Valens Stock Alpha and Beta Analysis
| VLN Stock | USD 2.12 0.02 0.93% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Valens. It also helps investors analyze the systematic and unsystematic risks associated with investing in Valens over a specified time horizon. Remember, high Valens' 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 Valens' market risk premium analysis include:
Beta (0.72) | Alpha 0.18 | Risk 5.23 | Sharpe Ratio 0.0382 | Expected Return 0.2 |
Valens 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.
Valens |
Valens Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Valens market risk premium is the additional return an investor will receive from holding Valens 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 Valens. 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 Valens' performance over market.| α | 0.18 | β | -0.72 |
Valens 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 Valens' Buy-and-hold return. Our buy-and-hold chart shows how Valens performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Valens Market Price Analysis
Market price analysis indicators help investors to evaluate how Valens stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Valens shares will generate the highest return on investment. By understating and applying Valens stock market price indicators, traders can identify Valens position entry and exit signals to maximize returns.
Valens Return and Market Media
The median price of Valens for the period between Thu, Dec 26, 2024 and Wed, Mar 26, 2025 is 2.45 with a coefficient of variation of 17.02. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 2.46, and mean deviation of 0.34. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | POET Technologies Hits New 52-Week High Still a Buy | 12/27/2024 |
2 | Sennheiser Endorses Valens Semiconductor Extension Technology for TeamConnect Bar Solutions | 02/04/2025 |
3 | Valens Adopts a Share Repurchase Program of up to 15 Million | 02/11/2025 |
4 | What To Expect From Valens Semiconductor Ltd Q4 2024 Earnings | 02/25/2025 |
5 | Valens Semiconductor Ltd. Q4 2024 Earnings Call Transcript | 02/27/2025 |
6 | Short Interest in Valens Semiconductor Ltd. Expands By 49.4 | 03/05/2025 |
7 | Valens Semiconductor to Showcase High-Performance Connectivity Innovations for AI Applications at Embedded World 2025 | 03/10/2025 |
8 | Valens Semiconductor, RGo Robotics, and CHERRY Embedded Solutions Partner to Design Optimized AI Robotic Systems | 03/11/2025 |
9 | Valens Semiconductor Partners with Seven MIPI A-PHY Silicon Vendors, Successfully Completing ... | 03/18/2025 |
10 | Valens Semiconductor Ltd.s largest shareholders are retail investors with 55 percent ownership, private equity firms own 20 | 03/19/2025 |
About Valens 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 Valens or other stocks. Alpha measures the amount that position in Valens 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) | |
| Payables Turnover | 2.57 | 6.38 | 3.93 | 5.47 |
| Days Of Inventory On Hand | 318.13 | 159.97 | 157.18 | 129.19 |
Valens Upcoming Company Events
As portrayed in its financial statements, the presentation of Valens' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Valens' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Valens' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Valens. Please utilize our Beneish M Score to check the likelihood of Valens' management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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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Check out Valens Backtesting, Valens Valuation, Valens Correlation, Valens Hype Analysis, Valens Volatility, Valens History and analyze Valens Performance. To learn how to invest in Valens Stock, please use our How to Invest in Valens guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Valens 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.