Viavi Solutions Stock Alpha and Beta Analysis
| VIAV Stock | USD 10.19 0.31 3.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Viavi Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in Viavi Solutions over a specified time horizon. Remember, high Viavi Solutions' 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 Viavi Solutions' market risk premium analysis include:
Beta (0.10) | Alpha 0.29 | Risk 1.98 | Sharpe Ratio 0.14 | Expected Return 0.28 |
Enterprise Value |
|
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.
Viavi |
Viavi Solutions Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Viavi Solutions market risk premium is the additional return an investor will receive from holding Viavi Solutions 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 Viavi Solutions. 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 Viavi Solutions' performance over market.| α | 0.29 | β | -0.1 |
Viavi Solutions 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 Viavi Solutions' Buy-and-hold return. Our buy-and-hold chart shows how Viavi Solutions performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Viavi Solutions Market Price Analysis
Market price analysis indicators help investors to evaluate how Viavi Solutions stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Viavi Solutions shares will generate the highest return on investment. By understating and applying Viavi Solutions stock market price indicators, traders can identify Viavi Solutions position entry and exit signals to maximize returns.
Viavi Solutions Return and Market Media
The median price of Viavi Solutions for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 9.18 with a coefficient of variation of 7.69. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 9.14, and mean deviation of 0.56. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 4678 shares by Paul McNab of Viavi Solutions subject to Rule 16b-3 | 09/11/2024 |
2 | Disposition of 15000 shares by Jabbar Masood of Viavi Solutions at 8.2 subject to Rule 16b-3 | 09/16/2024 |
3 | Disposition of 35290 shares by Oleg Khaykin of Viavi Solutions subject to Rule 16b-3 | 09/24/2024 |
4 | Disposition of 1675 shares by Paul McNab of Viavi Solutions subject to Rule 16b-3 | 10/02/2024 |
5 | Viavi Solutions Inc Q4 2024 Earnings Call Highlights Navigating Market Challenges with ... | 10/09/2024 |
6 | Viavi Solutions Q1 2025 Earnings Preview | 10/30/2024 |
7 | Viav Solutions Fiscal Q1 Earnings Snapshot | 10/31/2024 |
8 | Viavis Q1 Earnings Match Estimates, Revenues Decline YY | 11/01/2024 |
9 | Disposition of 26819 shares by Barnes Keith of Viavi Solutions subject to Rule 16b-3 | 11/06/2024 |
10 | Acquisition by Barnes Keith of 23529 shares of Viavi Solutions subject to Rule 16b-3 | 11/07/2024 |
11 | Viavi solutions director Jabbar Masood sells 152,100 in stock | 11/14/2024 |
12 | Viavis stock dips after UBS starts coverage with Neutral rating | 11/19/2024 |
About Viavi Solutions 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 Viavi or other stocks. Alpha measures the amount that position in Viavi Solutions 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.
| 2010 | 2023 | 2024 (projected) | Dividend Yield | 8.0E-5 | 7.2E-5 | 6.4E-5 | Price To Sales Ratio | 2.98 | 1.53 | 2.64 |
Viavi Solutions Upcoming Company Events
As portrayed in its financial statements, the presentation of Viavi Solutions' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Viavi Solutions' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Viavi Solutions' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Viavi Solutions. Please utilize our Beneish M Score to check the likelihood of Viavi Solutions' management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Viavi Solutions
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
Additional Tools for Viavi Stock Analysis
When running Viavi Solutions' price analysis, check to measure Viavi Solutions' 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 Viavi Solutions is operating at the current time. Most of Viavi Solutions' value examination focuses on studying past and present price action to predict the probability of Viavi Solutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Viavi Solutions' price. Additionally, you may evaluate how the addition of Viavi Solutions to your portfolios can decrease your overall portfolio volatility.