VivoPower Stock Alpha and Beta Analysis

VVPR -  USA Stock  

USD 4.80  0.01  0.21%

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

VivoPower Beta 

Please note that although VivoPower International 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, VivoPower International did 0.43  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 VivoPower International PLC stock's relative risk over its benchmark. VivoPower International has a beta of 1.07  . Let's try to break down what VivoPower's beta means in this case. VivoPower International returns are very sensitive to returns on the market. As the market goes up or down, VivoPower International 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.

VivoPower International Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VivoPower International market risk premium is the additional return an investor will receive from holding VivoPower International 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 VivoPower International. 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 VivoPower International's performance over market.
α-0.43   β1.07
90 days against DJI

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

VivoPower International Market Price Analysis

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

VivoPower International Return and Market Media

The median price of VivoPower International for the period between Thu, Jul 29, 2021 and Wed, Oct 27, 2021 is 5.61 with a coefficient of variation of 8.67. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 5.69, and mean deviation of 0.38. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
VivoPower falls 3.04 percent to Close at 6.38 on August 6 - ...08/06/2021
VivoPower falls 2.05 percent in Light Trading on August 18 -...08/18/2021
EPS Reported08/23/2021
VivoPower falls 3.13 percent on Strong Volume August 26 - Eq...08/26/2021
VivoPower falls 2.25 percent in Light Trading on August 31 -...08/31/2021
VivoPower gains 1.42 percent for September 10 - Equities.com09/10/2021
VivoPower gains 7.53 percent in Active Trading on September ...09/15/2021
VivoPower International PLC Announces Contract to Complete E...09/23/2021
VivoPower falls 1.10 percent on Moderate Volume October 7 - ...10/07/2021
VivoPower International UAE has announced its US200bn Net Ze...10/21/2021

About VivoPower International 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 VivoPower International 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.

VivoPower International Investors Sentiment

The influence of VivoPower International'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 VivoPower. 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.

Current Sentiment - VVPR

VivoPower International Investor Sentiment

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

Build Portfolio with VivoPower International

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Also, please take a look at VivoPower International Backtesting, VivoPower International Valuation, VivoPower International Correlation, VivoPower International Hype Analysis, VivoPower International Volatility, VivoPower International History and analyze VivoPower International Performance. Note that the VivoPower International information on this page should be used as a complementary analysis to other VivoPower International'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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Complementary Tools for VivoPower Stock analysis

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