Vbi Vaccines Stock Alpha and Beta Analysis
| VBIVQ Stock | 0.0005 0.0001 16.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VBI Vaccines. It also helps investors analyze the systematic and unsystematic risks associated with investing in VBI Vaccines over a specified time horizon. Remember, high VBI Vaccines' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to VBI Vaccines' market risk premium analysis include:
Beta 0.36 | Alpha (1.71) | Risk 29.85 | Sharpe Ratio (0.04) | Expected Return (1.24) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
VBI |
VBI Vaccines Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VBI Vaccines market risk premium is the additional return an investor will receive from holding VBI Vaccines long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in VBI Vaccines. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate VBI Vaccines' performance over market.| α | -1.71 | β | 0.36 |
VBI Vaccines expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of VBI Vaccines' Buy-and-hold return. Our buy-and-hold chart shows how VBI Vaccines performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VBI Vaccines Market Price Analysis
Market price analysis indicators help investors to evaluate how VBI Vaccines stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VBI Vaccines shares will generate the highest return on investment. By understating and applying VBI Vaccines stock market price indicators, traders can identify VBI Vaccines position entry and exit signals to maximize returns.
VBI Vaccines Return and Market Media
The median price of VBI Vaccines for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 5.0E-4 with a coefficient of variation of 151.92. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.01, and mean deviation of 0.01. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | VBI Vaccines Issues Voluntary Nationwide Recall of all PreHevbrio Vaccine Due to Discontinuation of Company Operations | 11/15/2024 |
2 | VBI Vaccines Provides an Update on its Restructuring Proceedings and Announces Partial Revocation Order from the British Columbia Securities Commission | 12/10/2024 |
About VBI Vaccines Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including VBI or other stocks. Alpha measures the amount that position in VBI Vaccines has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards VBI Vaccines in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, VBI Vaccines' short interest history, or implied volatility extrapolated from VBI Vaccines options trading.
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Additional Tools for VBI Stock Analysis
When running VBI Vaccines' price analysis, check to measure VBI Vaccines' 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 VBI Vaccines is operating at the current time. Most of VBI Vaccines' value examination focuses on studying past and present price action to predict the probability of VBI Vaccines' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VBI Vaccines' price. Additionally, you may evaluate how the addition of VBI Vaccines to your portfolios can decrease your overall portfolio volatility.