St Joe (Germany) Alpha and Beta Analysis
| JOE Stock | EUR 47.80 0.40 0.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as St Joe Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in St Joe over a specified time horizon. Remember, high St Joe'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 St Joe's market risk premium analysis include:
Beta 0.82 | Alpha (0.26) | Risk 1.52 | Sharpe Ratio (0.11) | Expected Return (0.16) |
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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St Joe Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. St Joe market risk premium is the additional return an investor will receive from holding St Joe 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 St Joe. 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 St Joe's performance over market.| α | -0.26 | β | 0.82 |
St Joe 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 St Joe's Buy-and-hold return. Our buy-and-hold chart shows how St Joe performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.St Joe Market Price Analysis
Market price analysis indicators help investors to evaluate how St Joe stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading St Joe shares will generate the highest return on investment. By understating and applying St Joe stock market price indicators, traders can identify St Joe position entry and exit signals to maximize returns.
St Joe Return and Market Media
The median price of St Joe for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 51.85 with a coefficient of variation of 4.84. The daily time series for the period is distributed with a sample standard deviation of 2.48, arithmetic mean of 51.17, and mean deviation of 2.15. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About St Joe 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 JOE or other stocks. Alpha measures the amount that position in St Joe Company 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards St Joe in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, St Joe's short interest history, or implied volatility extrapolated from St Joe options trading.
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Additional Information and Resources on Investing in JOE Stock
When determining whether St Joe Company is a strong investment it is important to analyze St Joe's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact St Joe's future performance. For an informed investment choice regarding JOE Stock, refer to the following important reports:Check out St Joe Backtesting, St Joe Valuation, St Joe Correlation, St Joe Hype Analysis, St Joe Volatility, St Joe History and analyze St Joe Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
St Joe 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.