Sm Energy Co Stock Alpha and Beta Analysis
| SM Stock | USD 37.24 0.61 1.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SM Energy Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in SM Energy over a specified time horizon. Remember, high SM Energy'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 SM Energy's market risk premium analysis include:
Beta 0.23 | Alpha (0.18) | Risk 1.96 | Sharpe Ratio (0.13) | Expected Return (0.26) |
Enterprise Value |
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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.
SM Energy |
SM Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SM Energy market risk premium is the additional return an investor will receive from holding SM Energy 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 SM Energy. 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 SM Energy's performance over market.| α | -0.18 | β | 0.23 |
SM Energy 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 SM Energy's Buy-and-hold return. Our buy-and-hold chart shows how SM Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SM Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how SM Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SM Energy shares will generate the highest return on investment. By understating and applying SM Energy stock market price indicators, traders can identify SM Energy position entry and exit signals to maximize returns.
SM Energy Return and Market Media
The median price of SM Energy for the period between Sat, Nov 9, 2024 and Fri, Feb 7, 2025 is 41.02 with a coefficient of variation of 6.32. The daily time series for the period is distributed with a sample standard deviation of 2.61, arithmetic mean of 41.24, and mean deviation of 2.24. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Millburn Ridgefield Corp Takes Position in SM Energy | 12/05/2024 |
2 | Insider Trading | 12/06/2024 |
3 | Acquisition by Venkatraman Ashwin of 2027 shares of SM Energy subject to Rule 16b-3 | 12/11/2024 |
4 | Disposition of 1000 shares by A Pursell of SM Energy subject to Rule 16b-3 | 12/24/2024 |
5 | SM Energy Rises As Market Takes a Dip Key Facts | 12/27/2024 |
6 | Looking for Oils and Energy Stocks The Zacks Rank Can Help You Find Winners | 01/13/2025 |
7 | Disposition of 4120 shares by A Pursell of SM Energy at 43.23 subject to Rule 16b-3 | 01/17/2025 |
8 | BP Recommences Operations at Azerbaijans Shah Deniz Field | 01/21/2025 |
9 | SM Energy Stock Slides as Market Rises Facts to Know Before You Trade | 01/22/2025 |
10 | Why SM Energy Might be Well Poised for a Surge - Yahoo Finance | 01/27/2025 |
11 | Implied Volatility Surging for SM Energy Stock Options - Yahoo Finance | 01/28/2025 |
12 | Zacks.com featured highlights include SM Energy, Sonoco Products, El Pollo Loco, The Greenbrier and Plains GP | 01/29/2025 |
13 | SM Energy Stock Dips While Market Gains Key Facts | 01/30/2025 |
| SM Energy dividend paid on 3rd of February 2025 | 02/03/2025 |
15 | SM ENERGY SCHEDULES YEAR-END 2024 EARNINGS RELEASE AND LIVE QA CALL | 02/04/2025 |
16 | ConocoPhillips Q4 Earnings Beat Estimates, Revenues Decline YY | 02/06/2025 |
About SM Energy 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 SM Energy or other stocks. Alpha measures the amount that position in SM Energy 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.004608 | 0.0156 | 0.0179 | 0.0128 | Price To Sales Ratio | 1.27 | 1.94 | 2.23 | 1.4 |
SM Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of SM Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SM Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SM Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SM Energy. Please utilize our Beneish M Score to check the likelihood of SM Energy's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out SM Energy Backtesting, SM Energy Valuation, SM Energy Correlation, SM Energy Hype Analysis, SM Energy Volatility, SM Energy History and analyze SM Energy Performance. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
SM Energy 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.