Viatris Stock Alpha and Beta Analysis

VTRS -  USA Stock  

USD 14.59  0.03  0.21%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Viatris. It also helps investors analyze the systematic and unsystematic risks associated with investing in Viatris over a specified time horizon. Remember, high Viatris' 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 Viatris Backtesting, Viatris Valuation, Viatris Correlation, Viatris Hype Analysis, Viatris Volatility, Viatris History and analyze Viatris Performance.

Viatris Beta 

Please note that although Viatris 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, Viatris did 0.14  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 Viatris stock's relative risk over its benchmark. Viatris has a beta of 0.93  . Let's try to break down what Viatris's beta means in this case. Viatris returns are very sensitive to returns on the market. As the market goes up or down, Viatris is expected to follow.
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.

Viatris Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Viatris market risk premium is the additional return an investor will receive from holding Viatris 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 Viatris. 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 Viatris' performance over market.
α0.14   β0.93
90 days against DJI

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

Viatris Market Price Analysis

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

Viatris Return and Market Media

The median price of Viatris for the period between Fri, Oct 29, 2021 and Thu, Jan 27, 2022 is 13.65 with a coefficient of variation of 6.4. The daily time series for the period is distributed with a sample standard deviation of 0.87, arithmetic mean of 13.66, and mean deviation of 0.73. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Viatris to Report Q3 Earnings Whats in the Cards - Nasdaq11/02/2021
EPS Reported11/08/2021
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Viatris Inc. VTRS moved down -2.42 Why Its Important - The D...11/15/2021
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Acquisition by Ni Xiangyang Sean of 512 shares of Viatris su...12/21/2021
Acquisition by Ni Xiangyang Sean of 185 shares of Viatris su...12/23/2021
Viatris Wins Court Decisions on Sanofi Appeals of Lantus Pat...12/29/2021
Industry seeks delay for reporting manufacturing volume data...01/12/2022
EPS Estimate01/21/2022

About Viatris 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 Viatris 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.

Viatris Investors Sentiment

The influence of Viatris' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Viatris. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Viatris Implied Volatility

Viatris' implied volatility exposes the market's sentiment of Viatris stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Viatris' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Viatris stock will not fluctuate a lot when Viatris' options are near their expiration.
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 Viatris 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, Viatris' short interest history, or implied volatility extrapolated from Viatris options trading.

Current Sentiment - VTRS

Viatris Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in Viatris. What is your outlook on investing in Viatris? Are you bullish or bearish?
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50% Bearish

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Also, please take a look at Viatris Backtesting, Viatris Valuation, Viatris Correlation, Viatris Hype Analysis, Viatris Volatility, Viatris History and analyze Viatris Performance. Note that the Viatris information on this page should be used as a complementary analysis to other Viatris' 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 Bond Directory module to find actively traded corporate debentures issued by US companies.

Complementary Tools for Viatris Stock analysis

When running Viatris price analysis, check to measure Viatris' 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 Viatris is operating at the current time. Most of Viatris' value examination focuses on studying past and present price action to predict the probability of Viatris' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Viatris' price. Additionally, you may evaluate how the addition of Viatris to your portfolios can decrease your overall portfolio volatility.
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Viatris 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 Viatris technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Viatris 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...