Verizon Communications Stock Alpha and Beta Analysis
| VZ Stock | USD 39.49 0.21 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Verizon Communications. It also helps investors analyze the systematic and unsystematic risks associated with investing in Verizon Communications over a specified time horizon. Remember, high Verizon Communications' 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 Verizon Communications' market risk premium analysis include:
Beta 0.35 | Alpha 0.008552 | Risk 1.12 | Sharpe Ratio (0.07) | Expected Return (0.08) |
Verizon Communications Quarterly Cash And Equivalents |
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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.
Verizon |
Verizon Communications Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Verizon Communications market risk premium is the additional return an investor will receive from holding Verizon Communications 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 Verizon Communications. 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 Verizon Communications' performance over market.| α | 0.01 | β | 0.35 |
Verizon Communications 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 Verizon Communications' Buy-and-hold return. Our buy-and-hold chart shows how Verizon Communications performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Verizon Communications Market Price Analysis
Market price analysis indicators help investors to evaluate how Verizon Communications stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Verizon Communications shares will generate the highest return on investment. By understating and applying Verizon Communications stock market price indicators, traders can identify Verizon Communications position entry and exit signals to maximize returns.
Verizon Communications Return and Market Media
The median price of Verizon Communications for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 39.85 with a coefficient of variation of 2.37. The daily time series for the period is distributed with a sample standard deviation of 0.95, arithmetic mean of 40.14, and mean deviation of 0.79. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Verizon Communications dividend paid on 1st of February 2024 | 02/01/2024 |
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6 | Verizon to report earnings April 22, 2024 | 04/18/2024 |
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8 | Dow Jones climbs on Monday as risk appetite lurches higher | 04/22/2024 |
About Verizon Communications 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 Verizon or other stocks. Alpha measures the amount that position in Verizon Communications 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 (projected) | Dividend Yield | 0.0485 | 0.0653 | 0.0694 | Price To Sales Ratio | 1.61 | 1.21 | 1.18 |
Verizon Communications Upcoming Company Events
As portrayed in its financial statements, the presentation of Verizon Communications' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Verizon Communications' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Verizon Communications' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Verizon Communications. Please utilize our Beneish M Score to check the likelihood of Verizon Communications' management manipulating its earnings.
| 23rd of April 2024 Upcoming Quarterly Report | View | |
| 23rd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Verizon Communications
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 Verizon Communications Backtesting, Verizon Communications Valuation, Verizon Communications Correlation, Verizon Communications Hype Analysis, Verizon Communications Volatility, Verizon Communications History and analyze Verizon Communications Performance. For more information on how to buy Verizon Stock please use our How to Invest in Verizon Communications guide.Note that the Verizon Communications information on this page should be used as a complementary analysis to other Verizon Communications' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for Verizon Stock analysis
When running Verizon Communications' price analysis, check to measure Verizon Communications' 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 Verizon Communications is operating at the current time. Most of Verizon Communications' value examination focuses on studying past and present price action to predict the probability of Verizon Communications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Verizon Communications' price. Additionally, you may evaluate how the addition of Verizon Communications to your portfolios can decrease your overall portfolio volatility.
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Verizon Communications 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.