Vornado Realty Trust Stock Alpha and Beta Analysis
| VNO Stock | USD 36.82 1.42 4.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vornado Realty Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vornado Realty over a specified time horizon. Remember, high Vornado Realty'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 Vornado Realty's market risk premium analysis include:
Beta 1.51 | Alpha (0.04) | Risk 2.65 | Sharpe Ratio (0.14) | Expected Return (0.36) |
Vornado Realty 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.
Vornado |
Vornado Realty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vornado Realty market risk premium is the additional return an investor will receive from holding Vornado Realty 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 Vornado Realty. 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 Vornado Realty's performance over market.| α | -0.04 | β | 1.51 |
Vornado Realty 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 Vornado Realty's Buy-and-hold return. Our buy-and-hold chart shows how Vornado Realty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vornado Realty Market Price Analysis
Market price analysis indicators help investors to evaluate how Vornado Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vornado Realty shares will generate the highest return on investment. By understating and applying Vornado Realty stock market price indicators, traders can identify Vornado Realty position entry and exit signals to maximize returns.
Vornado Realty Return and Market Media
The median price of Vornado Realty for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 41.83 with a coefficient of variation of 4.78. The daily time series for the period is distributed with a sample standard deviation of 1.98, arithmetic mean of 41.32, and mean deviation of 1.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Vornado Realty dividend paid on 27th of December 2024 | 12/27/2024 |
1 | Vornados Retail JV Completes 350Million Transaction with UNIQLO | 01/08/2025 |
2 | 15,180 Shares in Vornado Realty Trust Bought by Perpetual Ltd - MarketBeat | 01/23/2025 |
3 | Acquisition by Steven Roth of 347691 shares of Vornado Realty subject to Rule 16b-3 | 02/07/2025 |
4 | Penneys CFO says he and CEO have no plans to quit | 02/12/2025 |
5 | Waldorf-Astorias long-delayed opening stalls again -- heres when iconic hotel may finally open | 02/18/2025 |
6 | Is Vornado Realty Trust Set for a New Chapter in Urban Real Estate | 02/24/2025 |
7 | Vornado Realty Trust Shares Acquired by Cbre Investment Management Listed Real Assets LLC | 03/05/2025 |
8 | Oppenheimer Co. Inc. Makes New 235,000 Investment in Vornado Realty Trust - Defense World | 03/10/2025 |
9 | Vornado Realty Trust Shares Gap Down to 35.54 on Mar 13 | 03/13/2025 |
About Vornado Realty 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 Vornado or other stocks. Alpha measures the amount that position in Vornado Realty Trust 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.
| 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0354 | 0.0254 | 0.0241 | Price To Sales Ratio | 2.98 | 4.48 | 5.4 |
Vornado Realty Upcoming Company Events
As portrayed in its financial statements, the presentation of Vornado Realty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vornado Realty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vornado Realty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vornado Realty. Please utilize our Beneish M Score to check the likelihood of Vornado Realty's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Vornado Realty
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Check out Vornado Realty Backtesting, Vornado Realty Valuation, Vornado Realty Correlation, Vornado Realty Hype Analysis, Vornado Realty Volatility, Vornado Realty History and analyze Vornado Realty Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Vornado Realty 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.