Viasat Inc Stock Alpha and Beta Analysis
| VSAT Stock | USD 9.41 1.08 12.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ViaSat Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in ViaSat over a specified time horizon. Remember, high ViaSat'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 ViaSat's market risk premium analysis include:
Beta 1.64 | Alpha (0.94) | Risk 5.11 | Sharpe Ratio (0.15) | Expected Return (0.78) |
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.
ViaSat |
ViaSat Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ViaSat market risk premium is the additional return an investor will receive from holding ViaSat 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 ViaSat. 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 ViaSat's performance over market.| α | -0.94 | β | 1.64 |
ViaSat 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 ViaSat's Buy-and-hold return. Our buy-and-hold chart shows how ViaSat performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ViaSat Market Price Analysis
Market price analysis indicators help investors to evaluate how ViaSat stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ViaSat shares will generate the highest return on investment. By understating and applying ViaSat stock market price indicators, traders can identify ViaSat position entry and exit signals to maximize returns.
ViaSat Return and Market Media
The median price of ViaSat for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 11.23 with a coefficient of variation of 23.53. The daily time series for the period is distributed with a sample standard deviation of 2.78, arithmetic mean of 11.8, and mean deviation of 2.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Baldridge Richard A of 10308 shares of ViaSat subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 1600 shares by Baldridge Richard A of ViaSat subject to Rule 16b-3 | 09/06/2024 |
3 | Acquisition by Baldridge Richard A of 20000 shares of ViaSat at 14.75 subject to Rule 16b-3 | 09/12/2024 |
4 | United Airlines partners with Starlink to offer free in-flight Wi-Fi | 09/13/2024 |
5 | Heres Why Viasat Detracted in Q3 | 10/08/2024 |
6 | Viasat Hits New 1-Year Low Whats Next | 10/23/2024 |
7 | Amazons satellite spending has investors on edge. The payoff may be worth the wait | 10/28/2024 |
8 | Acquisition by Pak Sean of 5000 shares of ViaSat at 17.33 subject to Rule 16b-3 | 10/31/2024 |
9 | Viasat Inc Shares Up 3.54 percent on Nov 5 | 11/05/2024 |
10 | ViaSat Reports Q2 Loss, Tops Revenue Estimates | 11/06/2024 |
11 | Viasats Q2 Loss Wider Than Expected, Revenues Decline YY | 11/07/2024 |
12 | Disposition of 3125 shares by Kevin Harkenrider of ViaSat subject to Rule 16b-3 | 11/08/2024 |
13 | Viasat Second Quarter 2025 Earnings Revenues Beat Expectations, EPS Lags | 11/14/2024 |
14 | Disposition of 3899 shares by Robert Blair of ViaSat subject to Rule 16b-3 | 11/15/2024 |
15 | Natural Grocers By Vitamin Cottage, Elastic, Matthews International, Gap And Other Big Stocks Moving Higher On Friday | 11/22/2024 |
About ViaSat 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 ViaSat or other stocks. Alpha measures the amount that position in ViaSat Inc 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) | Days Sales Outstanding | 59.96 | 80.07 | 100.99 | PTB Ratio | 0.67 | 0.4 | 0.38 |
ViaSat Upcoming Company Events
As portrayed in its financial statements, the presentation of ViaSat's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ViaSat's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ViaSat's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ViaSat. Please utilize our Beneish M Score to check the likelihood of ViaSat's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Additional Tools for ViaSat Stock Analysis
When running ViaSat's price analysis, check to measure ViaSat'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 ViaSat is operating at the current time. Most of ViaSat's value examination focuses on studying past and present price action to predict the probability of ViaSat's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ViaSat's price. Additionally, you may evaluate how the addition of ViaSat to your portfolios can decrease your overall portfolio volatility.