Vertex Stock Alpha and Beta Analysis
| VERX Stock | USD 54.25 0.90 1.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vertex. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vertex over a specified time horizon. Remember, high Vertex'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 Vertex's market risk premium analysis include:
Beta 1.98 | Alpha 0.33 | Risk 2.52 | Sharpe Ratio 0.26 | Expected Return 0.64 |
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.
Vertex |
Vertex Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vertex market risk premium is the additional return an investor will receive from holding Vertex 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 Vertex. 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 Vertex's performance over market.| α | 0.33 | β | 1.98 |
Vertex 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 Vertex's Buy-and-hold return. Our buy-and-hold chart shows how Vertex performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vertex Market Price Analysis
Market price analysis indicators help investors to evaluate how Vertex stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vertex shares will generate the highest return on investment. By understating and applying Vertex stock market price indicators, traders can identify Vertex position entry and exit signals to maximize returns.
Vertex Return and Market Media
The median price of Vertex for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 41.51 with a coefficient of variation of 14.17. The daily time series for the period is distributed with a sample standard deviation of 6.03, arithmetic mean of 42.57, and mean deviation of 4.81. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 5000 shares by Stamm John Richard of Vertex at 35.4408 subject to Rule 16b-3 | 09/12/2024 |
2 | Disposition of 27732 shares by Item Second Irr. Trust Fbo Anne Marie Westphal Ua Of Jeffrey R. Westphal Dated October 5, 2001 of Vertex at 41.3234 subject to Ru... | 10/08/2024 |
3 | Disposition of 48957 shares by Item Second Irr. Trust Fbo Anne Marie Westphal Ua Of Jeffrey R. Westphal Dated October 5, 2001 of Vertex at 41.3125 subject to Ru... | 10/09/2024 |
4 | Disposition of 42765 shares by Item Second Irr. Trust Fbo Anne Marie Westphal Ua Of Jeffrey R. Westphal Dated October 5, 2001 of Vertex at 40.4849 subject to Ru... | 10/11/2024 |
5 | Disposition of 56419 shares by Item Second Irr. Trust Fbo Jacob J. Westphal Ua Of Jeffrey R. Westphal Dated October 5, 2001 of Vertex at 40.7688 subject to Rule... | 10/14/2024 |
6 | Disposition of 210084 shares by David DeStefano of Vertex subject to Rule 16b-3 | 10/30/2024 |
7 | Vertex shares rise on raised target, strong 3Q results | 11/06/2024 |
8 | Vertex Third Quarter 2024 Earnings Beats Expectations | 11/08/2024 |
9 | Vertex Price Target Raised to 60.00 | 11/11/2024 |
10 | Lenqute mondiale de Vertex rvle que la moiti des entreprises sont la trane dans le domaine de lautomatisation fiscale et financire | 11/13/2024 |
11 | Vertexs Jeffrey Westphal sells 121.5m in stock | 11/14/2024 |
12 | Disposition of 16769 shares by David DeStefano of Vertex at 49.5717 subject to Rule 16b-3 | 11/15/2024 |
13 | Disposition of 22275 shares by David DeStefano of Vertex at 49.5536 subject to Rule 16b-3 | 11/18/2024 |
14 | Disposition of 31034 shares by Item Second Irr. Trust Fbo Kyle R. Westphal Ua Of Jeffrey R. Westphal Dated October 5, 2001 of Vertex at 53.1272 subject to Rule ... | 11/21/2024 |
15 | Disposition of 25607 shares by David DeStefano of Vertex at 55.05 subject to Rule 16b-3 | 11/26/2024 |
16 | Vertex general counsel sells 166,341 in stock | 11/27/2024 |
17 | Vertex is a Great Momentum Stock Should You Buy | 11/29/2024 |
About Vertex 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 Vertex or other stocks. Alpha measures the amount that position in Vertex 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.001151 | 2.47E-4 | 2.84E-4 | 2.7E-4 | Price To Sales Ratio | 5.51 | 4.42 | 7.15 | 5.54 |
Vertex Upcoming Company Events
As portrayed in its financial statements, the presentation of Vertex's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vertex's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vertex's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vertex. Please utilize our Beneish M Score to check the likelihood of Vertex's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 8th 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 |
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Additional Tools for Vertex Stock Analysis
When running Vertex's price analysis, check to measure Vertex's 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 Vertex is operating at the current time. Most of Vertex's value examination focuses on studying past and present price action to predict the probability of Vertex's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vertex's price. Additionally, you may evaluate how the addition of Vertex to your portfolios can decrease your overall portfolio volatility.