Vintage Wine Estates Alpha and Beta Analysis
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 2.26 | Alpha 4.79 | Risk 62.98 | Sharpe Ratio 0.0927 | Expected Return 5.84 |
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 | 4.79 | β | 2.26 |
Vintage Wine Fundamentals Vs Peers
Comparing Vintage Wine's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Vintage Wine's direct or indirect competition across all of the common fundamentals between Vintage Wine and the related equities. This way, we can detect undervalued stocks with similar characteristics as Vintage Wine or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Vintage Wine's fundamental indicators could also be used in its relative valuation, which is a method of valuing Vintage Wine by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Vintage Wine to competition |
| Fundamentals | Vintage Wine | Peer Average |
| Return On Equity | -0.91 | -0.31 |
| Return On Asset | -0.0857 | -0.14 |
| Profit Margin | (0.59) % | (1.27) % |
| Operating Margin | (0.32) % | (5.51) % |
| Number Of Shares Shorted | 263.56 K | 4.71 M |
| Price To Earning | 3.62 X | 28.72 X |
| Revenue | 283.23 M | 9.43 B |
Vintage Wine Opportunities
Vintage Wine Return and Market Media
The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Vintage Wine Estates Restructures Finances and Secures Leadership - TipRanks.com - TipRanks | 06/11/2024 |
2 | Acquisition by Koederitz Candice of 830 shares of Vintage Wine subject to Rule 16b-3 | 06/25/2024 |
3 | Vintage Wine Estates, Inc. Announces Bankruptcy Filing and Voluntary Delisting and SEC Deregistration | 07/24/2024 |
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 delisted 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.
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 Vintage Wine 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, Vintage Wine's short interest history, or implied volatility extrapolated from Vintage Wine options trading.
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 World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in housing. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Other Consideration for investing in Vintage Stock
If you are still planning to invest in Vintage Wine Estates check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Vintage Wine's history and understand the potential risks before investing.
| CEOs Directory Screen CEOs from public companies around the world | |
| Stocks Directory Find actively traded stocks across global markets | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Global Correlations Find global opportunities by holding instruments from different markets |