Vail Resorts Stock Alpha and Beta Analysis
| MTN Stock | USD 181.17 4.40 2.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vail Resorts. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vail Resorts over a specified time horizon. Remember, high Vail Resorts' 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 Vail Resorts' market risk premium analysis include:
Beta 1.22 | Alpha (0.05) | Risk 1.71 | Sharpe Ratio 0.0291 | Expected Return 0.0498 |
Vail Resorts 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.
Vail |
Vail Resorts Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vail Resorts market risk premium is the additional return an investor will receive from holding Vail Resorts 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 Vail Resorts. 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 Vail Resorts' performance over market.| α | -0.05 | β | 1.22 |
Vail Resorts 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 Vail Resorts' Buy-and-hold return. Our buy-and-hold chart shows how Vail Resorts performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vail Resorts Market Price Analysis
Market price analysis indicators help investors to evaluate how Vail Resorts stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vail Resorts shares will generate the highest return on investment. By understating and applying Vail Resorts stock market price indicators, traders can identify Vail Resorts position entry and exit signals to maximize returns.
Vail Resorts Return and Market Media
The median price of Vail Resorts for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 175.93 with a coefficient of variation of 3.08. The daily time series for the period is distributed with a sample standard deviation of 5.4, arithmetic mean of 175.45, and mean deviation of 4.61. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 184 shares by Gregory Sullivan of Vail Resorts subject to Rule 16b-3 | 09/24/2024 |
2 | Vail Resorts declares 2.22 dividend | 09/27/2024 |
3 | Vail resorts exec chair reports stock transactions worth over 16 million | 10/03/2024 |
4 | DaVita Appoints Jessica Hergenreter as Chief People Officer | 10/17/2024 |
5 | Acquisition by Sewell D Bruce of 1031 shares of Vail Resorts subject to Rule 16b-3 | 10/18/2024 |
| Vail Resorts dividend paid on 24th of October 2024 | 10/24/2024 |
6 | Hyatts Q3 Earnings Surpass Estimates, Revenues Lag, Stock Down | 10/31/2024 |
7 | Acquisition by Julie DeCecco of 318 shares of Vail Resorts subject to Rule 16b-3 | 11/01/2024 |
8 | Is Vail Resorts, Inc. Trading At A 33 percent Discount | 11/04/2024 |
9 | Vail Resorts Stock Surges Over 5 percent Amidst Market Movement | 11/06/2024 |
10 | Acquisition by Gregory Sullivan of 2086 shares of Vail Resorts subject to Rule 16b-3 | 11/08/2024 |
11 | Diamond Hill Capital Management Inc. Trims Holdings in Vail Resorts, Inc. | 11/12/2024 |
12 | VAC vs. MTN Which Stock Is the Better Value Option | 11/13/2024 |
13 | UBS flags warmer weather and revenue risks for Vail Resorts stock | 11/14/2024 |
14 | Two Weeks Left Epic Passes Available Through Dec. ... | 11/18/2024 |
15 | Legion Technologies Partners with Vail Resorts to Expand Workforce Management Across 37 Resorts in the U.S. and Canada | 11/19/2024 |
16 | Vail Resorts At Four-Year Low Despite Strong Winter Trends | 11/21/2024 |
About Vail Resorts 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 Vail or other stocks. Alpha measures the amount that position in Vail Resorts 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0337 | 0.047 | 0.0493 | Price To Sales Ratio | 3.23 | 2.39 | 1.93 |
Vail Resorts Upcoming Company Events
As portrayed in its financial statements, the presentation of Vail Resorts' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vail Resorts' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vail Resorts' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vail Resorts. Please utilize our Beneish M Score to check the likelihood of Vail Resorts' management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 13th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 26th of September 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of July 2023 Last Financial Announcement | View |
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Check out Vail Resorts Backtesting, Vail Resorts Valuation, Vail Resorts Correlation, Vail Resorts Hype Analysis, Vail Resorts Volatility, Vail Resorts History and analyze Vail Resorts Performance. To learn how to invest in Vail Stock, please use our How to Invest in Vail Resorts guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Vail Resorts 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.