Sonos Inc Stock Alpha and Beta Analysis
| SONO Stock | USD 14.34 0.23 1.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sonos Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sonos over a specified time horizon. Remember, high Sonos' 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 Sonos' market risk premium analysis include:
Beta 1.31 | Alpha (0.35) | Risk 2.18 | Sharpe Ratio (0.11) | Expected Return (0.24) |
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.
Check out Sonos Analysis, Sonos Valuation, Sonos Correlation, Sonos Hype Analysis, Sonos Volatility, Sonos Price History and analyze Sonos Performance. Sonos Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sonos market risk premium is the additional return an investor will receive from holding Sonos 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 Sonos. 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 Sonos' performance over market.| α | -0.35 | β | 1.31 |
Sonos 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 Sonos' Buy-and-hold return. Our buy-and-hold chart shows how Sonos performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sonos Market Price Analysis
Market price analysis indicators help investors to evaluate how Sonos stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sonos shares will generate the highest return on investment. By understating and applying Sonos stock market price indicators, traders can identify Sonos position entry and exit signals to maximize returns.
Sonos Return and Market Media
The median price of Sonos for the period between Sat, Nov 1, 2025 and Fri, Jan 30, 2026 is 17.11 with a coefficient of variation of 7.19. The daily time series for the period is distributed with a sample standard deviation of 1.23, arithmetic mean of 17.17, and mean deviation of 1.03. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Sonos Expected to Announce Earnings on Wednesday | 11/04/2025 |
2 | Acquisition by Saori Casey of 55198 shares of Sonos subject to Rule 16b-3 | 11/11/2025 |
3 | Connor Clark Lunn Investment Management Ltd. Sells 195,581 Shares of Sonos, Inc. SONO | 11/13/2025 |
4 | Disposition of 17561 shares by Saori Casey of Sonos at 16.58 subject to Rule 16b-3 | 11/14/2025 |
5 | Geode Capital Management LLC Sells 4,070 Shares of Sonos, Inc. SONO | 11/28/2025 |
6 | Sono Group N.V. Subsidiary Sono Solar Wins European Transport Prize for Sustainability 2026 for Solar-Powered Refrigerated Vehicle Solution | 12/11/2025 |
7 | How Sonos Inc. stock benefits from tech adoption - July 2025 EndofMonth Weekly Watchlist for Consistent Profits - DonanmHaber | 12/19/2025 |
8 | 1 Mooning Stock Worth Your Attention and 2 We Ignore | 12/23/2025 |
9 | These undervalued stocks blew away the SP 500 in 2025 a 2026 repeat is likely - MarketWatch | 12/30/2025 |
10 | Jefferies Raises Price Target for Sonos to 21.00, Mainta - GuruFocus | 01/05/2026 |
11 | Sonos Is Down 5.2 percent After LG and Samsung Target Its Core Market at CES 2026 | 01/08/2026 |
12 | A Look At Sonos Valuation After Recent Board Expansion | 01/14/2026 |
13 | Why Sonos Shares Are Trading Lower Today | 01/20/2026 |
14 | TUMI PRESENTA LA NUOVA GENERAZIONE DELLA COLLEZIONE TUMI ALPHA CON CAMPAGNE IN CUI SONO PRESENTI LANDO NORRIS E WEI DAXUN | 01/22/2026 |
About Sonos 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 Sonos or other stocks. Alpha measures the amount that position in Sonos Inc 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.
| 2010 | 2025 | 2026 (projected) | Days Sales Outstanding | 16.65 | 10.7 | 20.78 | PTB Ratio | 5.2 | 3.53 | 3.36 |
Sonos Upcoming Company Events
As portrayed in its financial statements, the presentation of Sonos' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sonos' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sonos' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sonos. Please utilize our Beneish M Score to check the likelihood of Sonos' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out Sonos Analysis, Sonos Valuation, Sonos Correlation, Sonos Hype Analysis, Sonos Volatility, Sonos Price History and analyze Sonos Performance. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Sonos 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.