Vast Renewables Limited Stock Alpha and Beta Analysis
| VSTE Stock | USD 2.77 0.05 1.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vast Renewables Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vast Renewables over a specified time horizon. Remember, high Vast Renewables' 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 Vast Renewables' market risk premium analysis include:
Beta (1.63) | Alpha 1.64 | Risk 21.64 | Sharpe Ratio 0.0792 | Expected Return 1.71 |
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.
Vast |
Vast Renewables Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vast Renewables market risk premium is the additional return an investor will receive from holding Vast Renewables 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 Vast Renewables. 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 Vast Renewables' performance over market.| α | 1.64 | β | -1.63 |
Vast Renewables 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 Vast Renewables' Buy-and-hold return. Our buy-and-hold chart shows how Vast Renewables performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vast Renewables Market Price Analysis
Market price analysis indicators help investors to evaluate how Vast Renewables stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vast Renewables shares will generate the highest return on investment. By understating and applying Vast Renewables stock market price indicators, traders can identify Vast Renewables position entry and exit signals to maximize returns.
Vast Renewables Return and Market Media
The median price of Vast Renewables for the period between Tue, Feb 27, 2024 and Mon, May 27, 2024 is 3.03 with a coefficient of variation of 40.48. The daily time series for the period is distributed with a sample standard deviation of 1.43, arithmetic mean of 3.54, and mean deviation of 1.04. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Short Interest in Vast Renewables Limited Rises By 1,685.7 | 03/01/2024 |
2 | Vast Renewables Limited Sees Significant Decline in Short Interest - MarketBeat | 04/10/2024 |
About Vast Renewables 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 Vast or other stocks. Alpha measures the amount that position in Vast Renewables 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.
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 Vast Renewables 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, Vast Renewables' short interest history, or implied volatility extrapolated from Vast Renewables options trading.
Build Portfolio with Vast Renewables
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 Vast Renewables Backtesting, Vast Renewables Valuation, Vast Renewables Correlation, Vast Renewables Hype Analysis, Vast Renewables Volatility, Vast Renewables History and analyze Vast Renewables Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Complementary Tools for Vast Stock analysis
When running Vast Renewables' price analysis, check to measure Vast Renewables' 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 Vast Renewables is operating at the current time. Most of Vast Renewables' value examination focuses on studying past and present price action to predict the probability of Vast Renewables' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vast Renewables' price. Additionally, you may evaluate how the addition of Vast Renewables to your portfolios can decrease your overall portfolio volatility.
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Vast Renewables 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.