Vuzix Corp Cmn Stock Alpha and Beta Analysis
| VUZI Stock | USD 4.24 0.26 5.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vuzix Corp Cmn. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vuzix Corp over a specified time horizon. Remember, high Vuzix Corp'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 Vuzix Corp's market risk premium analysis include:
Beta 2.78 | Alpha 2.54 | Risk 8.47 | Sharpe Ratio 0.29 | Expected Return 2.42 |
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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.
Vuzix |
Vuzix Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vuzix Corp market risk premium is the additional return an investor will receive from holding Vuzix Corp 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 Vuzix Corp. 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 Vuzix Corp's performance over market.| α | 2.54 | β | 2.78 |
Vuzix Corp 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 Vuzix Corp's Buy-and-hold return. Our buy-and-hold chart shows how Vuzix Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vuzix Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Vuzix Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vuzix Corp shares will generate the highest return on investment. By understating and applying Vuzix Corp stock market price indicators, traders can identify Vuzix Corp position entry and exit signals to maximize returns.
Vuzix Corp Return and Market Media
The median price of Vuzix Corp for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 1.3 with a coefficient of variation of 54.85. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 1.8, and mean deviation of 0.82. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Vuzix Shareholder Letter Highlights Key Developments that Position the Company for Significant Market Success | 10/02/2024 |
2 | Vuzix Corporation Among The Best Augmented Reality Stocks Under 5 | 10/21/2024 |
3 | Acquisition by Rajgopal Raj of 19305 shares of Vuzix Corp subject to Rule 16b-3 | 10/25/2024 |
4 | Vuzix Schedules Conference Call to Discuss Third Quarter 2024 Financial Results and Business Update | 11/04/2024 |
5 | Vuzix Corporation Q3 2024 Earnings Call Transcript | 11/15/2024 |
6 | Vuzix M-Series Smart Glasses Now Certified for Use with Microsoft Intune | 11/18/2024 |
7 | 3 Penny Stocks Ready to Break Out in 2025 | 11/29/2024 |
8 | Even after rising 20 percent this past week, Vuzix shareholders are still down 66 percent over the past three years | 12/12/2024 |
9 | Acquisition by Russell Grant of 22500 shares of Vuzix Corp subject to Rule 16b-3 | 12/24/2024 |
About Vuzix Corp 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 Vuzix or other stocks. Alpha measures the amount that position in Vuzix Corp Cmn 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.017 | 0.00896 | Price To Sales Ratio | 10.93 | 12.73 |
Vuzix Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Vuzix Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vuzix Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vuzix Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vuzix Corp. Please utilize our Beneish M Score to check the likelihood of Vuzix Corp's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Vuzix Corp Backtesting, Vuzix Corp Valuation, Vuzix Corp Correlation, Vuzix Corp Hype Analysis, Vuzix Corp Volatility, Vuzix Corp History and analyze Vuzix Corp Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Vuzix Corp 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.