Vivint Stock Alpha and Beta Analysis

VVNT -  USA Stock  

USD 6.38  0.38  5.62%

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

Vivint Beta 

 
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Please note that although Vivint Smart 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, Vivint Smart did 0.21  worse 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 Vivint Smart Home stock's relative risk over its benchmark. Vivint Smart Home has a beta of 1.97  . Let's try to break down what Vivint'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, Vivint Smart will likely underperform.
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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.

Vivint Smart Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vivint Smart market risk premium is the additional return an investor will receive from holding Vivint Smart 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 Vivint Smart. 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 Vivint Smart's performance over market.
α-0.21   β1.97
90 days against DJI

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

Vivint Smart Market Price Analysis

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

Vivint Smart Return and Market Media

The median price of Vivint Smart for the period between Thu, Oct 28, 2021 and Wed, Jan 26, 2022 is 9.76 with a coefficient of variation of 14.88. The daily time series for the period is distributed with a sample standard deviation of 1.41, arithmetic mean of 9.48, and mean deviation of 1.11. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Vivint Smart Home gains 2.26 percent for October 29 - Equiti...10/29/2021
2
Vivint Smart Home Named to Inc.s First-Annual Best-Led Compa...11/08/2021
3
EPS Reported11/15/2021
4
Is Paul Ryan Down and Out Digging Into His Quiet Three Years...12/28/2021
5
Smart Home Monitoring and Security Market 2022 Evolution Opp...01/12/2022

About Vivint Smart 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 Vivint Smart Home 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.

Vivint Smart Investors Sentiment

The influence of Vivint Smart's 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 Vivint. 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.

Vivint Smart Implied Volatility

    
  127.22  
Vivint Smart's implied volatility exposes the market's sentiment of Vivint Smart Home stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Vivint Smart's 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 Vivint Smart stock will not fluctuate a lot when Vivint Smart's 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 Vivint Smart 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, Vivint Smart's short interest history, or implied volatility extrapolated from Vivint Smart options trading.

Current Sentiment - VVNT

Vivint Smart Home Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in Vivint Smart Home. What is your outlook on investing in Vivint Smart Home? Are you bullish or bearish?
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Also, please take a look at Vivint Smart Backtesting, Vivint Smart Valuation, Vivint Smart Correlation, Vivint Smart Hype Analysis, Vivint Smart Volatility, Vivint Smart History and analyze Vivint Smart Performance. Note that the Vivint Smart Home information on this page should be used as a complementary analysis to other Vivint Smart'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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

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