San Juan Basin Stock Alpha and Beta Analysis
| SJT Stock | USD 4.04 0.21 5.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as San Juan Basin. It also helps investors analyze the systematic and unsystematic risks associated with investing in San Juan over a specified time horizon. Remember, high San Juan'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 San Juan's market risk premium analysis include:
Beta 1.08 | Alpha 0.0404 | Risk 2.58 | Sharpe Ratio 0.12 | Expected Return 0.3 |
San Juan 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.
San |
San Juan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. San Juan market risk premium is the additional return an investor will receive from holding San Juan 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 San Juan. 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 San Juan's performance over market.| α | 0.04 | β | 1.08 |
San Juan 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 San Juan's Buy-and-hold return. Our buy-and-hold chart shows how San Juan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.San Juan Market Price Analysis
Market price analysis indicators help investors to evaluate how San Juan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading San Juan shares will generate the highest return on investment. By understating and applying San Juan stock market price indicators, traders can identify San Juan position entry and exit signals to maximize returns.
San Juan Return and Market Media
The median price of San Juan for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 3.83 with a coefficient of variation of 7.6. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 3.76, and mean deviation of 0.24. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 4400 shares by Alpine Capital Lp of San Juan at 19.91 subject to Rule 16b-3 | 09/26/2024 |
2 | Disposition of 7300 shares by Alpine Capital Lp of San Juan at 19.4 subject to Rule 16b-3 | 10/09/2024 |
3 | San Juan Basin Royalty Trust Declares No Cash Distribution for November 2024 and Announces ... | 11/18/2024 |
About San Juan 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 San or other stocks. Alpha measures the amount that position in San Juan Basin 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 | 0.0672 | 0.0678 | Price To Sales Ratio | 4.43 | 4.21 |
San Juan Upcoming Company Events
As portrayed in its financial statements, the presentation of San Juan's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, San Juan's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of San Juan's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of San Juan. Please utilize our Beneish M Score to check the likelihood of San Juan's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for San Stock Analysis
When running San Juan's price analysis, check to measure San Juan'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 San Juan is operating at the current time. Most of San Juan's value examination focuses on studying past and present price action to predict the probability of San Juan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move San Juan's price. Additionally, you may evaluate how the addition of San Juan to your portfolios can decrease your overall portfolio volatility.