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
Please note that although Valens alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Valens did 0.18  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Valens stock's relative risk over its benchmark. Valens has a beta of 0.72  . As returns on the market increase, returns on owning Valens are expected to decrease at a much lower rate. During the bear market, Valens is likely to outperform the market. At this time, Valens' Book Value Per Share is very stable compared to the past year. As of the 26th of March 2025, Tangible Book Value Per Share is likely to grow to 1.34, while Enterprise Value Over EBITDA is likely to drop (7.71).

Valens Quarterly Cash And Equivalents

21.41 Million

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.
  
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.

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.
α0.18   Î²-0.72
0.03860.17940.15990.0419-0.2452100%

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.
100%

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 (%)  
JavaScript chart by amCharts 3.21.15123456789102025FebMar 0204060
JavaScript chart by amCharts 3.21.15Valens Valens Dividend Benchmark Dow Jones Industrial
       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 Turnover2.576.383.935.47
Days Of Inventory On Hand318.13159.97157.18129.19

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
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8th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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6th of March 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
View
31st of December 2022
Last Financial Announcement
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Build Portfolio with Valens

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Valens offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Valens' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Valens Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Valens Stock:
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.
A focus of Valens technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Valens trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...