Verizon Stock Alpha and Beta Analysis

VZ
 Stock
  

USD 39.52  0.41  1.03%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Verizon Communications. It also helps investors analyze the systematic and unsystematic risks associated with investing in Verizon Communications over a specified time horizon. Remember, high Verizon Communications' 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 Verizon Communications Backtesting, Verizon Communications Valuation, Verizon Communications Correlation, Verizon Communications Hype Analysis, Verizon Communications Volatility, Verizon Communications History and analyze Verizon Communications Performance.
  
Please note that although Verizon Communications 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, Verizon Communications did 0.35  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 Verizon Communications stock's relative risk over its benchmark. Verizon Communications has a beta of 0.49  . Let's try to break down what Verizon's beta means in this case. As returns on the market increase, Verizon Communications returns are expected to increase less than the market. However, during the bear market, the loss on holding Verizon Communications will be expected to be smaller as well.
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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.

Verizon Communications Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Verizon Communications market risk premium is the additional return an investor will receive from holding Verizon Communications 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 Verizon Communications. 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 Verizon Communications' performance over market.
α-0.35   β0.49
90 days against DJI

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

Verizon Communications Market Price Analysis

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

Verizon Communications Return and Market Media

The median price of Verizon Communications for the period between Sun, Jun 26, 2022 and Sat, Sep 24, 2022 is 44.91 with a coefficient of variation of 8.36. The daily time series for the period is distributed with a sample standard deviation of 3.82, arithmetic mean of 45.66, and mean deviation of 3.21. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
EPS Estimate06/30/2022
2
Acquisition by Sampath Sowmyanarayan of 30984 shares of Veri...07/06/2022
3
Verizon Communications exotic insider transaction detected07/07/2022
4
EPS Reported07/22/2022
5
Is Trending Stock Verizon Communications Inc. a Buy Now - Na...07/26/2022
6
No-Brainer Dividend Stocks to Buy Now - Nasdaq08/01/2022
7
Exercise or conversion by Manon Brouillette of 37762 shares ...08/04/2022
8
Acquisition by Sampath Sowmyanarayan of tradable shares of V...08/08/2022
9
Is Verizon Communications Inc A Great Value Stock Ycharts - ...08/12/2022
10
Acquisition by Sampath Sowmyanarayan of 100 shares of Verizo...08/22/2022
11
T-Mobile Could Announce a Massive Stock Buyback This Fall - ...08/31/2022
12
Acquisition by Sampath Sowmyanarayan of 105 shares of Verizo...09/06/2022
13
Verizon Communications Outpaces Stock Market Gains What You ...09/12/2022
14
Acquisition by Kyle Malady of 115 shares of Verizon Communic...09/16/2022
15
Acquisition by Sampath Sowmyanarayan of 107 shares of Verizo...09/19/2022
16
Exercise or conversion by Sampath Sowmyanarayan of 23968 sha...09/20/2022
17
Why ATTs 2023 Looks Much Brighter Than Its 2022 - Nasdaq09/21/2022

About Verizon Communications 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 Verizon or other stocks. Alpha measures the amount that position in Verizon Communications 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.

Verizon Communications Upcoming Company Events

As portrayed in its financial statements, the presentation of Verizon Communications' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Verizon Communications' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Verizon Communications' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Verizon Communications. Please utilize our Beneish M Score to check the likelihood of Verizon Communications' management manipulating its earnings.
Upcoming Quarterly Report25th of January 2022
Next Financial Report20th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End25th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Verizon Communications

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Also, please take a look at Verizon Communications Backtesting, Verizon Communications Valuation, Verizon Communications Correlation, Verizon Communications Hype Analysis, Verizon Communications Volatility, Verizon Communications History and analyze Verizon Communications Performance. Note that the Verizon Communications information on this page should be used as a complementary analysis to other Verizon Communications' 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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.

Complementary Tools for Verizon Stock analysis

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