Virgin Galactic Holdings Stock Alpha and Beta Analysis
| SPCE Stock | USD 4.37 0.10 2.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Virgin Galactic Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Virgin Galactic over a specified time horizon. Remember, high Virgin Galactic'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 Virgin Galactic's market risk premium analysis include:
Beta (0.04) | Alpha (0.44) | Risk 3.6 | Sharpe Ratio (0.19) | Expected Return (0.70) |
Enterprise Value |
|
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.
Virgin |
Virgin Galactic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Virgin Galactic market risk premium is the additional return an investor will receive from holding Virgin Galactic 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 Virgin Galactic. 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 Virgin Galactic's performance over market.| α | -0.44 | β | -0.04 |
Virgin Galactic 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 Virgin Galactic's Buy-and-hold return. Our buy-and-hold chart shows how Virgin Galactic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Virgin Galactic Market Price Analysis
Market price analysis indicators help investors to evaluate how Virgin Galactic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Virgin Galactic shares will generate the highest return on investment. By understating and applying Virgin Galactic stock market price indicators, traders can identify Virgin Galactic position entry and exit signals to maximize returns.
Virgin Galactic Return and Market Media
The median price of Virgin Galactic for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 6.21 with a coefficient of variation of 16.14. The daily time series for the period is distributed with a sample standard deviation of 0.96, arithmetic mean of 5.92, and mean deviation of 0.81. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Douglas Ahrens of Virgin Galactic at 6.48 subject to Rule 16b-3 | 12/16/2024 |
2 | Disposition of 525 shares by Aparna Chitale of Virgin Galactic subject to Rule 16b-3 | 12/23/2024 |
3 | Disposition of tradable shares by Alistair Burns of Virgin Galactic at 6.1 subject to Rule 16b-3 | 12/27/2024 |
4 | Disposition of 2272 shares by Michael Colglazier of Virgin Galactic subject to Rule 16b-3 | 12/30/2024 |
5 | Experience abounds among newcomers to House and Senate | 01/03/2025 |
6 | Disposition of 241 shares by Michael Colglazier of Virgin Galactic at 5.47 subject to Rule 16b-3 | 01/14/2025 |
7 | Virgin Galactic snaps seven straight days of losses | 01/16/2025 |
8 | Virgin Galactic Holdings Inc. stock outperforms competitors despite losses on the day - MarketWatch | 01/29/2025 |
9 | Boom XB-1 Test Flight Went Supersonic, With iPhone and Starlink Helping Livestream the Moment | 01/31/2025 |
10 | Virgin Galactic Shares Surge Amid Aerospace Industry Movements | 02/04/2025 |
11 | Space Launch Services Market to Reach 46.1 billion, Globally, by 2033 at 13.9 percent CAGR Allied Market Research | 02/06/2025 |
12 | Virgin Galactic Announces Date of Fourth Quarter and Full Year 2024 Financial Results and Conference Call | 02/12/2025 |
About Virgin Galactic 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 Virgin or other stocks. Alpha measures the amount that position in Virgin Galactic Holdings 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.
| 2024 | 2025 (projected) | Days Sales Outstanding | 745.34 | 782.6 | PTB Ratio | 1.88 | 1.79 |
Virgin Galactic Upcoming Company Events
As portrayed in its financial statements, the presentation of Virgin Galactic's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Virgin Galactic's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Virgin Galactic's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Virgin Galactic. Please utilize our Beneish M Score to check the likelihood of Virgin Galactic's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Virgin Galactic
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Virgin Galactic Backtesting, Virgin Galactic Valuation, Virgin Galactic Correlation, Virgin Galactic Hype Analysis, Virgin Galactic Volatility, Virgin Galactic History and analyze Virgin Galactic Performance. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Virgin Galactic 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.