Vintage Wine Estates Stock Alpha and Beta Analysis
| VWE Stock | USD 0.32 0.03 8.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vintage Wine Estates. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vintage Wine over a specified time horizon. Remember, high Vintage Wine'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 Vintage Wine's market risk premium analysis include:
Beta 4.16 | Alpha (0.30) | Risk 10.3 | Sharpe Ratio (0.01) | Expected Return (0.09) |
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.
Vintage |
Vintage Wine Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vintage Wine market risk premium is the additional return an investor will receive from holding Vintage Wine 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 Vintage Wine. 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 Vintage Wine's performance over market.| α | -0.3 | β | 4.16 |
Vintage Wine 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 Vintage Wine's Buy-and-hold return. Our buy-and-hold chart shows how Vintage Wine performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vintage Wine Market Price Analysis
Market price analysis indicators help investors to evaluate how Vintage Wine stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vintage Wine shares will generate the highest return on investment. By understating and applying Vintage Wine stock market price indicators, traders can identify Vintage Wine position entry and exit signals to maximize returns.
Vintage Wine Return and Market Media
The median price of Vintage Wine for the period between Wed, Feb 14, 2024 and Tue, May 14, 2024 is 0.36 with a coefficient of variation of 24.77. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 0.37, and mean deviation of 0.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Vintage Wine exotic insider transaction detected | 02/22/2024 |
2 | Vintage Wine Estates receives Nasdaq notification related to delayed quarterly report - Seeking Alpha | 02/27/2024 |
3 | Vintage Wine Estates provides update on asset sales | 03/05/2024 |
4 | Disposition of 29655 shares by Kristina Johnston of Vintage Wine at 0.48 subject to Rule 16b-3 | 03/07/2024 |
5 | Vintage Wine Estates Reports Second Quarter Fiscal 2024 Results | 03/12/2024 |
6 | Insider Trading | 03/28/2024 |
7 | Vintage Wine Estates secures forbearance extension | 04/03/2024 |
8 | Form 424B3 Vintage Wine Estates, - StreetInsider.com | 05/08/2024 |
About Vintage Wine 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 Vintage or other stocks. Alpha measures the amount that position in Vintage Wine Estates 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.
Vintage Wine Upcoming Company Events
As portrayed in its financial statements, the presentation of Vintage Wine's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vintage Wine's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vintage Wine's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vintage Wine. Please utilize our Beneish M Score to check the likelihood of Vintage Wine's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of October 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Vintage Wine
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Vintage Wine Backtesting, Vintage Wine Valuation, Vintage Wine Correlation, Vintage Wine Hype Analysis, Vintage Wine Volatility, Vintage Wine History and analyze Vintage Wine Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Complementary Tools for Vintage Stock analysis
When running Vintage Wine's price analysis, check to measure Vintage Wine's 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 Vintage Wine is operating at the current time. Most of Vintage Wine's value examination focuses on studying past and present price action to predict the probability of Vintage Wine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vintage Wine's price. Additionally, you may evaluate how the addition of Vintage Wine to your portfolios can decrease your overall portfolio volatility.
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Vintage Wine 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.