Skyward Specialty Insurance Stock Alpha and Beta Analysis
| SKWD Stock | 52.67 0.89 1.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Skyward Specialty Insurance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Skyward Specialty over a specified time horizon. Remember, high Skyward Specialty'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 Skyward Specialty's market risk premium analysis include:
Beta 1.29 | Alpha 0.28 | Risk 2.03 | Sharpe Ratio 0.22 | Expected Return 0.44 |
Enterprise Value |
|
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.
Skyward |
Skyward Specialty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Skyward Specialty market risk premium is the additional return an investor will receive from holding Skyward Specialty 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 Skyward Specialty. 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 Skyward Specialty's performance over market.| α | 0.28 | β | 1.29 |
Skyward Specialty 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 Skyward Specialty's Buy-and-hold return. Our buy-and-hold chart shows how Skyward Specialty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Skyward Specialty Market Price Analysis
Market price analysis indicators help investors to evaluate how Skyward Specialty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Skyward Specialty shares will generate the highest return on investment. By understating and applying Skyward Specialty stock market price indicators, traders can identify Skyward Specialty position entry and exit signals to maximize returns.
Skyward Specialty Return and Market Media
The median price of Skyward Specialty for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 43.7 with a coefficient of variation of 9.07. The daily time series for the period is distributed with a sample standard deviation of 4.0, arithmetic mean of 44.09, and mean deviation of 3.35. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Skyward Specialty Insurance Group, Inc. Shares Purchased by Sandia Investment Management LP - MarketBeat | 09/25/2024 |
2 | SKWD vs. KNSL Which Stock Is the Better Value Option | 10/15/2024 |
3 | Should SKWD Stock Be in Your Portfolio Ahead of Q3 Earnings | 10/23/2024 |
4 | Skyward Specialty Announces Time Change for Third Quarter Earnings Call on Wednesday, October 30, 2024 | 10/28/2024 |
5 | Skyward Q3 Earnings Taking a Look at Key Metrics Versus Estimates | 10/29/2024 |
6 | Skyward Specialty Insurance Group Inc Q3 2024 Earnings Call Highlights Strong Growth in ... | 10/31/2024 |
7 | Skyward Specialty Insurance Group Posts Quarterly Earnings Results, Beats Expectations By 0.06 EPS | 11/01/2024 |
8 | Disposition of 3600 shares by Kirby Hill of Skyward Specialty at 43.07 subject to Rule 16b-3 | 11/04/2024 |
9 | Skyward Specialty Insurance Group, Inc. Q3 2024 Earnings Call Transcript | 11/05/2024 |
10 | Skyward Specialty Stock Gains 48 percent YTD Time to Buy or Hold | 11/13/2024 |
11 | Acquisition by Bodnar Dan Pk of 2816 shares of Skyward Specialty subject to Rule 16b-3 | 11/22/2024 |
About Skyward Specialty 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 Skyward or other stocks. Alpha measures the amount that position in Skyward Specialty 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.
| 2023 | 2024 (projected) | Days Sales Outstanding | 284.54 | 252.92 | PTB Ratio | 1.85 | 1.76 |
Skyward Specialty Upcoming Company Events
As portrayed in its financial statements, the presentation of Skyward Specialty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Skyward Specialty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Skyward Specialty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Skyward Specialty. Please utilize our Beneish M Score to check the likelihood of Skyward Specialty's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 Skyward Specialty
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 Skyward Specialty Backtesting, Skyward Specialty Valuation, Skyward Specialty Correlation, Skyward Specialty Hype Analysis, Skyward Specialty Volatility, Skyward Specialty History and analyze Skyward Specialty Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Skyward Specialty 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.