Safety Insurance Group Stock Alpha and Beta Analysis
| SAFT Stock | USD 84.86 0.09 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Safety Insurance Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Safety Insurance over a specified time horizon. Remember, high Safety Insurance'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 Safety Insurance's market risk premium analysis include:
Beta 1.65 | Alpha (0.16) | Risk 1.81 | Sharpe Ratio 0.0059 | Expected Return 0.0107 |
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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.
Safety |
Safety Insurance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Safety Insurance market risk premium is the additional return an investor will receive from holding Safety Insurance 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 Safety Insurance. 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 Safety Insurance's performance over market.| α | -0.16 | β | 1.65 |
Safety Insurance 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 Safety Insurance's Buy-and-hold return. Our buy-and-hold chart shows how Safety Insurance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Safety Insurance Market Price Analysis
Market price analysis indicators help investors to evaluate how Safety Insurance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Safety Insurance shares will generate the highest return on investment. By understating and applying Safety Insurance stock market price indicators, traders can identify Safety Insurance position entry and exit signals to maximize returns.
Safety Insurance Return and Market Media
The median price of Safety Insurance for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 82.41 with a coefficient of variation of 3.17. The daily time series for the period is distributed with a sample standard deviation of 2.62, arithmetic mean of 82.7, and mean deviation of 2.18. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Safety Insurance Group Sees Its Composite Rating Rise To 96 | 09/05/2024 |
2 | Disposition of 389 shares by Glenn Hiltpold of Safety Insurance at 84.41 subject to Rule 16b-3 | 09/06/2024 |
| Safety Insurance dividend paid on 13th of September 2024 | 09/13/2024 |
3 | Disposition of 226 shares by Brian Lam of Safety Insurance at 81.46 subject to Rule 16b-3 | 09/25/2024 |
4 | Acquisition by Srb Corp of 32384 shares of Safety Insurance at 67.2432 subject to Rule 16b-3 | 10/03/2024 |
5 | Safety Insurance Group, Inc. Announces Third Quarter 2024 Results and Declares Fourth Quarter 2024 Dividend | 11/05/2024 |
6 | Safety Insurance Group Downgraded by StockNews.com to Hold | 11/07/2024 |
7 | SAFT 3-Year Book Growth Rate -2.90 percent - GuruFocus.com | 11/22/2024 |
About Safety Insurance 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 Safety or other stocks. Alpha measures the amount that position in Safety Insurance 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0428 | 0.0431 | 0.0478 | 0.0294 | Price To Sales Ratio | 1.46 | 1.57 | 1.2 | 0.78 |
Safety Insurance Upcoming Company Events
As portrayed in its financial statements, the presentation of Safety Insurance's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Safety Insurance's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Safety Insurance's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Safety Insurance. Please utilize our Beneish M Score to check the likelihood of Safety Insurance's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Safety Stock Analysis
When running Safety Insurance's price analysis, check to measure Safety Insurance'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 Safety Insurance is operating at the current time. Most of Safety Insurance's value examination focuses on studying past and present price action to predict the probability of Safety Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Safety Insurance's price. Additionally, you may evaluate how the addition of Safety Insurance to your portfolios can decrease your overall portfolio volatility.