Vail Resorts Stock Alpha and Beta Analysis
| MTN Stock | USD 155.09 1.12 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vail Resorts. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vail Resorts over a specified time horizon. Remember, high Vail Resorts' 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 Vail Resorts' market risk premium analysis include:
Beta 0.7 | Alpha (0.14) | Risk 2.05 | Sharpe Ratio (0.09) | Expected Return (0.19) |
Vail Resorts Quarterly Cash And Equivalents |
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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.
Vail |
Vail Resorts Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vail Resorts market risk premium is the additional return an investor will receive from holding Vail Resorts 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 Vail Resorts. 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 Vail Resorts' performance over market.| α | -0.14 | β | 0.70 |
Vail Resorts 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 Vail Resorts' Buy-and-hold return. Our buy-and-hold chart shows how Vail Resorts performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vail Resorts Market Price Analysis
Market price analysis indicators help investors to evaluate how Vail Resorts stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vail Resorts shares will generate the highest return on investment. By understating and applying Vail Resorts stock market price indicators, traders can identify Vail Resorts position entry and exit signals to maximize returns.
Vail Resorts Return and Market Media
The median price of Vail Resorts for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 178.67 with a coefficient of variation of 5.78. The daily time series for the period is distributed with a sample standard deviation of 10.2, arithmetic mean of 176.53, and mean deviation of 8.59. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Peter Vaughn of Vail Resorts at 192.61 subject to Rule 16b-3 | 12/16/2024 |
2 | Life Time Group Holdings Soars 6.2 percent Is Further Upside Left in the Stock | 01/17/2025 |
3 | Nisa Investment Advisors LLC Increases Stock Holdings in Vail Resorts, Inc. - MarketBeat | 01/28/2025 |
4 | Disposition of 678 shares by Knobloch Iris of Vail Resorts subject to Rule 16b-3 | 01/31/2025 |
5 | 437 Shares in Vail Resorts, Inc. Purchased by Hager Investment Management Services LLC | 02/05/2025 |
6 | Vail Resorts participates in a field trip with Truist MTN | 02/06/2025 |
7 | Why Are Institutional Firms Adjusting Their Holdings in Vail Resorts | 02/12/2025 |
8 | An Intrinsic Calculation For Vail Resorts, Inc. Suggests Its 36 percent Undervalued | 02/14/2025 |
9 | Vail Resorts Inc Announces Fiscal 2025 Second Quarter Earnings Release Date | 02/18/2025 |
10 | Acquisition by William Rock of 3433 shares of Vail Resorts subject to Rule 16b-3 | 02/25/2025 |
11 | Ondo Finance Joins the Mastercard Multi-Token Network as the First Real-World Asset Provider | 02/26/2025 |
About Vail Resorts 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 Vail or other stocks. Alpha measures the amount that position in Vail Resorts 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 | 0.0337 | 0.047 | 0.0423 | 0.0444 | Price To Sales Ratio | 3.23 | 2.39 | 2.15 | 1.93 |
Vail Resorts Upcoming Company Events
As portrayed in its financial statements, the presentation of Vail Resorts' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vail Resorts' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vail Resorts' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vail Resorts. Please utilize our Beneish M Score to check the likelihood of Vail Resorts' management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 13th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 26th of September 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of July 2023 Last Financial Announcement | View |
Build Portfolio with Vail Resorts
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 Vail Resorts Backtesting, Vail Resorts Valuation, Vail Resorts Correlation, Vail Resorts Hype Analysis, Vail Resorts Volatility, Vail Resorts History and analyze Vail Resorts Performance. To learn how to invest in Vail Stock, please use our How to Invest in Vail Resorts guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Vail Resorts 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.