Valneva Se Adr Stock Alpha and Beta Analysis
| VALN Stock | USD 7.92 0.34 4.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Valneva SE ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Valneva SE over a specified time horizon. Remember, high Valneva SE'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 Valneva SE's market risk premium analysis include:
Beta 1.03 | Alpha (0.20) | Risk 3.85 | Sharpe Ratio (0.01) | Expected Return (0.05) |
Enterprise Value |
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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.
Valneva |
Valneva SE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Valneva SE market risk premium is the additional return an investor will receive from holding Valneva SE 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 Valneva SE. 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 Valneva SE's performance over market.| α | -0.2 | β | 1.03 |
Valneva SE 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 Valneva SE's Buy-and-hold return. Our buy-and-hold chart shows how Valneva SE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Valneva SE Market Price Analysis
Market price analysis indicators help investors to evaluate how Valneva SE stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Valneva SE shares will generate the highest return on investment. By understating and applying Valneva SE stock market price indicators, traders can identify Valneva SE position entry and exit signals to maximize returns.
Valneva SE Return and Market Media
The median price of Valneva SE for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 7.92 with a coefficient of variation of 7.33. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 7.86, and mean deviation of 0.47. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | McDonalds, Caterpillar And 3 Stocks To Watch Heading Into Monday | 02/05/2024 |
2 | Valneva Shares Gap Up to 7.72 | 02/08/2024 |
3 | U.S. CDC Advisory Committee Recommends Use of Valnevas Single-Dose Chikungunya Vaccine IXCHIQ | 02/29/2024 |
4 | Valneva to Present at Upcoming TD Cowen and Van Lanschot Kempen Healthcare Investor Conferences | 03/04/2024 |
5 | Valneva GAAP EPS of -0.73, revenue of 153.71M updates FY24 guidance | 03/20/2024 |
6 | Valneva SE Q4 2023 Earnings Call Transcript | 03/21/2024 |
7 | Valneva Initiates Phase 1 Trial of Second-Generation Zika Vaccine Candidate | 03/26/2024 |
About Valneva SE 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 Valneva or other stocks. Alpha measures the amount that position in Valneva SE ADR 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0329 | 0.0293 | Price To Sales Ratio | 8.46 | 8.04 |
Valneva SE Upcoming Company Events
As portrayed in its financial statements, the presentation of Valneva SE's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Valneva SE's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Valneva SE's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Valneva SE. Please utilize our Beneish M Score to check the likelihood of Valneva SE's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Valneva SE
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 Valneva SE Backtesting, Valneva SE Valuation, Valneva SE Correlation, Valneva SE Hype Analysis, Valneva SE Volatility, Valneva SE History and analyze Valneva SE Performance. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Complementary Tools for Valneva Stock analysis
When running Valneva SE's price analysis, check to measure Valneva SE'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 Valneva SE is operating at the current time. Most of Valneva SE's value examination focuses on studying past and present price action to predict the probability of Valneva SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valneva SE's price. Additionally, you may evaluate how the addition of Valneva SE to your portfolios can decrease your overall portfolio volatility.
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Valneva SE 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.