Stampede Drilling Stock Alpha and Beta Analysis
| SDI Stock | CAD 0.20 0.01 4.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stampede Drilling. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stampede Drilling over a specified time horizon. Remember, high Stampede Drilling'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 Stampede Drilling's market risk premium analysis include:
Beta 0.86 | Alpha (0.25) | Risk 3.91 | Sharpe Ratio (0.04) | Expected Return (0.14) |
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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.
Stampede |
Stampede Drilling Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stampede Drilling market risk premium is the additional return an investor will receive from holding Stampede Drilling 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 Stampede Drilling. 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 Stampede Drilling's performance over market.| α | -0.25 | β | 0.86 |
Stampede Drilling 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 Stampede Drilling's Buy-and-hold return. Our buy-and-hold chart shows how Stampede Drilling performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stampede Drilling Market Price Analysis
Market price analysis indicators help investors to evaluate how Stampede Drilling stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stampede Drilling shares will generate the highest return on investment. By understating and applying Stampede Drilling stock market price indicators, traders can identify Stampede Drilling position entry and exit signals to maximize returns.
Stampede Drilling Return and Market Media
The median price of Stampede Drilling for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 0.21 with a coefficient of variation of 4.63. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.22, and mean deviation of 0.01. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | 3 TSX Penny Stocks With Market Caps Under CA300M To Watch - Simply Wall St | 10/23/2024 |
About Stampede Drilling 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 Stampede or other stocks. Alpha measures the amount that position in Stampede Drilling 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 76.86 | 75.9 | 60.02 | 57.02 | PTB Ratio | 0.62 | 0.71 | 0.6 | 1.14 |
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 Stampede Drilling 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, Stampede Drilling's short interest history, or implied volatility extrapolated from Stampede Drilling options trading.
Build Portfolio with Stampede Drilling
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Additional Tools for Stampede Stock Analysis
When running Stampede Drilling's price analysis, check to measure Stampede Drilling'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 Stampede Drilling is operating at the current time. Most of Stampede Drilling's value examination focuses on studying past and present price action to predict the probability of Stampede Drilling's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stampede Drilling's price. Additionally, you may evaluate how the addition of Stampede Drilling to your portfolios can decrease your overall portfolio volatility.