Sachem Capital Corp Stock Alpha and Beta Analysis
| SACH Stock | USD 1.59 0.07 4.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sachem Capital Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sachem Capital over a specified time horizon. Remember, high Sachem Capital'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 Sachem Capital's market risk premium analysis include:
Beta 0.52 | Alpha (0.53) | Risk 3.21 | Sharpe Ratio (0.18) | Expected Return (0.59) |
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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.
Sachem |
Sachem Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sachem Capital market risk premium is the additional return an investor will receive from holding Sachem Capital 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 Sachem Capital. 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 Sachem Capital's performance over market.| α | -0.53 | β | 0.52 |
Sachem Capital 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 Sachem Capital's Buy-and-hold return. Our buy-and-hold chart shows how Sachem Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sachem Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Sachem Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sachem Capital shares will generate the highest return on investment. By understating and applying Sachem Capital stock market price indicators, traders can identify Sachem Capital position entry and exit signals to maximize returns.
Sachem Capital Return and Market Media
The median price of Sachem Capital for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 2.36 with a coefficient of variation of 11.02. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 2.29, and mean deviation of 0.18. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Sachem Capital Corp. Completes 20 percent Investment in Shem Creek Capital LLC to Further Diversify Business Model | 09/11/2024 |
2 | Community Financial System Lags Q3 Earnings Estimates | 10/22/2024 |
3 | Vanguard Group Incs Strategic Acquisition of Sachem Capital Shares | 11/05/2024 |
4 | Sachem Capital Announces Third Quarter 2024 Dividend and Schedules Earnings Release and Conference Call | 11/07/2024 |
5 | Sachem Capital Q3 2024 Earnings Preview | 11/13/2024 |
6 | Sachem Capital earnings missed by 0.22, revenue fell short of estimates | 11/14/2024 |
7 | Sachem Capital Corp Q3 2024 Earnings Call Highlights Navigating Challenges with ... | 11/15/2024 |
8 | Sachem Capital appoints new independent accountant | 11/20/2024 |
About Sachem Capital 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 Sachem or other stocks. Alpha measures the amount that position in Sachem Capital 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 (projected) | Dividend Yield | 0.0798 | 0.18 | 0.16 | Price To Sales Ratio | 7.75 | 4.05 | 5.17 |
Sachem Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Sachem Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sachem Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sachem Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sachem Capital. Please utilize our Beneish M Score to check the likelihood of Sachem Capital's management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of April 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 Sachem Capital
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Check out Sachem Capital Backtesting, Sachem Capital Valuation, Sachem Capital Correlation, Sachem Capital Hype Analysis, Sachem Capital Volatility, Sachem Capital History and analyze Sachem Capital Performance. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Sachem Capital 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.