Victorias Secret Co Stock Alpha and Beta Analysis
| VSCO Stock | USD 18.57 0.92 5.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Victorias Secret Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Victorias Secret over a specified time horizon. Remember, high Victorias Secret'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 Victorias Secret's market risk premium analysis include:
Beta 1.28 | Alpha (1.10) | Risk 3.51 | Sharpe Ratio (0.41) | Expected Return (1.43) |
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.
Victorias |
Victorias Secret Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Victorias Secret market risk premium is the additional return an investor will receive from holding Victorias Secret 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 Victorias Secret. 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 Victorias Secret's performance over market.| α | -1.1 | β | 1.28 |
Victorias Secret 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 Victorias Secret's Buy-and-hold return. Our buy-and-hold chart shows how Victorias Secret performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Victorias Secret Market Price Analysis
Market price analysis indicators help investors to evaluate how Victorias Secret stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Victorias Secret shares will generate the highest return on investment. By understating and applying Victorias Secret stock market price indicators, traders can identify Victorias Secret position entry and exit signals to maximize returns.
Victorias Secret Return and Market Media
The median price of Victorias Secret for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 36.37 with a coefficient of variation of 23.73. The daily time series for the period is distributed with a sample standard deviation of 8.35, arithmetic mean of 35.2, and mean deviation of 6.63. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 8666 shares by Amy Hauk of Victorias Secret at .0 subject to Rule 16b-3 | 12/20/2024 |
2 | Victorias Secret Co. Announces CFO Transition and Provides Positive Update on Holiday Sales and 2024 Earnings Expectations | 01/29/2025 |
3 | Acquisition by Scott Sekella of 21484 shares of Victorias Secret subject to Rule 16b-3 | 02/03/2025 |
4 | Disposition of 581 shares by Tim Johnson of Victorias Secret at 19.82 subject to Rule 16b-3 | 02/07/2025 |
5 | Victorias Secret Co. Invites You to Listen to the Fourth Quarter 2024 Earnings Call Webcast | 02/12/2025 |
6 | Victorias Secret Launches First Digital Product Passports | 02/27/2025 |
7 | Victorias Secret Co. Reports Fourth Quarter 2024 Results | 03/05/2025 |
8 | Victorias Secret Turnaround In Progress But Challenges Remain Analyst Lowers Forecast | 03/06/2025 |
9 | A Look At The Fair Value Of Victorias Secret Co. | 03/07/2025 |
10 | Insider Trading | 03/10/2025 |
11 | Acquisition by Bbrc International Pte Ltd of 480000 shares of Victorias Secret at 16.525 subject to Rule 16b-3 | 03/11/2025 |
12 | BBFIT raises stake in Victorias Secret to 11.7 | 03/13/2025 |
About Victorias Secret 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 Victorias or other stocks. Alpha measures the amount that position in Victorias Secret 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 | 2024 | 2025 (projected) | Days Sales Outstanding | 8.97 | 8.16 | 6.66 | PTB Ratio | 5.05 | 4.41 | 6.28 |
Victorias Secret Upcoming Company Events
As portrayed in its financial statements, the presentation of Victorias Secret's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Victorias Secret's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Victorias Secret's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Victorias Secret. Please utilize our Beneish M Score to check the likelihood of Victorias Secret's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Victorias Secret
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Check out Victorias Secret Backtesting, Victorias Secret Valuation, Victorias Secret Correlation, Victorias Secret Hype Analysis, Victorias Secret Volatility, Victorias Secret History and analyze Victorias Secret Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Victorias Secret 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.