Viatris Stock Alpha and Beta Analysis
| VTRS Stock | USD 11.16 0.06 0.53% |
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. Key technical indicators related to Viatris' market risk premium analysis include:
Beta 1.09 | Alpha (0.14) | Risk 1.75 | Sharpe Ratio (0.04) | Expected Return (0.08) |
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.
Viatris |
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.| α | -0.14 | β | 1.09 |
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 Mon, Feb 12, 2024 and Sun, May 12, 2024 is 11.83 with a coefficient of variation of 4.57. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 11.91, and mean deviation of 0.39. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | NovoCure Reports Q4 Loss, Tops Revenue Estimates | 02/22/2024 |
2 | Acquisition by Lyons Dillon Joellen of 17970 shares of Viatris subject to Rule 16b-3 | 03/01/2024 |
3 | Acquisition by Kilts James M of 18204 shares of Viatris subject to Rule 16b-3 | 03/04/2024 |
4 | Disposition of 250000 shares by Anthony Mauro of Viatris at 12.0948 subject to Rule 16b-3 | 03/13/2024 |
| Viatris dividend paid on 18th of March 2024 | 03/18/2024 |
5 | Disposition of 158824 shares by Anthony Mauro of Viatris subject to Rule 16b-3 | 03/22/2024 |
6 | Viatris shares price target raised by Piper Sandler | 03/28/2024 |
7 | Acquisition by Rajiv Malik of 18845 shares of Viatris subject to Rule 16b-3 | 04/02/2024 |
8 | Viatris Announces Launch of First Bioequivalent Generic Version of Copaxone 20 mgmL Once-Daily in Canada | 04/15/2024 |
9 | Acquisition by Le Goff Corinne of 78688 shares of Viatris subject to Rule 16b-3 | 04/18/2024 |
10 | Inflation Reduction Act A Bullish Catalyst For Viatris - Seeking Alpha | 04/24/2024 |
11 | Edelweiss fund to back Matrix Lab founders buyout of Viatris API biz - The Economic Times | 04/29/2024 |
12 | Viatris partners with Unmind for employee mental health | 05/01/2024 |
13 | Viatris Q1 Earnings Preview What You Should Know Beyond the Headline Estimates | 05/06/2024 |
14 | Why Earnings Season Could Be Great for Viatris | 05/08/2024 |
15 | Earnings call Viatris reports strong Q1 with revenue of 3.7 billion | 05/09/2024 |
16 | Viatris Inc. Q1 2024 Earnings Call Transcript | 05/10/2024 |
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 financial instruments including Viatris or other stocks. 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0431 | 0.0443 | 0.027 | Price To Sales Ratio | 0.83 | 0.85 | 0.8 |
Viatris Upcoming Company Events
As portrayed in its financial statements, the presentation of Viatris' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Viatris' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Viatris' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Viatris. Please utilize our Beneish M Score to check the likelihood of Viatris' management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 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 Viatris
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
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Check out Viatris Backtesting, Viatris Valuation, Viatris Correlation, Viatris Hype Analysis, Viatris Volatility, Viatris History and analyze Viatris Performance. For more information on how to buy Viatris Stock please use our How to Invest in Viatris guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
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 the 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.