Strattec Security Stock Alpha and Beta Analysis
| STRT Stock | USD 41.51 0.48 1.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Strattec Security. It also helps investors analyze the systematic and unsystematic risks associated with investing in Strattec Security over a specified time horizon. Remember, high Strattec Security'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 Strattec Security's market risk premium analysis include:
Beta 0.24 | Alpha 0.18 | Risk 3.27 | Sharpe Ratio 0.0907 | Expected Return 0.3 |
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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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Strattec Security Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Strattec Security market risk premium is the additional return an investor will receive from holding Strattec Security 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 Strattec Security. 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 Strattec Security's performance over market.| α | 0.18 | β | 0.24 |
Strattec Security 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 Strattec Security's Buy-and-hold return. Our buy-and-hold chart shows how Strattec Security performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Strattec Security Market Price Analysis
Market price analysis indicators help investors to evaluate how Strattec Security stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Strattec Security shares will generate the highest return on investment. By understating and applying Strattec Security stock market price indicators, traders can identify Strattec Security position entry and exit signals to maximize returns.
Strattec Security Return and Market Media
The median price of Strattec Security for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 38.66 with a coefficient of variation of 5.3. The daily time series for the period is distributed with a sample standard deviation of 2.04, arithmetic mean of 38.56, and mean deviation of 1.62. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Chang Tina M of 500 shares of Strattec Security at 25.96 subject to Rule 16b-3 | 09/06/2024 |
2 | Are Investors Undervaluing Strattec Security Right Now | 09/09/2024 |
3 | Disposition of 200 shares by Gamco Investors, Inc. Et Al of Strattec Security at 38.7059 subject to Rule 16b-3 | 09/19/2024 |
4 | Zacks Investment Ideas feature highlights Denso, Strattec Security, China Yochai, Suzuki and Yamaha | 10/10/2024 |
5 | Insider Trading | 10/23/2024 |
6 | Acquisition by Anversa Matteo of 2207 shares of Strattec Security subject to Rule 16b-3 | 10/25/2024 |
7 | Acquisition by Chang Tina M of 2207 shares of Strattec Security subject to Rule 16b-3 | 10/29/2024 |
8 | Strattec Security Corp Q1 2025 Earnings Call Highlights Strong Cash Flow and Revenue ... | 11/05/2024 |
9 | Strattec Security First Quarter 2025 Earnings EPS Beats Expectations | 11/06/2024 |
10 | Strattec Security Corporation Just Beat Earnings Expectations Heres What Analysts Think Will Happen Next | 11/08/2024 |
11 | Disposition of 200 shares by Gamco Investors, Inc. Et Al of Strattec Security at 40.14 subject to Rule 16b-3 | 11/12/2024 |
12 | Disposition of 200 shares by Gamco Investors, Inc. Et Al of Strattec Security at 40.5 subject to Rule 16b-3 | 11/19/2024 |
13 | STRT or RACE Which Is the Better Value Stock Right Now | 11/20/2024 |
14 | Trump tariffs on Mexico hit close to home for Milwaukee-area manufacturers | 11/27/2024 |
About Strattec Security 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 Strattec or other stocks. Alpha measures the amount that position in Strattec Security 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.
| 2018 | 2023 | 2024 (projected) | Dividend Yield | 0.0272 | 0.0279 | 0.0252 | Price To Sales Ratio | 0.15 | 0.18 | 0.17 |
Strattec Security Upcoming Company Events
As portrayed in its financial statements, the presentation of Strattec Security's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Strattec Security's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Strattec Security's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Strattec Security. Please utilize our Beneish M Score to check the likelihood of Strattec Security's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Strattec Security
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Additional Tools for Strattec Stock Analysis
When running Strattec Security's price analysis, check to measure Strattec Security'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 Strattec Security is operating at the current time. Most of Strattec Security's value examination focuses on studying past and present price action to predict the probability of Strattec Security's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Strattec Security's price. Additionally, you may evaluate how the addition of Strattec Security to your portfolios can decrease your overall portfolio volatility.