Scottish American (UK) Alpha and Beta Analysis
| SAIN Stock | 515.00 8.00 1.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Scottish American Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Scottish American over a specified time horizon. Remember, high Scottish American'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 Scottish American's market risk premium analysis include:
Beta 0.28 | Alpha (0.02) | Risk 0.79 | Sharpe Ratio 0.0291 | Expected Return 0.0229 |
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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Scottish American Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Scottish American market risk premium is the additional return an investor will receive from holding Scottish American 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 Scottish American. 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 Scottish American's performance over market.| α | -0.02 | β | 0.28 |
Scottish American 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 Scottish American's Buy-and-hold return. Our buy-and-hold chart shows how Scottish American performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Scottish American Market Price Analysis
Market price analysis indicators help investors to evaluate how Scottish American stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Scottish American shares will generate the highest return on investment. By understating and applying Scottish American stock market price indicators, traders can identify Scottish American position entry and exit signals to maximize returns.
Scottish American Return and Market Media
The median price of Scottish American for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 505.31 with a coefficient of variation of 1.05. The daily time series for the period is distributed with a sample standard deviation of 5.31, arithmetic mean of 505.06, and mean deviation of 4.2. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Scottish American dividend paid on 19th of September 2024 | 09/19/2024 |
1 | With 144 years of combined payout growth, are these the 3 best UK dividend stocks of all time - MSN | 10/04/2024 |
About Scottish American 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 Scottish or other stocks. Alpha measures the amount that position in Scottish American 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 Scottish American 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, Scottish American's short interest history, or implied volatility extrapolated from Scottish American options trading.
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Additional Tools for Scottish Stock Analysis
When running Scottish American's price analysis, check to measure Scottish American'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 Scottish American is operating at the current time. Most of Scottish American's value examination focuses on studying past and present price action to predict the probability of Scottish American's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Scottish American's price. Additionally, you may evaluate how the addition of Scottish American to your portfolios can decrease your overall portfolio volatility.