Stoneridge Stock Alpha and Beta Analysis
| SRI Stock | USD 6.41 0.32 5.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stoneridge. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stoneridge over a specified time horizon. Remember, high Stoneridge'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 Stoneridge's market risk premium analysis include:
Beta 2.88 | Alpha (1.37) | Risk 4.27 | Sharpe Ratio (0.28) | Expected Return (1.18) |
Stoneridge 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.
Stoneridge |
Stoneridge Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stoneridge market risk premium is the additional return an investor will receive from holding Stoneridge 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 Stoneridge. 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 Stoneridge's performance over market.| α | -1.37 | β | 2.88 |
Stoneridge 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 Stoneridge's Buy-and-hold return. Our buy-and-hold chart shows how Stoneridge performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stoneridge Market Price Analysis
Market price analysis indicators help investors to evaluate how Stoneridge stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stoneridge shares will generate the highest return on investment. By understating and applying Stoneridge stock market price indicators, traders can identify Stoneridge position entry and exit signals to maximize returns.
Stoneridge Return and Market Media
The median price of Stoneridge for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.06 with a coefficient of variation of 23.55. The daily time series for the period is distributed with a sample standard deviation of 2.46, arithmetic mean of 10.42, and mean deviation of 2.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2769 shares by Matt Horvath of Stoneridge at 14.34 subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Noblet Natalia of 12264 shares of Stoneridge subject to Rule 16b-3 | 09/09/2024 |
3 | Acquisition by Caetano Ferraiolo of 1476 shares of Stoneridge subject to Rule 16b-3 | 09/20/2024 |
4 | Ravenswood Solutions, Inc. Announces Spinout from SRI to Become Independent Small Business | 09/23/2024 |
5 | Sipa Resources Expands Exploration Activities in Western Australia | 10/23/2024 |
6 | Stoneridge Inc Q3 2024 Earnings Report Preview What To Look For | 10/30/2024 |
7 | Stoneridge Third Quarter 2024 Earnings Misses Expectations | 11/01/2024 |
8 | ServiceNow, Inc. Shares Sold by Stoneridge Investment Partners LLC | 11/05/2024 |
9 | Stoneridge to Present at the 2024 Stephens Annual Investment Conference | 11/12/2024 |
10 | COOPER CREEK PARTNERS MANAGEMENT LLC Reduces Stake in Stoneridge Inc | 11/20/2024 |
About Stoneridge 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 Stoneridge or other stocks. Alpha measures the amount that position in Stoneridge 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 | 0.005868 | 0.005575 | Price To Sales Ratio | 0.55 | 0.5 |
Stoneridge Upcoming Company Events
As portrayed in its financial statements, the presentation of Stoneridge's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Stoneridge's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Stoneridge's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Stoneridge. Please utilize our Beneish M Score to check the likelihood of Stoneridge's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Stoneridge Backtesting, Stoneridge Valuation, Stoneridge Correlation, Stoneridge Hype Analysis, Stoneridge Volatility, Stoneridge History and analyze Stoneridge Performance. For more detail on how to invest in Stoneridge Stock please use our How to Invest in Stoneridge guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Stoneridge 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.