Visa Stock Alpha and Beta Analysis

V
 Stock
  

USD 205.51  8.87  4.51%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Visa Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Visa over a specified time horizon. Remember, high Visa'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.
Also, please take a look at Visa Backtesting, Visa Valuation, Visa Correlation, Visa Hype Analysis, Visa Volatility, Visa History and analyze Visa Performance.
  
Refresh
Please note that although Visa alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Visa did 0.13  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Visa Inc stock's relative risk over its benchmark. Visa Inc has a beta of 1.34  . Let's try to break down what Visa's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Visa will likely underperform.
Visa Enterprise Value over EBIT is fairly stable at the moment as compared to the past year. Visa reported Enterprise Value over EBIT of 25.30 in 2021. Enterprise Value over EBITDA is likely to climb to 24.53 in 2022, whereas Price to Book Value is likely to drop 4.28 in 2022.
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.

Enterprise Value

134.32 Billion

Share

Visa Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Visa market risk premium is the additional return an investor will receive from holding Visa 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 Visa. 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 Visa's performance over market.
α0.13   β1.34
90 days against DJI

Visa 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 Visa's Buy-and-hold return. Our buy-and-hold chart shows how Visa performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Visa Market Price Analysis

Market price analysis indicators help investors to evaluate how Visa stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Visa shares will generate the highest return on investment. By understating and applying Visa stock market price indicators, traders can identify Visa position entry and exit signals to maximize returns.

Visa Return and Market Media

The median price of Visa for the period between Mon, Mar 28, 2022 and Sun, Jun 26, 2022 is 211.13 with a coefficient of variation of 4.82. The daily time series for the period is distributed with a sample standard deviation of 10.05, arithmetic mean of 208.55, and mean deviation of 8.47. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Ryan McInerney of 11194 shares of ...03/30/2022
2
EPS Estimate03/31/2022
3
Exercise or conversion by Ryan McInerney of 6467 shares of V...04/01/2022
4
Visa Expects to Make Up Lost Russia Revenue Within a Year - ...04/08/2022
5
Visa exotic insider transaction detected04/11/2022
6
Wednesdays Top Analyst Upgrades and Downgrades Amazon, Bank ...04/20/2022
7
PayPal Analysts See a Lot to Like, But Not Right Now - Bloom...04/25/2022
8
EPS Reported04/26/2022
9
Exercise or conversion by Alfred Kelly of 3000 shares of Vis...05/02/2022
10
US stocks lower at close of trade Dow Jones Industrial Avera...05/11/2022
11
An Intrinsic Calculation For Visa Inc. Suggests Its 21 perce...05/24/2022
12
Visa exotic insider transaction detected06/06/2022
13
5 Top-Performing Stocks Warren Buffett, Tom Gayner Agree On ...06/14/2022
14
Visa exotic insider transaction detected06/16/2022
15
EPS Estimate06/23/2022

About Visa 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Visa Inc 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.
 2019 2020 2022 (projected)
Long Term Debt to Equity0.580.530.44
Interest Coverage27.2930.8136.36

Visa Upcoming Company Events

As portrayed in its financial statements, the presentation of Visa's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Visa's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Visa's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Visa. Please utilize our Beneish M Score to check the likelihood of Visa's management manipulating its earnings.
Upcoming Quarterly Report27th of January 2022
Next Financial Report26th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End25th of October 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Visa

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Also, please take a look at Visa Backtesting, Visa Valuation, Visa Correlation, Visa Hype Analysis, Visa Volatility, Visa History and analyze Visa Performance. Note that the Visa Inc information on this page should be used as a complementary analysis to other Visa's 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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

Complementary Tools for Visa Stock analysis

When running Visa Inc price analysis, check to measure Visa'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 Visa is operating at the current time. Most of Visa's value examination focuses on studying past and present price action to predict the probability of Visa's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Visa's price. Additionally, you may evaluate how the addition of Visa to your portfolios can decrease your overall portfolio volatility.
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Visa 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.
A focus of Visa technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Visa trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...