Strategem Capital Corp Stock Alpha and Beta Analysis
| SGE Stock | CAD 0.36 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Strategem Capital Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Strategem Capital over a specified time horizon. Remember, high Strategem 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 Strategem Capital's market risk premium analysis include:
Beta (0.42) | Alpha (0.39) | Risk 2.62 | Sharpe Ratio (0.17) | Expected Return (0.45) |
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.
Strategem |
Strategem Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Strategem Capital market risk premium is the additional return an investor will receive from holding Strategem 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 Strategem 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 Strategem Capital's performance over market.| α | -0.39 | β | -0.42 |
Strategem 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 Strategem Capital's Buy-and-hold return. Our buy-and-hold chart shows how Strategem Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Strategem Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Strategem 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 Strategem Capital shares will generate the highest return on investment. By understating and applying Strategem Capital stock market price indicators, traders can identify Strategem Capital position entry and exit signals to maximize returns.
Strategem Capital Return and Market Media
The median price of Strategem Capital for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 0.4 with a coefficient of variation of 12.35. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 0.43, and mean deviation of 0.05. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Strategem Capital Corporation Reports Earnings Results for the Third Quarter and Nine Months Ended September 30, 2024 - Marketscreener.com | 11/20/2024 |
About Strategem 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 Strategem or other stocks. Alpha measures the amount that position in Strategem 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.
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 Strategem Capital 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, Strategem Capital's short interest history, or implied volatility extrapolated from Strategem Capital options trading.
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Additional Tools for Strategem Stock Analysis
When running Strategem Capital's price analysis, check to measure Strategem Capital'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 Strategem Capital is operating at the current time. Most of Strategem Capital's value examination focuses on studying past and present price action to predict the probability of Strategem Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Strategem Capital's price. Additionally, you may evaluate how the addition of Strategem Capital to your portfolios can decrease your overall portfolio volatility.