Veralto Stock Alpha and Beta Analysis
| VLTO Stock | 107.96 0.52 0.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Veralto. It also helps investors analyze the systematic and unsystematic risks associated with investing in Veralto over a specified time horizon. Remember, high Veralto'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 Veralto's market risk premium analysis include:
Beta 0.56 | Alpha (0.11) | Risk 1.06 | Sharpe Ratio (0.05) | Expected Return (0.05) |
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.
Veralto |
Veralto Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Veralto market risk premium is the additional return an investor will receive from holding Veralto 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 Veralto. 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 Veralto's performance over market.| α | -0.11 | β | 0.56 |
Veralto 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 Veralto's Buy-and-hold return. Our buy-and-hold chart shows how Veralto performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Veralto Market Price Analysis
Market price analysis indicators help investors to evaluate how Veralto stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Veralto shares will generate the highest return on investment. By understating and applying Veralto stock market price indicators, traders can identify Veralto position entry and exit signals to maximize returns.
Veralto Return and Market Media
The median price of Veralto for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 109.76 with a coefficient of variation of 3.32. The daily time series for the period is distributed with a sample standard deviation of 3.6, arithmetic mean of 108.55, and mean deviation of 3.12. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 11553 shares by Jennifer Honeycutt of Veralto at 26.61 subject to Rule 16b-3 | 09/30/2024 |
2 | Disposition of tradable shares by Surekha Trivedi of Veralto at 112.55 subject to Rule 16b-3 | 10/01/2024 |
3 | Veraltos Q3 Earnings Results Revenue In Line With Expectations | 10/23/2024 |
4 | Decoding Veralto Corp A Strategic SWOT Insight | 10/25/2024 |
5 | Down -5.67 percent in 4 Weeks, Heres Why You Should You Buy the Dip in Veralto | 10/28/2024 |
| Veralto dividend paid on 31st of October 2024 | 10/31/2024 |
6 | Disposition of tradable shares by Surekha Trivedi of Veralto at 102.91 subject to Rule 16b-3 | 11/01/2024 |
7 | New York State Common Retirement Fund Cuts Holdings in Veralto Co. | 11/04/2024 |
8 | Vanguard Group Incs Strategic Acquisition in Veralto Corp | 11/05/2024 |
9 | Acquisition by Lohr Walter G of 1590 shares of Veralto at 73.91 subject to Rule 16b-3 | 11/07/2024 |
10 | NJ State Employees Deferred Compensation Plan Invests 210,000 in Veralto Co. | 11/11/2024 |
11 | Veralto Invests in Axine Water Technologies | 11/13/2024 |
12 | Disposition of tradable shares by Bernard Skeete of Veralto at 102.68 subject to Rule 16b-3 | 11/18/2024 |
13 | Capital Allocation Trends At Veralto Arent Ideal | 11/21/2024 |
About Veralto 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 Veralto or other stocks. Alpha measures the amount that position in Veralto 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.
| 2010 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 58.79 | 61.05 | 60.05 | 47.97 | PTB Ratio | 6.2 | 6.13 | 14.43 | 15.16 |
Veralto Upcoming Company Events
As portrayed in its financial statements, the presentation of Veralto's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Veralto's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Veralto's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Veralto. Please utilize our Beneish M Score to check the likelihood of Veralto's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 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 Veralto Backtesting, Veralto Valuation, Veralto Correlation, Veralto Hype Analysis, Veralto Volatility, Veralto History and analyze Veralto Performance. To learn how to invest in Veralto Stock, please use our How to Invest in Veralto guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Veralto 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.