Sabine Royalty Trust Stock Alpha and Beta Analysis
| SBR Stock | USD 62.68 0.85 1.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sabine Royalty Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sabine Royalty over a specified time horizon. Remember, high Sabine Royalty'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 Sabine Royalty's market risk premium analysis include:
Beta 0.48 | Alpha (0.04) | Risk 1.02 | Sharpe Ratio (0.02) | Expected Return (0.02) |
Sabine Royalty 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.
Sabine |
Sabine Royalty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sabine Royalty market risk premium is the additional return an investor will receive from holding Sabine Royalty 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 Sabine Royalty. 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 Sabine Royalty's performance over market.| α | -0.04 | β | 0.48 |
Sabine Royalty 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 Sabine Royalty's Buy-and-hold return. Our buy-and-hold chart shows how Sabine Royalty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sabine Royalty Market Price Analysis
Market price analysis indicators help investors to evaluate how Sabine Royalty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sabine Royalty shares will generate the highest return on investment. By understating and applying Sabine Royalty stock market price indicators, traders can identify Sabine Royalty position entry and exit signals to maximize returns.
Sabine Royalty Return and Market Media
The median price of Sabine Royalty for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 61.15 with a coefficient of variation of 2.11. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 60.99, and mean deviation of 1.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Sabine Royalty dividend paid on 29th of August 2024 | 08/29/2024 |
1 | Sabine Royalty Trust declares 0.4213 dividend | 09/06/2024 |
| Sabine Royalty dividend paid on 30th of September 2024 | 09/30/2024 |
2 | Sabine Royalty Trust declares 0.4358 dividend | 10/04/2024 |
| Sabine Royalty dividend paid on 29th of October 2024 | 10/29/2024 |
3 | Sabine Royalty Trust declares 0.5143 dividend | 11/05/2024 |
4 | Sabine Royalty Trust Outlook Bullish for 9.5-Yielder Despite Industry Headwinds - Income Investors | 11/06/2024 |
5 | PE Ratio Insights for Sabine Royalty | 11/15/2024 |
About Sabine Royalty 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 Sabine or other stocks. Alpha measures the amount that position in Sabine Royalty 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Return On Tangible Assets | 3.54 | 7.54 | 9.56 | 10.04 | PE Ratio | 10.5 | 10.15 | 10.96 | 8.49 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Sabine Royalty in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Sabine Royalty's short interest history, or implied volatility extrapolated from Sabine Royalty options trading.
Build Portfolio with Sabine Royalty
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Additional Tools for Sabine Stock Analysis
When running Sabine Royalty's price analysis, check to measure Sabine Royalty's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sabine Royalty is operating at the current time. Most of Sabine Royalty's value examination focuses on studying past and present price action to predict the probability of Sabine Royalty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sabine Royalty's price. Additionally, you may evaluate how the addition of Sabine Royalty to your portfolios can decrease your overall portfolio volatility.