Sunopta Stock Alpha and Beta Analysis
| STKL Stock | USD 7.81 0.02 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SunOpta. It also helps investors analyze the systematic and unsystematic risks associated with investing in SunOpta over a specified time horizon. Remember, high SunOpta'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 SunOpta's market risk premium analysis include:
Beta 1.72 | Alpha 0.21 | Risk 3.78 | Sharpe Ratio 0.17 | Expected Return 0.64 |
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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.
SunOpta |
SunOpta Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SunOpta market risk premium is the additional return an investor will receive from holding SunOpta 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 SunOpta. 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 SunOpta's performance over market.| α | 0.21 | β | 1.72 |
SunOpta 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 SunOpta's Buy-and-hold return. Our buy-and-hold chart shows how SunOpta performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SunOpta Market Price Analysis
Market price analysis indicators help investors to evaluate how SunOpta stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SunOpta shares will generate the highest return on investment. By understating and applying SunOpta stock market price indicators, traders can identify SunOpta position entry and exit signals to maximize returns.
SunOpta Return and Market Media
The median price of SunOpta for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 6.46 with a coefficient of variation of 10.07. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 6.58, and mean deviation of 0.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Reynoso Diego of 15283 shares of SunOpta subject to Rule 16b-3 | 09/30/2024 |
2 | SunOpta Inc Q2 2024 Earnings Call Highlights Strong Revenue Growth Amid Supply Chain ... | 10/09/2024 |
3 | Acquisition by Bolles Albert D. of 1629 shares of SunOpta at 6.02 subject to Rule 16b-3 | 10/18/2024 |
4 | Acquisition by Reynoso Diego of 3182 shares of SunOpta at 6.02 subject to Rule 16b-3 | 10/22/2024 |
5 | Disposition of 28169 shares by Gaba Greg of SunOpta subject to Rule 16b-3 | 10/23/2024 |
6 | Acquisition by Gaba Greg of 28169 shares of SunOpta subject to Rule 16b-3 | 10/25/2024 |
7 | SunOpta Announces Third Quarter Fiscal 2024 Financial Results | 11/05/2024 |
8 | SunOpta Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth Amid Supply Chain ... | 11/06/2024 |
9 | SunOpta Inc. Q3 2024 Earnings Call Transcript | 11/07/2024 |
10 | Disposition of 50000 shares by Rob Duchscher of SunOpta at 7.3337 subject to Rule 16b-3 | 11/08/2024 |
11 | Trade Alert Chief Information Officer Of SunOpta Rob Duchscher Has Sold Stock | 11/12/2024 |
12 | Disposition of 13142 shares by Fisher Rebecca of SunOpta at 7.5821 subject to Rule 16b-3 | 11/19/2024 |
13 | SunOpta director Rebecca Fisher sells 99,643 in shares | 11/20/2024 |
14 | SunOpta Hits New 12-Month High Should You Buy | 11/22/2024 |
About SunOpta 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 SunOpta or other stocks. Alpha measures the amount that position in SunOpta 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.002681 | 0.002772 | 0.002633 | Price To Sales Ratio | 0.97 | 0.99 | 0.94 |
SunOpta Upcoming Company Events
As portrayed in its financial statements, the presentation of SunOpta's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SunOpta's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SunOpta's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SunOpta. Please utilize our Beneish M Score to check the likelihood of SunOpta's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 8th 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 |
Build Portfolio with SunOpta
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
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Check out SunOpta Backtesting, SunOpta Valuation, SunOpta Correlation, SunOpta Hype Analysis, SunOpta Volatility, SunOpta History and analyze SunOpta Performance. For more information on how to buy SunOpta Stock please use our How to buy in SunOpta Stock guide.You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
SunOpta 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.