Grupo Simec Sab Stock Alpha and Beta Analysis
| SIM Stock | USD 27.56 1.34 5.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grupo Simec SAB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grupo Simec over a specified time horizon. Remember, high Grupo Simec'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 Grupo Simec's market risk premium analysis include:
Beta (0.27) | Alpha 0.0291 | Risk 2.88 | Sharpe Ratio (0.01) | Expected Return (0.02) |
Grupo Simec 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.
Grupo |
Grupo Simec Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grupo Simec market risk premium is the additional return an investor will receive from holding Grupo Simec 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 Grupo Simec. 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 Grupo Simec's performance over market.| α | 0.03 | β | -0.27 |
Grupo Simec 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 Grupo Simec's Buy-and-hold return. Our buy-and-hold chart shows how Grupo Simec performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grupo Simec Market Price Analysis
Market price analysis indicators help investors to evaluate how Grupo Simec stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grupo Simec shares will generate the highest return on investment. By understating and applying Grupo Simec stock market price indicators, traders can identify Grupo Simec position entry and exit signals to maximize returns.
Grupo Simec Return and Market Media
The median price of Grupo Simec for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 27.45 with a coefficient of variation of 3.4. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 27.38, and mean deviation of 0.75. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Volaris Reports Financial Results for the Third Quarter 2024 EBITDAR of USD 315 million, a 52 percent increase | 10/22/2024 |
2 | Lawson versus Wal-Mart de Mxico Head-To-Head Analysis | 10/28/2024 |
3 | Janney Capital Management LLC Sells 1,838 Shares of Controladora Vuela Compaa de Aviacin, S.A.B. de C.V. | 11/04/2024 |
4 | 3 Dividend Stocks To Consider With Yields Up To 5 | 11/20/2024 |
About Grupo Simec 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 Grupo or other stocks. Alpha measures the amount that position in Grupo Simec SAB 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0481 | 0.0427 | Price To Sales Ratio | 2.17 | 1.77 |
Grupo Simec Upcoming Company Events
As portrayed in its financial statements, the presentation of Grupo Simec's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Grupo Simec's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Grupo Simec's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Grupo Simec. Please utilize our Beneish M Score to check the likelihood of Grupo Simec's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Grupo Simec
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Grupo Simec Backtesting, Grupo Simec Valuation, Grupo Simec Correlation, Grupo Simec Hype Analysis, Grupo Simec Volatility, Grupo Simec History and analyze Grupo Simec Performance. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Grupo Simec 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.