Vertex Energy Stock Alpha and Beta Analysis
| VTNR Stock | USD 0.07 0 6.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vertex Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vertex Energy over a specified time horizon. Remember, high Vertex Energy'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 Vertex Energy's market risk premium analysis include:
Beta 4.2 | Alpha (1.97) | Risk 14.79 | Sharpe Ratio (0.10) | Expected Return (1.50) |
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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.
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Vertex Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vertex Energy market risk premium is the additional return an investor will receive from holding Vertex Energy 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 Vertex Energy. 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 Vertex Energy's performance over market.| α | -1.97 | β | 4.20 |
Vertex Energy 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 Vertex Energy's Buy-and-hold return. Our buy-and-hold chart shows how Vertex Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vertex Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Vertex Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vertex Energy shares will generate the highest return on investment. By understating and applying Vertex Energy stock market price indicators, traders can identify Vertex Energy position entry and exit signals to maximize returns.
Vertex Energy Return and Market Media
The median price of Vertex Energy for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 0.0748 with a coefficient of variation of 88.15. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 0.18, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Joshua Foster of Vertex Energy subject to Rule 16b-3 | 09/05/2024 |
2 | Snap to integrate Googles Gemini AI in its chatbot, shares gain | 09/24/2024 |
3 | Whats the minimum viable infrastructure your enterprise needs for AI | 09/26/2024 |
4 | Can AI, Ad Waymo Strength Drive GOOGL Stock Beyond 16.5 percent YTD Gain | 09/27/2024 |
5 | Augmented Intelligence Inc. Brings Next Generation AI Agents to Enterprise Customers with Google Cloud | 09/30/2024 |
6 | Vertex erhlt zum sechsten Mal in Folge die HDI-Zertifizierung und ist fhrend im Bereich des Kundensupports fr Steuertechnologie | 10/02/2024 |
7 | Reasons that Lifted Vertex Pharmaceuticals Incorporated in Q2 | 10/03/2024 |
8 | Morgan Stanley Boosts Vertex Pharmaceuticals Price Target to 474.00 | 10/04/2024 |
9 | Vertex Energy completes move back to conventional fuel production after bankruptcy filing | 10/09/2024 |
About Vertex Energy 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 Vertex or other stocks. Alpha measures the amount that position in Vertex Energy 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.004071 | 0.003618 | Price To Sales Ratio | 0.0913 | 0.0868 |
Vertex Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Vertex Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vertex Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vertex Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vertex Energy. Please utilize our Beneish M Score to check the likelihood of Vertex Energy's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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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Additional Tools for Vertex Stock Analysis
When running Vertex Energy's price analysis, check to measure Vertex Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vertex Energy is operating at the current time. Most of Vertex Energy's value examination focuses on studying past and present price action to predict the probability of Vertex Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vertex Energy's price. Additionally, you may evaluate how the addition of Vertex Energy to your portfolios can decrease your overall portfolio volatility.