFE, expect an average drawdown of 0.87%.

⚖️ Risk/Reward Ratio

4.46:1

Excellent risk/reward - potential gain is 4.46x the typical drawdown.

💡 Trading Insight: Based on 8 alerts, VNO typically reaches +3.86% profit before pulling back. Consider setting profit targets around 3.1% to capture most of the move.

🌅 Premarket Gap Analysis (9:25 → 9:30)

Total Gaps Analyzed 8
Gap Up % 37.5%
Avg Gap -0.18%
Best Gap +1.33%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

How VNO compares to 118 other tickers in the same sector.

5-Min Gain
VNO: +0.52% Sector: -0.14% +0.66%
EOD Gain
VNO: +1.78% Sector: +296893.71% -296891.93%
Avg MFE
VNO: +3.86% Sector: +2.11% +1.75%

📋 Last 20 Alerts

Historical VNO alerts with performance metrics calculated from 1-minute price data. Each row shows the actual price movement at different timeframes after the alert.

Date Time Price 5min 15min 30min 60min EOD MFE MAE Gap Result
2024-06-26 09:28:51 $25.53 -0.59% -1.21% -1.84% -1.33% -2.15% -0.39% -1.33% -1.18% LOSS
2024-05-01 09:26:31 $26.03 -0.04% -0.58% -0.46% +0.42% -1.73% +3.54% -1.69% -0.04% LOSS
2024-04-09 09:28:02 $28.84 +1.56% +1.70% +1.01% +2.60% +3.95% +4.09% +0.28% +0.28% WIN
2024-04-05 09:28:28 $27.33 -0.68% -0.59% -0.48% -0.66% +0.11% +1.14% -1.19% -0.88% LOSS
2024-03-08 09:26:47 $26.27 +1.29% +2.66% +1.98% +1.90% -0.34% +3.09% +1.10% +1.33% WIN
2023-12-22 09:27:00 $30.0 -0.43% +1.10% -0.20% -1.10% -2.77% +1.28% -0.57% +0.03% LOSS
2023-04-27 09:27:00 $13.33 +5.10% +3.23% +7.95% +9.87% +11.10% +11.82% -1.43% -0.60% WIN
2023-03-24 09:26:00 $12.8 -2.06% -1.25% -0.78% +0.31% +6.09% +6.33% -2.11% -0.39% LOSS

Table Metrics Explained:

  • 5min/15min/30min/60min/EOD: Price change at each timeframe (calculated from real minute-by-minute data)
  • MFE: Maximum Favorable Excursion - highest profit potential reached during the day
  • MAE: Maximum Adverse Excursion - worst drawdown experienced before reaching MFE
  • Gap: Premarket price gap from 9:25 AM to 9:30 AM market open
  • Result: WIN if 5min change > 0%, LOSS otherwise

🚀 Beat the 62.5% Baseline on VNO

The 62.5% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push VNO's performance to 75%+.

Optimize VNO Strategy →

Why Analyze VNO with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for VNO. This simulates a true "Gap & Go" entry at pre-market hours (9:25-9:30 AM), avoiding the trap of chasing a stock that has already extended.

💰 Max Potential (MFE) Analysis

How much is left in the move? On winning days, VNO historically offers an average upside of +3.86% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 VNO Momentum Personality

With a baseline win rate of 62.5%, VNO shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show VNO performs best on the 60MIN timeframe (Avg Gain: +1.50%), signaling that gains often fade later in the session.