Velocity Financial Llc Stock Alpha and Beta Analysis
| VEL Stock | USD 20.48 0.11 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Velocity Financial Llc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Velocity Financial over a specified time horizon. Remember, high Velocity Financial'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 Velocity Financial's market risk premium analysis include:
Beta 0.28 | Alpha 0.14 | Risk 0.85 | Sharpe Ratio 0.19 | Expected Return 0.16 |
Velocity Financial 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.
Velocity |
Velocity Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Velocity Financial market risk premium is the additional return an investor will receive from holding Velocity Financial 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 Velocity Financial. 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 Velocity Financial's performance over market.| α | 0.14 | β | 0.28 |
Velocity Financial 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 Velocity Financial's Buy-and-hold return. Our buy-and-hold chart shows how Velocity Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Velocity Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Velocity Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Velocity Financial shares will generate the highest return on investment. By understating and applying Velocity Financial stock market price indicators, traders can identify Velocity Financial position entry and exit signals to maximize returns.
Velocity Financial Return and Market Media
The median price of Velocity Financial for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 19.5 with a coefficient of variation of 2.39. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 19.46, and mean deviation of 0.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is Velocity Financial Stock Undervalued Right Now | 09/20/2024 |
2 | Plunge in Mortgage Rates Spurs Refinancing Surge - Consider PFSI, VEL, GHLD | 09/27/2024 |
3 | Disposition of 4964 shares by John Pitstick of Velocity Financial at 17.88 subject to Rule 16b-3 | 10/08/2024 |
4 | Velocity Financial Inc Q2 2024 Earnings Call Highlights Robust Revenue Growth and ... | 10/09/2024 |
5 | Velocity Financial Inc Q3 2024 Earnings Report Preview What To Look For | 11/06/2024 |
6 | Velocity Financial Q3 Earnings Snapshot | 11/07/2024 |
7 | Velocity Financial, Inc. Q3 2024 Earnings Call Transcript | 11/11/2024 |
8 | Hanwha Life acquires US securities firm Velocity - Korea Economic Daily | 11/19/2024 |
About Velocity Financial 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 Velocity or other stocks. Alpha measures the amount that position in Velocity Financial Llc 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 | 429.56 | 374.44 | 99.18 | 94.22 | PTB Ratio | 0.92 | 0.82 | 1.28 | 1.34 |
Velocity Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Velocity Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Velocity Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Velocity Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Velocity Financial. Please utilize our Beneish M Score to check the likelihood of Velocity Financial's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 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 Velocity Financial
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Align your risk with return expectations
Check out Velocity Financial Backtesting, Velocity Financial Valuation, Velocity Financial Correlation, Velocity Financial Hype Analysis, Velocity Financial Volatility, Velocity Financial History and analyze Velocity Financial Performance. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Velocity Financial 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.