Vivint Smart Home Alpha and Beta Analysis
| VVNTDelisted Stock | USD 12.00 0.01 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vivint Smart Home. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vivint Smart over a specified time horizon. Remember, high Vivint Smart'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 Vivint Smart's market risk premium analysis include:
Beta (0.34) | Alpha 0.46 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Vivint |
Vivint Smart Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vivint Smart market risk premium is the additional return an investor will receive from holding Vivint Smart 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 Vivint Smart. 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 Vivint Smart's performance over market.| α | 0.46 | β | -0.34 |
Vivint Smart Fundamentals Vs Peers
Comparing Vivint Smart's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Vivint Smart's direct or indirect competition across all of the common fundamentals between Vivint Smart and the related equities. This way, we can detect undervalued stocks with similar characteristics as Vivint Smart or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Vivint Smart's fundamental indicators could also be used in its relative valuation, which is a method of valuing Vivint Smart by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Vivint Smart to competition |
| Fundamentals | Vivint Smart | Peer Average |
| Return On Asset | 0.0158 | -0.14 |
| Profit Margin | (0.03) % | (1.27) % |
| Operating Margin | 0.04 % | (5.51) % |
| Current Valuation | 4.99 B | 16.62 B |
| Shares Outstanding | 214.69 M | 571.82 M |
| Shares Owned By Insiders | 8.66 % | 10.09 % |
| Shares Owned By Institutions | 90.12 % | 39.21 % |
Vivint Smart Opportunities
Vivint Smart Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Vivint Named Home Security Company of the Year in Seventh Annual IoT Breakthrough Awards Program | 01/30/2023 |
2 | Vivint Smart Home Sets New 1-Year High at 11.98 | 02/06/2023 |
3 | Vivint Smart Home, Inc. Sees Significant Decline in Short Interest | 02/15/2023 |
4 | VIVINT SMART HOME, INC. MANAGEMENTS DISCUSSION AND ... - Marketscreener.com | 02/24/2023 |
About Vivint Smart 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 Vivint or other delisted stocks. Alpha measures the amount that position in Vivint Smart Home 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.
Vivint Smart Upcoming Company Events
As portrayed in its financial statements, the presentation of Vivint Smart's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vivint Smart's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vivint Smart's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vivint Smart. Please utilize our Beneish M Score to check the likelihood of Vivint Smart's management manipulating its earnings.
| 7th of March 2023 Upcoming Quarterly Report | View | |
| 2nd of May 2023 Next Financial Report | View | |
| 31st of December 2022 Next Fiscal Quarter End | View | |
| 7th of March 2023 Next Fiscal Year End | View | |
| 30th of September 2022 Last Quarter Report | View | |
| 31st of December 2021 Last Financial Announcement | View |
Build Portfolio with Vivint Smart
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 World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Other Consideration for investing in Vivint Stock
If you are still planning to invest in Vivint Smart Home check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Vivint Smart's history and understand the potential risks before investing.
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