Vita Coco Stock Alpha and Beta Analysis
| COCO Stock | USD 34.68 0.14 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vita Coco. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vita Coco over a specified time horizon. Remember, high Vita Coco'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 Vita Coco's market risk premium analysis include:
Beta 0.67 | Alpha 0.0259 | Risk 2.65 | Sharpe Ratio (0.02) | Expected Return (0.06) |
Enterprise Value |
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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.
Vita |
Vita Coco Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vita Coco market risk premium is the additional return an investor will receive from holding Vita Coco 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 Vita Coco. 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 Vita Coco's performance over market.| α | 0.03 | β | 0.67 |
Vita Coco 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 Vita Coco's Buy-and-hold return. Our buy-and-hold chart shows how Vita Coco performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vita Coco Market Price Analysis
Market price analysis indicators help investors to evaluate how Vita Coco stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vita Coco shares will generate the highest return on investment. By understating and applying Vita Coco stock market price indicators, traders can identify Vita Coco position entry and exit signals to maximize returns.
Vita Coco Return and Market Media
The median price of Vita Coco for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 36.34 with a coefficient of variation of 5.58. The daily time series for the period is distributed with a sample standard deviation of 2.02, arithmetic mean of 36.18, and mean deviation of 1.65. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 5000 shares by Martin Roper of Vita Coco at 36.373 subject to Rule 16b-3 | 12/17/2024 |
2 | Vita Coco Buy, Sell, or Hold Post Q3 Earnings | 01/13/2025 |
3 | Disposition of 4052 shares by Jonathan Burth of Vita Coco at 10.178 subject to Rule 16b-3 | 01/22/2025 |
4 | Disposition of 700 shares by Jonathan Burth of Vita Coco at 10.178 subject to Rule 16b-3 | 02/14/2025 |
5 | Disposition of 1723 shares by Ira Liran of Vita Coco at 40.017 subject to Rule 16b-3 | 02/19/2025 |
6 | Vita Coco sees Q4 profit erosion, sets downbeat guidance | 02/26/2025 |
7 | Vita Coco Company Full Year 2024 Earnings Revenues Beat Expectations, EPS In Line | 02/27/2025 |
8 | Decoding The Vita Coco Co Inc A Strategic SWOT Insight | 02/28/2025 |
9 | Disposition of 10000 shares by Jonathan Burth of Vita Coco at 32.691 subject to Rule 16b-3 | 03/03/2025 |
10 | Acquisition by Corey Baker of 13218 shares of Vita Coco at 33.36 subject to Rule 16b-3 | 03/04/2025 |
11 | Acquisition by Michael Kirban of 28676 shares of Vita Coco subject to Rule 16b-3 | 03/05/2025 |
12 | Acquisition by Jonathan Burth of 5096 shares of Vita Coco subject to Rule 16b-3 | 03/06/2025 |
13 | What Makes The Vita Coco Company an Attractive Investment | 03/10/2025 |
14 | Why Are Vita Coco Shares Facing Turbulence - TipRanks | 03/12/2025 |
About Vita Coco 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 Vita or other stocks. Alpha measures the amount that position in Vita Coco 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) | Days Sales Outstanding | 49.11 | 49.06 | 44.88 | 35.96 | PTB Ratio | 5.46 | 7.15 | 8.09 | 7.93 |
Vita Coco Upcoming Company Events
As portrayed in its financial statements, the presentation of Vita Coco's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vita Coco's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vita Coco's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vita Coco. Please utilize our Beneish M Score to check the likelihood of Vita Coco's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 Vita Coco
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
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Check out Vita Coco Backtesting, Vita Coco Valuation, Vita Coco Correlation, Vita Coco Hype Analysis, Vita Coco Volatility, Vita Coco History and analyze Vita Coco Performance. To learn how to invest in Vita Stock, please use our How to Invest in Vita Coco guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Vita Coco 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.