Valneva Se Adr Stock Alpha and Beta Analysis
| VALN Stock | USD 6.04 0.17 2.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Valneva SE ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Valneva SE over a specified time horizon. Remember, high Valneva SE'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. Key technical indicators related to Valneva SE's market risk premium analysis include:
Beta 0.96 | Alpha (0.32) | Risk 3.14 | Sharpe Ratio (0.07) | Expected Return (0.23) |
Enterprise Value |
|
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.
Valneva |
Valneva SE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Valneva SE market risk premium is the additional return an investor will receive from holding Valneva SE 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 Valneva SE. 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 Valneva SE's performance over market.| α | -0.32 | β | 0.96 |
Valneva SE 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 Valneva SE's Buy-and-hold return. Our buy-and-hold chart shows how Valneva SE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Valneva SE Market Price Analysis
Market price analysis indicators help investors to evaluate how Valneva SE stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Valneva SE shares will generate the highest return on investment. By understating and applying Valneva SE stock market price indicators, traders can identify Valneva SE position entry and exit signals to maximize returns.
Valneva SE Return and Market Media
The median price of Valneva SE for the period between Wed, Jul 3, 2024 and Tue, Oct 1, 2024 is 7.19 with a coefficient of variation of 8.32. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 7.1, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Valneva Gets ECs Approval on Chikungunya Vaccine | 07/08/2024 |
2 | PfizerValnevas Vaccine Study For Tick-Borne Infection Completes Primary Vaccination Series, Plans Approval In 2026 | 07/18/2024 |
3 | Can Valneva Climb 149.04 percent to Reach the Level Wall Street Analysts Expect | 07/26/2024 |
4 | VALN Stock Earnings Valneva Misses EPS, Misses Revenue for Q2 2024 | 08/13/2024 |
5 | Valneva shares hold strong with buy rating on Lyme vaccine data - Investing.com | 09/04/2024 |
About Valneva SE 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 Valneva or other stocks. Alpha measures the amount that position in Valneva SE ADR 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 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 46.15 | 24.16 | 98.89 | 89.8 | PTB Ratio | 27.94 | 6.24 | 10.14 | 10.51 |
Valneva SE Upcoming Company Events
As portrayed in its financial statements, the presentation of Valneva SE's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Valneva SE's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Valneva SE's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Valneva SE. Please utilize our Beneish M Score to check the likelihood of Valneva SE's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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 Valneva SE
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
Additional Information and Resources on Investing in Valneva Stock
When determining whether Valneva SE ADR offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Valneva SE's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Valneva Se Adr Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Valneva Se Adr Stock:Check out Valneva SE Backtesting, Valneva SE Valuation, Valneva SE Correlation, Valneva SE Hype Analysis, Valneva SE Volatility, Valneva SE History and analyze Valneva SE Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Valneva SE 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.