Volcon Inc Stock Alpha and Beta Analysis
| VLCN Stock | USD 4.38 0.13 2.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Volcon Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Volcon over a specified time horizon. Remember, high Volcon'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 Volcon's market risk premium analysis include:
Beta 0.83 | Alpha (1.52) | Risk 7.33 | Sharpe Ratio (0.17) | Expected Return (1.24) |
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.
Volcon |
Volcon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Volcon market risk premium is the additional return an investor will receive from holding Volcon 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 Volcon. 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 Volcon's performance over market.| α | -1.52 | β | 0.83 |
Volcon 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 Volcon's Buy-and-hold return. Our buy-and-hold chart shows how Volcon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Volcon Market Price Analysis
Market price analysis indicators help investors to evaluate how Volcon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Volcon shares will generate the highest return on investment. By understating and applying Volcon stock market price indicators, traders can identify Volcon position entry and exit signals to maximize returns.
Volcon Return and Market Media
The median price of Volcon for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 7.01 with a coefficient of variation of 30.26. The daily time series for the period is distributed with a sample standard deviation of 2.36, arithmetic mean of 7.81, and mean deviation of 2.02. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Discretionary transaction by Sabby Management, Llc of 44490 shares of Volcon at 29.0 subject to Rule 16b-3 | 09/09/2024 |
2 | Disposition of 100 shares by Ubs Group Ag of Volcon at 4.44 subject to Rule 16b-3 | 09/18/2024 |
3 | Disposition of 774569 shares by Sabby Management, Llc of Volcon at 1.0E-5 subject to Rule 16b-3 | 10/15/2024 |
4 | Acquisition by Jordan Davis of 337500 shares of Volcon at 0.69 subject to Rule 16b-3 | 11/07/2024 |
About Volcon 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 Volcon or other stocks. Alpha measures the amount that position in Volcon 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) | Payables Turnover | 12.94 | 13.7 | 14.39 | Days Of Inventory On Hand | 153.64 | 295.8 | 310.59 |
Volcon Upcoming Company Events
As portrayed in its financial statements, the presentation of Volcon's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Volcon's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Volcon's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Volcon. Please utilize our Beneish M Score to check the likelihood of Volcon's management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th 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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Check out Volcon Backtesting, Volcon Valuation, Volcon Correlation, Volcon Hype Analysis, Volcon Volatility, Volcon History and analyze Volcon Performance. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Volcon 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.