Veren Inc Stock Alpha and Beta Analysis
| VRN Stock | 5.43 0.03 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Veren Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Veren over a specified time horizon. Remember, high Veren'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 Veren's market risk premium analysis include:
Beta 0.78 | Alpha (0.48) | Risk 2.66 | Sharpe Ratio (0.16) | Expected Return (0.43) |
Enterprise Value |
|
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.
Veren |
Veren Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Veren market risk premium is the additional return an investor will receive from holding Veren 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 Veren. 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 Veren's performance over market.| α | -0.48 | β | 0.78 |
Veren 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 Veren's Buy-and-hold return. Our buy-and-hold chart shows how Veren performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Veren Market Price Analysis
Market price analysis indicators help investors to evaluate how Veren stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Veren shares will generate the highest return on investment. By understating and applying Veren stock market price indicators, traders can identify Veren position entry and exit signals to maximize returns.
Veren Return and Market Media
The median price of Veren for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 6.2 with a coefficient of variation of 10.03. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 6.13, and mean deviation of 0.48. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Veren dividend paid on 1st of October 2024 | 10/01/2024 |
1 | Veren Earns Strong-Buy Rating from Analysts at Raymond James | 10/18/2024 |
2 | GlycoMimetics Enters Into Acquisition Agreement With Crescent Biopharma | 10/29/2024 |
3 | Crescent Energy earnings missed by 0.20, revenue fell short of estimates | 11/04/2024 |
4 | Crescent Grove Advisors LLC Invests 403,000 in Devon Energy Co. | 11/07/2024 |
5 | Crescent Biopharma Appoints Susan Moran, MD, MSCE, and Alexandra Balcom, MBA, CPA, to Board of Directors | 11/11/2024 |
6 | Crescent Biopharma to Present at Jefferies London Healthcare Conference 2024 | 11/12/2024 |
7 | Crescent Capital BDC, Inc. Declares Quarterly Dividend of 0.07 | 11/13/2024 |
8 | Shale Crescent USA Named Finalist for Platts Global Energy Award | 11/14/2024 |
9 | Turkish Red Crescent distributes over 3M hot meals to Palestinians in embattled Gaza | 11/15/2024 |
10 | Forte Group Announces Change of Auditor | 11/19/2024 |
11 | CIT Named Among the Top Five Service Providers in Everest Groups Enterprise Pulse for IT Services Report - Retail and CPG | 11/20/2024 |
12 | Retail Leaders Predict Future Personalization, AI, and Community-Focused Strategies Emerge at Groceryshop 2024 | 11/21/2024 |
13 | Steven Romicks FPA Crescent Fund 3rd Quarter Letter A Recap | 11/22/2024 |
About Veren 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 Veren or other stocks. Alpha measures the amount that position in Veren 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0124 | 0.0366 | 0.0421 | 0.0353 | Price To Sales Ratio | 1.36 | 1.56 | 1.58 | 1.85 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Veren in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Veren's short interest history, or implied volatility extrapolated from Veren options trading.
Build Portfolio with Veren
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Veren Backtesting, Veren Valuation, Veren Correlation, Veren Hype Analysis, Veren Volatility, Veren History and analyze Veren Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Veren 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.