Virnetx Holding Corp Stock Alpha and Beta Analysis
| VHC Stock | USD 5.15 0.14 2.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VirnetX Holding Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in VirnetX Holding over a specified time horizon. Remember, high VirnetX Holding'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 VirnetX Holding's market risk premium analysis include:
Beta 0.39 | Alpha (0.51) | Risk 2.64 | Sharpe Ratio (0.17) | Expected Return (0.45) |
VirnetX Holding 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.
VirnetX |
VirnetX Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VirnetX Holding market risk premium is the additional return an investor will receive from holding VirnetX Holding 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 VirnetX Holding. 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 VirnetX Holding's performance over market.| α | -0.51 | β | 0.39 |
VirnetX Holding 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 VirnetX Holding's Buy-and-hold return. Our buy-and-hold chart shows how VirnetX Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VirnetX Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how VirnetX Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VirnetX Holding shares will generate the highest return on investment. By understating and applying VirnetX Holding stock market price indicators, traders can identify VirnetX Holding position entry and exit signals to maximize returns.
VirnetX Holding Return and Market Media
The median price of VirnetX Holding for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 6.95 with a coefficient of variation of 9.56. The daily time series for the period is distributed with a sample standard deviation of 0.64, arithmetic mean of 6.65, and mean deviation of 0.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | VirnetX Receives NYSE Notification | 09/04/2024 |
2 | VirnetX Establishes CRADA with AFRLRI | 10/09/2024 |
3 | Acquisition by Gary Feiner of 8333 shares of VirnetX Holding subject to Rule 16b-3 | 10/18/2024 |
4 | Acquisition by Gary Feiner of 12500 shares of VirnetX Holding at 1.22 subject to Rule 16b-3 | 11/07/2024 |
5 | Acquisition by Kendall Larsen of 30000 shares of VirnetX Holding subject to Rule 16b-3 | 11/12/2024 |
6 | Acquisition by Kendall Larsen of 50000 shares of VirnetX Holding subject to Rule 16b-3 | 11/14/2024 |
7 | VirnetX Announces Strategic Update Webcast CEO to Unveil 2025 Vision VHC Stock News - StockTitan | 11/21/2024 |
About VirnetX Holding 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 VirnetX or other stocks. Alpha measures the amount that position in VirnetX Holding Corp 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 | 2023 | 2024 (projected) | Dividend Yield | 2.85 | 2.57 | 2.69 | Price To Sales Ratio | 5.3K | 1.7K | 1.7K |
VirnetX Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of VirnetX Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, VirnetX Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of VirnetX Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of VirnetX Holding. Please utilize our Beneish M Score to check the likelihood of VirnetX Holding's management manipulating its earnings.
| 2nd of January 2024 Upcoming Quarterly Report | View | |
| 30th of September 2023 Next Fiscal Quarter End | View |
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Check out VirnetX Holding Backtesting, VirnetX Holding Valuation, VirnetX Holding Correlation, VirnetX Holding Hype Analysis, VirnetX Holding Volatility, VirnetX Holding History and analyze VirnetX Holding Performance. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
VirnetX Holding 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.