Volaris Stock Alpha and Beta Analysis
| VLRS Stock | USD 7.67 0.09 1.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Volaris. It also helps investors analyze the systematic and unsystematic risks associated with investing in Volaris over a specified time horizon. Remember, high Volaris' 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 Volaris' market risk premium analysis include:
Beta (0.26) | Alpha 0.48 | Risk 2.21 | Sharpe Ratio 0.22 | Expected Return 0.49 |
Enterprise Value |
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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.
Volaris |
Volaris Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Volaris market risk premium is the additional return an investor will receive from holding Volaris 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 Volaris. 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 Volaris' performance over market.| α | 0.48 | β | -0.26 |
Volaris 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 Volaris' Buy-and-hold return. Our buy-and-hold chart shows how Volaris performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Volaris Market Price Analysis
Market price analysis indicators help investors to evaluate how Volaris stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Volaris shares will generate the highest return on investment. By understating and applying Volaris stock market price indicators, traders can identify Volaris position entry and exit signals to maximize returns.
Volaris Return and Market Media
The median price of Volaris for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 6.73 with a coefficient of variation of 10.61. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 6.85, and mean deviation of 0.63. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Is Controladora Vuela Compania de Aviacion, B. de C.V. Stock Undervalued Right Now | 10/03/2024 |
2 | Q3 2024 Controladora Vuela Compania de Aviacion SAB de CV Earnings Call Transcript | 10/24/2024 |
3 | Are Investors Undervaluing Controladora Vuela Compania de Aviacion, B. de C.V. Right Now | 10/29/2024 |
4 | International airline expands Miami service with nonstop flights to Latin America | 11/05/2024 |
5 | Why Fast-paced Mover Controladora Vuela Is a Great Choice for Value Investors | 11/07/2024 |
6 | Controladora Vuela Compaa de Aviacin, S.A.B. de C.V. Holdings Lowered by WCM Investment Management LLC | 11/12/2024 |
7 | VLRS Stock Trades Lower Than Its Industry at 0.29X PSTime to Buy | 11/18/2024 |
8 | VLRS Stock Trades Lower Than Its Industry at 0.29X PSTime to Buy - MSN | 11/20/2024 |
9 | Controladora Vuela Just Flashed Golden Cross Signal Do You Buy | 11/25/2024 |
10 | Fast-paced Momentum Stock Controladora Vuela Is Still Trading at a Bargain | 11/26/2024 |
About Volaris 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 Volaris or other stocks. Alpha measures the amount that position in Volaris 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 | 2023 | 2024 (projected) | Days Sales Outstanding | 17.74 | 30.79 | 28.07 | 15.34 | PTB Ratio | 134.22 | 3.47 | 4.29 | 4.08 |
Volaris Upcoming Company Events
As portrayed in its financial statements, the presentation of Volaris' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Volaris' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Volaris' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Volaris. Please utilize our Beneish M Score to check the likelihood of Volaris' management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 22nd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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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Additional Tools for Volaris Stock Analysis
When running Volaris' price analysis, check to measure Volaris' 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 Volaris is operating at the current time. Most of Volaris' value examination focuses on studying past and present price action to predict the probability of Volaris' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Volaris' price. Additionally, you may evaluate how the addition of Volaris to your portfolios can decrease your overall portfolio volatility.