Vince Holding Corp Stock Alpha and Beta Analysis
| VNCE Stock | USD 1.70 0.02 1.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vince Holding Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vince Holding over a specified time horizon. Remember, high Vince 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 Vince Holding's market risk premium analysis include:
Beta (0.37) | Alpha 0.17 | Risk 4.88 | Sharpe Ratio 0.023 | Expected Return 0.11 |
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.
Vince |
Vince Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vince Holding market risk premium is the additional return an investor will receive from holding Vince 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 Vince 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 Vince Holding's performance over market.| α | 0.17 | β | -0.37 |
Vince 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 Vince Holding's Buy-and-hold return. Our buy-and-hold chart shows how Vince Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vince Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Vince 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 Vince Holding shares will generate the highest return on investment. By understating and applying Vince Holding stock market price indicators, traders can identify Vince Holding position entry and exit signals to maximize returns.
Vince Holding Return and Market Media
The median price of Vince Holding for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 1.85 with a coefficient of variation of 6.22. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 1.87, and mean deviation of 0.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Coda Octopus, Astro-Med lead small-cap earnings reports on Monday | 09/13/2024 |
2 | A Piece Of The Puzzle Missing From Vince Holding Corp.s 53 percent Share Price Climb | 09/17/2024 |
3 | Vince Holding Corp. Q2 2024 Earnings Call Transcript | 09/18/2024 |
4 | Vince Holding files 10M common stock offering | 09/23/2024 |
5 | Disposition of 4585 shares by Jonathan Schwefel of Vince Holding at 8.06 subject to Rule 16b-3 | 11/06/2024 |
About Vince 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 Vince or other stocks. Alpha measures the amount that position in Vince 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.
| 2010 | 2014 | 2020 | 2024 (projected) | Days Sales Outstanding | 50.92 | 39.56 | 25.76 | 36.24 | PTB Ratio | 21.61 | 1.32 | 0.9 | 13.21 |
Vince Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Vince Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vince Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vince Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vince Holding. Please utilize our Beneish M Score to check the likelihood of Vince Holding's management manipulating its earnings.
| 22nd of April 2024 Upcoming Quarterly Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View |
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Check out Vince Holding Backtesting, Vince Holding Valuation, Vince Holding Correlation, Vince Holding Hype Analysis, Vince Holding Volatility, Vince Holding History and analyze Vince Holding Performance. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Vince 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.