VF Stock Alpha and Beta Analysis


USD 28.66  0.00  0.00%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VF Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in VF over a specified time horizon. Remember, high VF'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 VF Backtesting, VF Valuation, VF Correlation, VF Hype Analysis, VF Volatility, VF History and analyze VF Performance.
Please note that although VF 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., NYSE Composite index.) So in this particular case, VF did 0.54  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 VF Corporation stock's relative risk over its benchmark. VF Corporation has a beta of 1.68  . Let's try to break down what VF'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, VF will likely underperform.
The current year Enterprise Value over EBIT is expected to grow to 12.08, whereas Book Value per Share is forecasted to decline to 8.43.
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.

Enterprise Value

13.55 Billion

VF Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VF market risk premium is the additional return an investor will receive from holding VF 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 VF. 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 VF's performance over market.
α-0.54   β1.68
90 days against NYA

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

VF Market Price Analysis

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

VF Return and Market Media

The median price of VF for the period between Fri, Sep 9, 2022 and Thu, Dec 8, 2022 is 31.9 with a coefficient of variation of 14.37. The daily time series for the period is distributed with a sample standard deviation of 4.67, arithmetic mean of 32.51, and mean deviation of 3.7. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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About VF 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 VF or other stocks. Alpha measures the amount that position in VF Corporation 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.
 2012 2016 2017 2022 (projected)
Long Term Debt to Equity0.260.411.30.9
Interest Coverage20.1917.5112.4215.75

VF Upcoming Company Events

As portrayed in its financial statements, the presentation of VF's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, VF's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of VF's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of VF. Please utilize our Beneish M Score to check the likelihood of VF's management manipulating its earnings.
Upcoming Quarterly Report28th of January 2022
Next Financial Report20th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End20th of May 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with VF

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.

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Also, please take a look at VF Backtesting, VF Valuation, VF Correlation, VF Hype Analysis, VF Volatility, VF History and analyze VF Performance. Note that the VF Corporation information on this page should be used as a complementary analysis to other VF'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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

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