Valens Stock Alpha and Beta Analysis
| VLN Stock | USD 2.73 0.04 1.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Valens. It also helps investors analyze the systematic and unsystematic risks associated with investing in Valens over a specified time horizon. Remember, high Valens' 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 Valens' market risk premium analysis include:
Beta (0.35) | Alpha 0.21 | Risk 1.75 | Sharpe Ratio 0.19 | Expected Return 0.33 |
Valens 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.
Valens |
Valens Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Valens market risk premium is the additional return an investor will receive from holding Valens 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 Valens. 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 Valens' performance over market.| α | 0.21 | β | -0.35 |
Valens 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 Valens' Buy-and-hold return. Our buy-and-hold chart shows how Valens performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Valens Market Price Analysis
Market price analysis indicators help investors to evaluate how Valens stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Valens shares will generate the highest return on investment. By understating and applying Valens stock market price indicators, traders can identify Valens position entry and exit signals to maximize returns.
Valens Return and Market Media
The median price of Valens for the period between Wed, Mar 6, 2024 and Tue, Jun 4, 2024 is 2.4 with a coefficient of variation of 7.93. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 2.37, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Were Not Very Worried About Valens Semiconductors Cash Burn Rate | 03/28/2024 |
2 | Valens Semiconductor Collaborates with Sony Semiconductor Solutions to Complete EMC Testing of an Interoperable A-PHY Chip System, Progressing Toward Maturity o... | 04/10/2024 |
3 | While institutions own 24 percent of Valens Semiconductor Ltd. , retail investors are its largest shareholders with 51 percent ownership | 04/24/2024 |
4 | Valens Semiconductor Partners with Black Sesame Technologies to Add MIPI A-PHY Connectivity to Black Sesames Innovative ADAS and Cross-Domain Compute Platforms | 04/29/2024 |
5 | Valens Semiconductor Reports First Quarter 2024 Results | 05/08/2024 |
6 | Valens Semiconductor Ltd. Q1 2024 Earnings Call Transcript | 05/09/2024 |
7 | 3 Semiconductor Stocks to Buy Now May 2024 | 05/24/2024 |
About Valens 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 Valens or other stocks. Alpha measures the amount that position in Valens 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) | Payables Turnover | 4.47 | 2.57 | 6.38 | 3.97 | Days Of Inventory On Hand | 169.24 | 318.13 | 159.97 | 129.89 |
Valens Upcoming Company Events
As portrayed in its financial statements, the presentation of Valens' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Valens' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Valens' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Valens. Please utilize our Beneish M Score to check the likelihood of Valens' management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 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 Information and Resources on Investing in Valens Stock
When determining whether Valens offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Valens' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Valens Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Valens Stock:Check out Valens Backtesting, Valens Valuation, Valens Correlation, Valens Hype Analysis, Valens Volatility, Valens History and analyze Valens Performance. To learn how to invest in Valens Stock, please use our How to Invest in Valens guide.You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Valens 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.