Vodafone Group Plc Stock Alpha and Beta Analysis
| VOD Stock | USD 9.73 0.03 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vodafone Group PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vodafone Group over a specified time horizon. Remember, high Vodafone Group'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 Vodafone Group's market risk premium analysis include:
Beta 0.2 | Alpha 0.19 | Risk 1.46 | Sharpe Ratio 0.18 | Expected Return 0.26 |
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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.
Vodafone |
Vodafone Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vodafone Group market risk premium is the additional return an investor will receive from holding Vodafone Group 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 Vodafone Group. 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 Vodafone Group's performance over market.| α | 0.19 | β | 0.20 |
Vodafone Group 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 Vodafone Group's Buy-and-hold return. Our buy-and-hold chart shows how Vodafone Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vodafone Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Vodafone Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vodafone Group shares will generate the highest return on investment. By understating and applying Vodafone Group stock market price indicators, traders can identify Vodafone Group position entry and exit signals to maximize returns.
Vodafone Group Return and Market Media
The median price of Vodafone Group for the period between Mon, Dec 23, 2024 and Sun, Mar 23, 2025 is 8.51 with a coefficient of variation of 5.19. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 8.67, and mean deviation of 0.34. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Vodafone Group dividend paid on 7th of February 2025 | 02/07/2025 |
1 | ACR Alpine Capital Research LLC Increases Stock Position in Vodafone Group Public Limited | 03/03/2025 |
2 | LITEON sassocie Vodafone pour prsenter la solution innovante 5G ORAN MPN au MWC Barcelone 2025 | 03/06/2025 |
3 | Wall Street slump continues as Trump threatens more tariffs | 03/13/2025 |
4 | Nokia to Help Upgrade Indias 5G Infrastructure Will NOK Stock Gain | 03/14/2025 |
5 | Vital Wi-Fi upgrade confirmed for millions of UK homes as worrying deadline looms | 03/17/2025 |
6 | Audience Analytics Market Size to Surpass USD 15.01 Billion by 2032 Owing to Rising Adoption of AI and Big Data Analytics Research by SNS Insider | 03/18/2025 |
7 | Duolingo English Test Selects Sumsub to Strengthen Security of Digital Exams | 03/19/2025 |
8 | Europe Smart Metering Industry Report 2025-2029 with Focus on Case Studies from ENEL and Eenedis, Major Projects Across France, Italy, Germany, UK, Eastern Euro... | 03/20/2025 |
About Vodafone Group 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 Vodafone or other stocks. Alpha measures the amount that position in Vodafone Group PLC 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.
| 2022 | 2023 | 2024 | 2025 (projected) | |
| Dividend Yield | 0.0884 | 0.12 | 0.1 | 0.11 |
| Price To Sales Ratio | 0.62 | 0.57 | 0.66 | 0.63 |
Vodafone Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Vodafone Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vodafone Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vodafone Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vodafone Group. Please utilize our Beneish M Score to check the likelihood of Vodafone Group's management manipulating its earnings.
| 16th of May 2023 Upcoming Quarterly Report | View | |
| 31st of March 2023 Next Fiscal Quarter End | View | |
| 16th of May 2023 Next Fiscal Year End | View | |
| 31st of December 2022 Last Quarter Report | View | |
| 31st of March 2022 Last Financial Announcement | View |
Build Portfolio with Vodafone Group
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Check out Vodafone Group Backtesting, Vodafone Group Valuation, Vodafone Group Correlation, Vodafone Group Hype Analysis, Vodafone Group Volatility, Vodafone Group History and analyze Vodafone Group Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Vodafone Group 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.