Virtu Financial (Germany) Alpha and Beta Analysis
| 0VF Stock | EUR 35.00 0.04 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Virtu Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Virtu Financial over a specified time horizon. Remember, high Virtu Financial'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 Virtu Financial's market risk premium analysis include:
Beta 0.29 | Alpha 0.35 | Risk 1.87 | Sharpe Ratio 0.21 | Expected Return 0.38 |
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.
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Virtu Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Virtu Financial market risk premium is the additional return an investor will receive from holding Virtu Financial 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 Virtu Financial. 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 Virtu Financial's performance over market.| α | 0.35 | β | 0.29 |
Virtu Financial 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 Virtu Financial's Buy-and-hold return. Our buy-and-hold chart shows how Virtu Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Virtu Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Virtu Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Virtu Financial shares will generate the highest return on investment. By understating and applying Virtu Financial stock market price indicators, traders can identify Virtu Financial position entry and exit signals to maximize returns.
Virtu Financial Return and Market Media
The median price of Virtu Financial for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 28.8 with a coefficient of variation of 8.6. The daily time series for the period is distributed with a sample standard deviation of 2.56, arithmetic mean of 29.74, and mean deviation of 2.06. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Virtu Financial 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 Virtu or other stocks. Alpha measures the amount that position in Virtu Financial 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 Virtu Financial 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, Virtu Financial's short interest history, or implied volatility extrapolated from Virtu Financial options trading.
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Additional Information and Resources on Investing in Virtu Stock
When determining whether Virtu Financial is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Virtu Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Virtu Financial Stock. Highlighted below are key reports to facilitate an investment decision about Virtu Financial Stock:Check out Virtu Financial Backtesting, Virtu Financial Valuation, Virtu Financial Correlation, Virtu Financial Hype Analysis, Virtu Financial Volatility, Virtu Financial History and analyze Virtu Financial Performance. For more detail on how to invest in Virtu Stock please use our How to Invest in Virtu Financial guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Virtu Financial 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.