Victorias Secret Co Stock Alpha and Beta Analysis
| VSCO Stock | USD 36.16 1.74 4.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Victorias Secret Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Victorias Secret over a specified time horizon. Remember, high Victorias Secret'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 Victorias Secret's market risk premium analysis include:
Beta 0.24 | Alpha 0.35 | Risk 3.38 | Sharpe Ratio 0.0854 | Expected Return 0.29 |
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.
Victorias |
Victorias Secret Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Victorias Secret market risk premium is the additional return an investor will receive from holding Victorias Secret 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 Victorias Secret. 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 Victorias Secret's performance over market.| α | 0.35 | β | 0.24 |
Victorias Secret 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 Victorias Secret's Buy-and-hold return. Our buy-and-hold chart shows how Victorias Secret performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Victorias Secret Market Price Analysis
Market price analysis indicators help investors to evaluate how Victorias Secret stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Victorias Secret shares will generate the highest return on investment. By understating and applying Victorias Secret stock market price indicators, traders can identify Victorias Secret position entry and exit signals to maximize returns.
Victorias Secret Return and Market Media
The median price of Victorias Secret for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 37.75 with a coefficient of variation of 13.42. The daily time series for the period is distributed with a sample standard deviation of 5.14, arithmetic mean of 38.28, and mean deviation of 4.05. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Victorias Secret Co. Sets New 1-Year High Whats Next | 11/08/2024 |
2 | Acquisition by Gregory Unis of 29402 shares of Victorias Secret subject to Rule 16b-3 | 11/18/2024 |
3 | Unlocking Q3 Potential of Victorias Secret Exploring Wall Street Estimates for Key Metrics | 12/02/2024 |
4 | Victorias Secret Co Shares Up 5.6 percent on Dec 6 | 12/06/2024 |
5 | Victorias Secret Co. Hit a 52 Week High, Can the Run Continue | 12/09/2024 |
6 | What Makes Victorias Secret a Strong Momentum Stock Buy Now | 12/10/2024 |
7 | Why Fast-paced Mover Victorias Secret Is a Great Choice for Value Investors | 12/11/2024 |
8 | Is Lovesac Stock Outpacing Its Retail-Wholesale Peers This Year | 12/12/2024 |
9 | Victorias Secret Co.s SWOT analysis intimates giants stock revival plan | 12/18/2024 |
10 | Disposition of 8666 shares by Amy Hauk of Victorias Secret at .0 subject to Rule 16b-3 | 12/20/2024 |
11 | Fast-paced Momentum Stock Victorias Secret Is Still Trading at a Bargain | 12/27/2024 |
12 | Market Cool On Victorias Secret Co.s Earnings Pushing Shares 26 percent Lower | 01/14/2025 |
13 | Insider Trading | 01/29/2025 |
About Victorias Secret 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 Victorias or other stocks. Alpha measures the amount that position in Victorias Secret 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 | 2024 | 2025 (projected) | Days Sales Outstanding | 8.97 | 8.16 | 6.66 | PTB Ratio | 5.05 | 4.41 | 6.28 |
Victorias Secret Upcoming Company Events
As portrayed in its financial statements, the presentation of Victorias Secret's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Victorias Secret's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Victorias Secret's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Victorias Secret. Please utilize our Beneish M Score to check the likelihood of Victorias Secret's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Victorias Secret
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Check out Victorias Secret Backtesting, Victorias Secret Valuation, Victorias Secret Correlation, Victorias Secret Hype Analysis, Victorias Secret Volatility, Victorias Secret History and analyze Victorias Secret Performance. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Victorias Secret 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.