Security National Financial Stock Alpha and Beta Analysis
| SNFCA Stock | USD 12.62 0.66 5.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Security National Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Security National over a specified time horizon. Remember, high Security National'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 Security National's market risk premium analysis include:
Beta 0.73 | Alpha 0.49 | Risk 2.06 | Sharpe Ratio 0.28 | Expected Return 0.57 |
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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.
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Security National Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Security National market risk premium is the additional return an investor will receive from holding Security National 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 Security National. 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 Security National's performance over market.| α | 0.49 | β | 0.73 |
Security National 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 Security National's Buy-and-hold return. Our buy-and-hold chart shows how Security National performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Security National Market Price Analysis
Market price analysis indicators help investors to evaluate how Security National stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Security National shares will generate the highest return on investment. By understating and applying Security National stock market price indicators, traders can identify Security National position entry and exit signals to maximize returns.
Security National Return and Market Media
The median price of Security National for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 9.32 with a coefficient of variation of 9.36. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 9.49, and mean deviation of 0.68. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1182 shares by Jeffrey Stephens of Security National at 7. subject to Rule 16b-3 | 09/17/2024 |
2 | Disposition of 8000 shares by Quist S. Andrew of Security National at 8.95 subject to Rule 16b-3 | 09/24/2024 |
3 | Disposition of 460 shares by Fuller Gilbert A of Security National at 9.18 subject to Rule 16b-3 | 10/02/2024 |
4 | Disposition of 500 shares by Jeffrey Stephens of Security National at 7.59 subject to Rule 16b-3 | 10/11/2024 |
5 | Acquisition by Jason Overbaugh of 16542 shares of Security National at 10.025 subject to Rule 16b-3 | 10/30/2024 |
6 | Disposition of 2500 shares by Jason Overbaugh of Security National at 9.78 subject to Rule 16b-3 | 10/31/2024 |
7 | Acquisition by Hunter Robert Gail of 7124 shares of Security National at 10.2 subject to Rule 16b-3 | 11/12/2024 |
8 | Disposition of 24604 shares by Quist S. Andrew of Security National at 2.95 subject to Rule 16b-3 | 11/15/2024 |
9 | Security National GAAP EPS of 1.11 | 11/18/2024 |
10 | The Market Doesnt Like What It Sees From Security National Financial Corporations Earnings Yet | 11/19/2024 |
About Security National 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 Security or other stocks. Alpha measures the amount that position in Security National 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) | Dividend Yield | 35.85 | 31.87 | Price To Sales Ratio | 0.59 | 0.43 |
Security National Upcoming Company Events
As portrayed in its financial statements, the presentation of Security National's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Security National's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Security National's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Security National. Please utilize our Beneish M Score to check the likelihood of Security National's management manipulating its earnings.
| 1st of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Align your risk with return expectations
Check out Security National Backtesting, Security National Valuation, Security National Correlation, Security National Hype Analysis, Security National Volatility, Security National History and analyze Security National 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.
Security National 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.