Sunrun Inc Stock Alpha and Beta Analysis
| RUN Stock | USD 10.22 0.02 0.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sunrun Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sunrun over a specified time horizon. Remember, high Sunrun'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 Sunrun's market risk premium analysis include:
Beta (1.65) | Alpha (0.66) | Risk 5.49 | Sharpe Ratio (0.18) | Expected Return (0.96) |
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.
Sunrun |
Sunrun Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sunrun market risk premium is the additional return an investor will receive from holding Sunrun 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 Sunrun. 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 Sunrun's performance over market.| α | -0.66 | β | -1.65 |
Sunrun 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 Sunrun's Buy-and-hold return. Our buy-and-hold chart shows how Sunrun performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sunrun Market Price Analysis
Market price analysis indicators help investors to evaluate how Sunrun stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sunrun shares will generate the highest return on investment. By understating and applying Sunrun stock market price indicators, traders can identify Sunrun position entry and exit signals to maximize returns.
Sunrun Return and Market Media
The median price of Sunrun for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 16.65 with a coefficient of variation of 21.25. The daily time series for the period is distributed with a sample standard deviation of 3.43, arithmetic mean of 16.13, and mean deviation of 2.86. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Danny Abajian of 1857 shares of Sunrun subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 120000 shares by Risk Gerald Alan of Sunrun at 5.88 subject to Rule 16b-3 | 09/27/2024 |
3 | Why Sunrun Outpaced the Stock Market Today | 10/09/2024 |
4 | Sunrun Inc Trading 3.64 percent Higher on Oct 25 | 10/25/2024 |
5 | Why Solar Energy Stocks Skyrocketed Today | 11/04/2024 |
6 | Sunrun Reports Q3 Loss, Lags Revenue Estimates | 11/07/2024 |
7 | Sunrun Shares Drop After Q3 Loss CEO Says Trump Unlikely to Impact Solar Tax Credits | 11/08/2024 |
8 | Sunrun stock target cut, market perform rating on valuation concerns | 11/11/2024 |
9 | Sunrun CEO Mary Powell Named to the 2024 TIME100 Climate List of Most Influential Leaders In Climate | 11/12/2024 |
10 | Sunrun Inc Trading 5.34 percent Higher on Nov 13 | 11/13/2024 |
11 | Disposition of 50000 shares by Lynn Jurich of Sunrun at 9.9446 subject to Rule 16b-3 | 11/19/2024 |
12 | Sunrun Inc. Director Lynn Michelle Jurich Sells 50,000 Shares | 11/20/2024 |
About Sunrun 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 Sunrun or other stocks. Alpha measures the amount that position in Sunrun Inc 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 | 0.0345 | 0.0307 | Price To Sales Ratio | 1.88 | 1.79 |
Sunrun Upcoming Company Events
As portrayed in its financial statements, the presentation of Sunrun's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sunrun's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sunrun's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sunrun. Please utilize our Beneish M Score to check the likelihood of Sunrun's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 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 Sunrun
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Align your risk with return expectations
Check out Sunrun Backtesting, Sunrun Valuation, Sunrun Correlation, Sunrun Hype Analysis, Sunrun Volatility, Sunrun History and analyze Sunrun Performance. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Sunrun 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.