Jbg Smith Properties Stock Alpha and Beta Analysis
| JBGS Stock | USD 15.38 0.61 4.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JBG SMITH Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in JBG SMITH over a specified time horizon. Remember, high JBG SMITH'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 JBG SMITH's market risk premium analysis include:
Beta 0.77 | Alpha (0.28) | Risk 2.29 | Sharpe Ratio (0.04) | Expected Return (0.1) |
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.
JBG |
JBG SMITH Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JBG SMITH market risk premium is the additional return an investor will receive from holding JBG SMITH 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 JBG SMITH. 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 JBG SMITH's performance over market.| α | -0.28 | β | 0.77 |
JBG SMITH 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 JBG SMITH's Buy-and-hold return. Our buy-and-hold chart shows how JBG SMITH performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JBG SMITH Market Price Analysis
Market price analysis indicators help investors to evaluate how JBG SMITH stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JBG SMITH shares will generate the highest return on investment. By understating and applying JBG SMITH stock market price indicators, traders can identify JBG SMITH position entry and exit signals to maximize returns.
JBG SMITH Return and Market Media
The median price of JBG SMITH for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 15.54 with a coefficient of variation of 5.31. The daily time series for the period is distributed with a sample standard deviation of 0.84, arithmetic mean of 15.86, and mean deviation of 0.73. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Long Pond Capital, LP Adjusts Stake in JBG SMITH Properties | 11/14/2024 |
| JBG SMITH dividend paid on 22nd of November 2024 | 11/22/2024 |
3 | JBG SMITH Properties Shares Gap Down to 16.06 on Dec 3 | 12/03/2024 |
4 | JBG SMITH Properties Secures 13 Million Bond for Workforce Housing | 12/11/2024 |
5 | JBG SMITH Declares a Quarterly Common Dividend of 0.175 Per Share | 12/16/2024 |
6 | JBG Smith sells 2101 L St. NW to Arizona investor for 100.1 million | 12/20/2024 |
7 | Acquisition by M Banerjee of 49103 shares of JBG SMITH subject to Rule 16b-3 | 01/02/2025 |
8 | Acquisition by Steven Museles of 44423 shares of JBG SMITH at 16.98 subject to Rule 16b-3 | 01/06/2025 |
| JBG SMITH dividend paid on 14th of January 2025 | 01/14/2025 |
9 | JBG SMITH Properties Announces 2024 Tax Treatment for Distributions | 01/16/2025 |
10 | JBG SMITH Properties to Announce Q4 and Year-End 2024 Financial Results | 01/21/2025 |
About JBG SMITH 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 JBG or other stocks. Alpha measures the amount that position in JBG SMITH Properties 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 | 2025 (projected) | Dividend Yield | 0.0477 | 0.0526 | 0.0473 | 0.0497 | Price To Sales Ratio | 3.73 | 2.96 | 3.4 | 3.23 |
JBG SMITH Upcoming Company Events
As portrayed in its financial statements, the presentation of JBG SMITH's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, JBG SMITH's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of JBG SMITH's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of JBG SMITH. Please utilize our Beneish M Score to check the likelihood of JBG SMITH's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for JBG Stock Analysis
When running JBG SMITH's price analysis, check to measure JBG SMITH'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 JBG SMITH is operating at the current time. Most of JBG SMITH's value examination focuses on studying past and present price action to predict the probability of JBG SMITH's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JBG SMITH's price. Additionally, you may evaluate how the addition of JBG SMITH to your portfolios can decrease your overall portfolio volatility.