VBI Vaccines Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VBI Vaccines. It also helps investors analyze the systematic and unsystematic risks associated with investing in VBI Vaccines over a specified time horizon. Remember, high VBI Vaccines' 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 VBI Vaccines' market risk premium analysis include:
Beta (2.85) | Alpha (1.77) | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
VBI |
VBI Vaccines Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VBI Vaccines market risk premium is the additional return an investor will receive from holding VBI Vaccines 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 VBI Vaccines. 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 VBI Vaccines' performance over market.| α | -1.77 | β | -2.85 |
VBI Vaccines Fundamentals Vs Peers
Comparing VBI Vaccines' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze VBI Vaccines' direct or indirect competition across all of the common fundamentals between VBI Vaccines and the related equities. This way, we can detect undervalued stocks with similar characteristics as VBI Vaccines or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of VBI Vaccines' fundamental indicators could also be used in its relative valuation, which is a method of valuing VBI Vaccines by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare VBI Vaccines to competition |
| Fundamentals | VBI Vaccines | Peer Average |
| Return On Equity | -4.2 | -0.31 |
| Return On Asset | -0.29 | -0.14 |
| Operating Margin | (9.68) % | (5.51) % |
| Current Valuation | 38.92 M | 16.62 B |
| Shares Outstanding | 28.68 M | 571.82 M |
| Shares Owned By Insiders | 6.76 % | 10.09 % |
| Shares Owned By Institutions | 13.00 % | 39.21 % |
VBI Vaccines Opportunities
VBI Vaccines Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | VBI Vaccines GAAP EPS of -0.73 misses by 0.20, revenue of 1.21M misses by 1.64M | 05/15/2024 |
2 | VBI Vaccines slides on discounted stock and warrants offering - MSN | 05/17/2024 |
3 | VBI-1901 shows promise in glioblastoma interim study | 05/29/2024 |
4 | VBI Vaccines Receives New Coverage from Analysts at StockNews.com - Defense World | 06/20/2024 |
5 | Acquisition by Diaz-mitoma Francisco of 40000 shares of VBI Vaccines at 0.5 subject to Rule 16b-3 | 07/10/2024 |
6 | VBI Vaccines Initiates Restructuring Proceedings Under CCAA to Implement a Review of its Strategic Alternatives | 07/30/2024 |
7 | Dow Tumbles 950 Points ISM Services PMI Surges In July | 08/05/2024 |
8 | Todays Biggest Pre-Market Stock Movers 10 Top Gainers and Losers onWednesday | 08/07/2024 |
About VBI Vaccines 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 VBI or other delisted stocks. Alpha measures the amount that position in VBI Vaccines 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.
VBI Vaccines Upcoming Company Events
As portrayed in its financial statements, the presentation of VBI Vaccines' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, VBI Vaccines' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of VBI Vaccines' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of VBI Vaccines. Please utilize our Beneish M Score to check the likelihood of VBI Vaccines' management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th 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 VBI Vaccines
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
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Other Consideration for investing in VBI Stock
If you are still planning to invest in VBI Vaccines check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the VBI Vaccines' history and understand the potential risks before investing.
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