Ssr Mining Stock Alpha and Beta Analysis
| SSRM Stock | CAD 8.03 0.24 2.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SSR Mining. It also helps investors analyze the systematic and unsystematic risks associated with investing in SSR Mining over a specified time horizon. Remember, high SSR Mining'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 SSR Mining's market risk premium analysis include:
Beta 0.45 | Alpha 0.16 | Risk 3.63 | Sharpe Ratio 0.082 | Expected Return 0.3 |
SSR Mining 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.
SSR |
SSR Mining Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SSR Mining market risk premium is the additional return an investor will receive from holding SSR Mining 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 SSR Mining. 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 SSR Mining's performance over market.| α | 0.16 | β | 0.45 |
SSR Mining 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 SSR Mining's Buy-and-hold return. Our buy-and-hold chart shows how SSR Mining performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SSR Mining Market Price Analysis
Market price analysis indicators help investors to evaluate how SSR Mining stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SSR Mining shares will generate the highest return on investment. By understating and applying SSR Mining stock market price indicators, traders can identify SSR Mining position entry and exit signals to maximize returns.
SSR Mining Return and Market Media
The median price of SSR Mining for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 7.92 with a coefficient of variation of 7.64. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 7.88, and mean deviation of 0.47. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | SSR Mining To Restart Its Seabee Mine Operations In October - Barchart | 09/24/2024 |
2 | SSR Mining Q3 Earnings Drop Amid 300M pler Mine Remediation Challenge SSRM Stock News - StockTitan | 11/06/2024 |
About SSR Mining 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 SSR or other stocks. Alpha measures the amount that position in SSR Mining 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 (projected) | Dividend Yield | 0.0172 | 0.0262 | 0.0146 | Price To Sales Ratio | 2.86 | 1.54 | 1.62 |
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 SSR Mining 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, SSR Mining's short interest history, or implied volatility extrapolated from SSR Mining options trading.
Build Portfolio with SSR Mining
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 SSR Mining Backtesting, SSR Mining Valuation, SSR Mining Correlation, SSR Mining Hype Analysis, SSR Mining Volatility, SSR Mining History and analyze SSR Mining Performance. To learn how to invest in SSR Stock, please use our How to Invest in SSR Mining guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
SSR Mining 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.