Vbi Vaccines Stock Alpha and Beta Analysis
| VBIV Stock | USD 0.63 0.02 3.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VBI Vaccines. It also helps investors analyze the systematic and unsystematic risks associated with investing in VBI Vaccines over a specified time horizon. Remember, high VBI Vaccines' 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 VBI Vaccines' market risk premium analysis include:
Beta 0.42 | Alpha 0.26 | Risk 6.77 | Sharpe Ratio 0.0455 | Expected Return 0.31 |
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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.
VBI |
VBI Vaccines Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VBI Vaccines market risk premium is the additional return an investor will receive from holding VBI Vaccines 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 VBI Vaccines. 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 VBI Vaccines' performance over market.| α | 0.26 | β | 0.42 |
VBI Vaccines 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 VBI Vaccines' Buy-and-hold return. Our buy-and-hold chart shows how VBI Vaccines performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VBI Vaccines Market Price Analysis
Market price analysis indicators help investors to evaluate how VBI Vaccines stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VBI Vaccines shares will generate the highest return on investment. By understating and applying VBI Vaccines stock market price indicators, traders can identify VBI Vaccines position entry and exit signals to maximize returns.
VBI Vaccines Return and Market Media
The median price of VBI Vaccines for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 0.61 with a coefficient of variation of 9.51. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 0.62, and mean deviation of 0.04. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | VBI signs deal to sell manufacturing capabilities, certain assets with Brii Biosciences | 02/14/2024 |
2 | VBI Vaccines Inc Hepatitis B Portfolio Discussion Transcript | 03/05/2024 |
3 | VBI Vaccines Announces Expanded Strategic Partnership with Canadian Government to Advance mRNA-Launched eVLP Vaccine Platform | 04/02/2024 |
4 | VBI Vaccines Presents Encouraging Early Tumor Response Data From Randomized Controlled Phase 2b Study of VBI-1901 in Recurrent Glioblastoma | 04/03/2024 |
5 | VBI Vaccines Announces 2 Million Registered Direct Offering Priced At-the-Market Under Nasdaq Rules | 04/09/2024 |
6 | VBI Vaccines Announces Closing of 2 Million Registered Direct Offering Priced At-the-Market Under Nasdaq Rules | 04/11/2024 |
7 | VBIV Stock Earnings VBI Vaccines Beats EPS, Misses Revenue for Q4 2023 | 04/16/2024 |
About VBI Vaccines 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 VBI or other stocks. Alpha measures the amount that position in VBI Vaccines 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 | 2023 | 2024 (projected) | Days Sales Outstanding | 4.63 | 36.47 | 34.64 | PTB Ratio | 4.15 | 1.2K | 1.3K |
VBI Vaccines Upcoming Company Events
As portrayed in its financial statements, the presentation of VBI Vaccines' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, VBI Vaccines' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of VBI Vaccines' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of VBI Vaccines. Please utilize our Beneish M Score to check the likelihood of VBI Vaccines' management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th 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 VBI Vaccines
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 VBI Vaccines Backtesting, VBI Vaccines Valuation, VBI Vaccines Correlation, VBI Vaccines Hype Analysis, VBI Vaccines Volatility, VBI Vaccines History and analyze VBI Vaccines Performance. For more information on how to buy VBI Stock please use our How to Invest in VBI Vaccines guide.You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Complementary Tools for VBI Stock analysis
When running VBI Vaccines' price analysis, check to measure VBI Vaccines' 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 VBI Vaccines is operating at the current time. Most of VBI Vaccines' value examination focuses on studying past and present price action to predict the probability of VBI Vaccines' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VBI Vaccines' price. Additionally, you may evaluate how the addition of VBI Vaccines to your portfolios can decrease your overall portfolio volatility.
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VBI Vaccines 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.