Vtex Stock Alpha and Beta Analysis
| VTEX Stock | USD 6.31 0.14 2.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VTEX. It also helps investors analyze the systematic and unsystematic risks associated with investing in VTEX over a specified time horizon. Remember, high VTEX'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 VTEX's market risk premium analysis include:
Beta 0.7 | Alpha (0.31) | Risk 1.97 | Sharpe Ratio (0.04) | Expected Return (0.08) |
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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.
VTEX |
VTEX Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VTEX market risk premium is the additional return an investor will receive from holding VTEX 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 VTEX. 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 VTEX's performance over market.| α | -0.31 | β | 0.70 |
VTEX 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 VTEX's Buy-and-hold return. Our buy-and-hold chart shows how VTEX performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VTEX Market Price Analysis
Market price analysis indicators help investors to evaluate how VTEX stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VTEX shares will generate the highest return on investment. By understating and applying VTEX stock market price indicators, traders can identify VTEX position entry and exit signals to maximize returns.
VTEX Return and Market Media
The median price of VTEX for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 6.84 with a coefficient of variation of 4.8. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 6.86, and mean deviation of 0.27. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Renaissance Technologies LLC Grows Stock Position in VTEX - MarketBeat | 09/26/2024 |
2 | Online Grocery Shopping Surges VTEX Survey Reveals 69 percent of Consumers Shop Digitally New data encourages grocers to enhance omnichannel experiences and add... | 10/03/2024 |
3 | 4 Top-Ranked Tech Stocks Under 20 That Promise Gains in 2025 | 10/07/2024 |
4 | Bears are Losing Control Over VTEX , Heres Why Its a Buy Now | 10/25/2024 |
5 | Earnings To Watch Vtex Reports Q3 2024 Result | 11/04/2024 |
6 | VTEX Q3 Earnings How Key Metrics Compare to Wall Street Estimates | 11/05/2024 |
7 | Vtex Q3 2024 Earnings Call Highlights Strong Subscription Growth and Strategic Expansions | 11/06/2024 |
8 | VTEX Q3 2024 Earnings Call Transcript | 11/07/2024 |
9 | Shareholders Will Be Pleased With The Quality of VTEXs Earnings | 11/12/2024 |
10 | VTEX Stock Position Cut by Fourth Sail Capital LP - MarketBeat | 11/18/2024 |
About VTEX 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 VTEX or other stocks. Alpha measures the amount that position in VTEX 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.
| 2023 | 2024 (projected) | Dividend Yield | 2.92E-4 | 2.59E-4 | Price To Sales Ratio | 6.36 | 6.04 |
VTEX Upcoming Company Events
As portrayed in its financial statements, the presentation of VTEX's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, VTEX's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of VTEX's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of VTEX. Please utilize our Beneish M Score to check the likelihood of VTEX's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of March 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 VTEX Stock Analysis
When running VTEX's price analysis, check to measure VTEX'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 VTEX is operating at the current time. Most of VTEX's value examination focuses on studying past and present price action to predict the probability of VTEX's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VTEX's price. Additionally, you may evaluate how the addition of VTEX to your portfolios can decrease your overall portfolio volatility.