Vertex Stock Alpha and Beta Analysis

VTNR
 Stock
  

USD 6.23  0.26  4.01%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vertex Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vertex Energy over a specified time horizon. Remember, high Vertex Energy'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 Vertex Energy Backtesting, Vertex Energy Valuation, Vertex Energy Correlation, Vertex Energy Hype Analysis, Vertex Energy Volatility, Vertex Energy History and analyze Vertex Energy Performance.
  
Please note that although Vertex Energy 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, Vertex Energy did 0.30  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 Vertex Energy stock's relative risk over its benchmark. Vertex Energy has a beta of 1.65  . Let's try to break down what Vertex'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, Vertex Energy will likely underperform.
.
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.

Vertex Energy Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vertex Energy market risk premium is the additional return an investor will receive from holding Vertex Energy 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 Vertex Energy. 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 Vertex Energy's performance over market.
α-0.3   β1.65
90 days against DJI

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

Vertex Energy Market Price Analysis

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

Vertex Energy Return and Market Media

The median price of Vertex Energy for the period between Mon, Jul 4, 2022 and Sun, Oct 2, 2022 is 8.48 with a coefficient of variation of 25.72. The daily time series for the period is distributed with a sample standard deviation of 2.37, arithmetic mean of 9.2, and mean deviation of 2.05. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Vertex Energy exotic insider transaction detected07/14/2022
2
Vertex Energy exotic insider transaction detected07/20/2022
3
United States Re-refined Base Oil Market Report 2022-2027 Fe...07/22/2022
4
Should You Hold Vertex Energy Inc in Oil Gas Refining Market...08/01/2022
5
EPS Reported08/09/2022
6
Vertex Energy -46 percent since posting surprise Q2 loss Opp...08/10/2022
7
VERTEX ENERGY INC. Material Modification to Rights of Securi...08/25/2022
8
Exercise or conversion by James Gregory of 15000 shares of V...08/26/2022
9
Vertex Energy exotic insider transaction detected09/14/2022
10
VERTEX ENERGY INC. Regulation FD Disclosure, Financial State...09/29/2022

About Vertex Energy 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 Vertex or other stocks. Alpha measures the amount that position in Vertex Energy 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.

Vertex Energy Upcoming Company Events

As portrayed in its financial statements, the presentation of Vertex Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vertex Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vertex Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vertex Energy. Please utilize our Beneish M Score to check the likelihood of Vertex Energy's management manipulating its earnings.
Upcoming Quarterly Report8th of March 2022
Next Financial Report12th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End8th of March 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Vertex Energy

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

Fix your portfolio
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 Vertex Energy Backtesting, Vertex Energy Valuation, Vertex Energy Correlation, Vertex Energy Hype Analysis, Vertex Energy Volatility, Vertex Energy History and analyze Vertex Energy Performance. You can also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

Complementary Tools for analysis

When running Vertex Energy price analysis, check to measure Vertex Energy'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 Vertex Energy is operating at the current time. Most of Vertex Energy's value examination focuses on studying past and present price action to predict the probability of Vertex Energy's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Vertex Energy's price. Additionally, you may evaluate how the addition of Vertex Energy to your portfolios can decrease your overall portfolio volatility.
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Shere Portfolio
Track or share privately all of your investments from the convenience of any device
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Go
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Go
Vertex Energy 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 Vertex Energy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vertex Energy 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...