Verra Mobility Corp Stock Alpha and Beta Analysis
| VRRM Stock | USD 23.66 0.09 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Verra Mobility Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Verra Mobility over a specified time horizon. Remember, high Verra Mobility'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 Verra Mobility's market risk premium analysis include:
Beta 0.76 | Alpha (0.33) | Risk 1.97 | Sharpe Ratio (0.1) | Expected Return (0.19) |
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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.
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Verra Mobility Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Verra Mobility market risk premium is the additional return an investor will receive from holding Verra Mobility 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 Verra Mobility. 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 Verra Mobility's performance over market.| α | -0.33 | β | 0.76 |
Verra Mobility 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 Verra Mobility's Buy-and-hold return. Our buy-and-hold chart shows how Verra Mobility performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Verra Mobility Market Price Analysis
Market price analysis indicators help investors to evaluate how Verra Mobility stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Verra Mobility shares will generate the highest return on investment. By understating and applying Verra Mobility stock market price indicators, traders can identify Verra Mobility position entry and exit signals to maximize returns.
Verra Mobility Return and Market Media
The median price of Verra Mobility for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 26.76 with a coefficient of variation of 6.92. The daily time series for the period is distributed with a sample standard deviation of 1.79, arithmetic mean of 25.95, and mean deviation of 1.58. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | We Think Verra Mobility Can Stay On Top Of Its Debt | 09/06/2024 |
2 | Verra Mobility to implement Californias first automated speed safety program in San Francisco | 10/16/2024 |
3 | Is Verra Mobility Corporation Trading At A 47 percent Discount | 10/28/2024 |
4 | Verra Mobility Announces Third Quarter 2024 Financial Results | 10/31/2024 |
5 | Verra Mobility Corp Q3 2024 Earnings Call Highlights Strong Revenue Growth and ... | 11/01/2024 |
6 | Top 3 Industrials Stocks That Could Blast Off In Q4 | 11/06/2024 |
7 | WCM Investment Management LLC Buys 64,819 Shares of Verra Mobility Co. | 11/11/2024 |
8 | Braun Stacey Associates Inc. Increases Stake in Verra Mobility Co. - MarketBeat | 11/18/2024 |
9 | Acquisition by Ratnakar Raj of 6229 shares of Verra Mobility subject to Rule 16b-3 | 11/25/2024 |
10 | Disposition of 5485 shares by Lalla Steve of Verra Mobility at 22.16 subject to Rule 16b-3 | 11/27/2024 |
About Verra Mobility 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 Verra or other stocks. Alpha measures the amount that position in Verra Mobility Corp 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) | Payables Turnover | 0.52 | 0.59 | 0.55 | 0.91 | Days Of Inventory On Hand | 125.59 | 149.11 | 150.88 | 144.96 |
Verra Mobility Upcoming Company Events
As portrayed in its financial statements, the presentation of Verra Mobility's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Verra Mobility's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Verra Mobility's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Verra Mobility. Please utilize our Beneish M Score to check the likelihood of Verra Mobility's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 2nd 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 Verra Mobility Backtesting, Verra Mobility Valuation, Verra Mobility Correlation, Verra Mobility Hype Analysis, Verra Mobility Volatility, Verra Mobility History and analyze Verra Mobility Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Verra Mobility 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.