Sunoco Lp Stock Alpha and Beta Analysis
| SUN Stock | USD 54.63 0.44 0.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sunoco LP. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sunoco LP over a specified time horizon. Remember, high Sunoco LP'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 Sunoco LP's market risk premium analysis include:
Beta (0.18) | Alpha 0.0572 | Risk 1.27 | Sharpe Ratio 0.0371 | Expected Return 0.047 |
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.
Sunoco |
Sunoco LP Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sunoco LP market risk premium is the additional return an investor will receive from holding Sunoco LP 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 Sunoco LP. 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 Sunoco LP's performance over market.| α | 0.06 | β | -0.18 |
Sunoco LP 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 Sunoco LP's Buy-and-hold return. Our buy-and-hold chart shows how Sunoco LP performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sunoco LP Market Price Analysis
Market price analysis indicators help investors to evaluate how Sunoco LP stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sunoco LP shares will generate the highest return on investment. By understating and applying Sunoco LP stock market price indicators, traders can identify Sunoco LP position entry and exit signals to maximize returns.
Sunoco LP Return and Market Media
The median price of Sunoco LP for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 52.26 with a coefficient of variation of 2.22. The daily time series for the period is distributed with a sample standard deviation of 1.16, arithmetic mean of 52.25, and mean deviation of 0.93. The Stock did not receive any noticable media coverage during the period.About Sunoco LP 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 Sunoco or other stocks. Alpha measures the amount that position in Sunoco LP 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.
Sunoco LP Upcoming Company Events
As portrayed in its financial statements, the presentation of Sunoco LP's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sunoco LP's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sunoco LP's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sunoco LP. Please utilize our Beneish M Score to check the likelihood of Sunoco LP's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Sunoco LP
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 Sunoco LP Backtesting, Sunoco LP Valuation, Sunoco LP Correlation, Sunoco LP Hype Analysis, Sunoco LP Volatility, Sunoco LP History and analyze Sunoco LP Performance. To learn how to invest in Sunoco Stock, please use our How to Invest in Sunoco LP guide.You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Sunoco LP 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.