Vishay Intertechnology Stock Alpha and Beta Analysis
| VSH Stock | USD 19.10 0.14 0.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vishay Intertechnology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vishay Intertechnology over a specified time horizon. Remember, high Vishay Intertechnology's 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 Vishay Intertechnology's market risk premium analysis include:
Beta 2.05 | Alpha (0.29) | Risk 2.35 | Sharpe Ratio 0.0212 | Expected Return 0.0499 |
Vishay Intertechnology Quarterly Cash And Equivalents |
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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.
Vishay |
Vishay Intertechnology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vishay Intertechnology market risk premium is the additional return an investor will receive from holding Vishay Intertechnology 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 Vishay Intertechnology. 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 Vishay Intertechnology's performance over market.| α | -0.29 | β | 2.05 |
Vishay Intertechnology 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 Vishay Intertechnology's Buy-and-hold return. Our buy-and-hold chart shows how Vishay Intertechnology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vishay Intertechnology Market Price Analysis
Market price analysis indicators help investors to evaluate how Vishay Intertechnology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vishay Intertechnology shares will generate the highest return on investment. By understating and applying Vishay Intertechnology stock market price indicators, traders can identify Vishay Intertechnology position entry and exit signals to maximize returns.
Vishay Intertechnology Return and Market Media
The median price of Vishay Intertechnology for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 18.01 with a coefficient of variation of 6.0. The daily time series for the period is distributed with a sample standard deviation of 1.07, arithmetic mean of 17.85, and mean deviation of 0.76. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Malvisi John of 8929 shares of Vishay Intertechnology at 22.6 subject to Rule 16b-3 | 09/06/2024 |
| Vishay Intertechnology dividend paid on 26th of September 2024 | 09/26/2024 |
2 | Vishay Intertechnology Inc Q3 2024 Earnings Call Highlights Navigating Challenges with ... | 11/07/2024 |
3 | Wide Bandgap Semiconductors Market to surpass USD 5 billion by 2032, Says Global Market Insights inc. | 11/19/2024 |
4 | Vishay Intertechnology Automotive Grade Surface-Mount Thick Film Power Resistor Offers ... | 11/26/2024 |
5 | 51m investment in semiconductor plant | 11/27/2024 |
About Vishay Intertechnology 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 Vishay or other stocks. Alpha measures the amount that position in Vishay Intertechnology 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.
| 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0176 | 0.0185 | 0.0106 | Price To Sales Ratio | 0.98 | 0.88 | 1.1 |
Vishay Intertechnology Upcoming Company Events
As portrayed in its financial statements, the presentation of Vishay Intertechnology's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vishay Intertechnology's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vishay Intertechnology's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vishay Intertechnology. Please utilize our Beneish M Score to check the likelihood of Vishay Intertechnology's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Vishay Intertechnology Backtesting, Vishay Intertechnology Valuation, Vishay Intertechnology Correlation, Vishay Intertechnology Hype Analysis, Vishay Intertechnology Volatility, Vishay Intertechnology History and analyze Vishay Intertechnology Performance. For more detail on how to invest in Vishay Stock please use our How to Invest in Vishay Intertechnology guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Vishay Intertechnology 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.