Sbc Communications Stock Alpha and Beta Analysis
| SBC Stock | 7.27 0.52 6.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SBC Communications. It also helps investors analyze the systematic and unsystematic risks associated with investing in SBC Communications over a specified time horizon. Remember, high SBC Communications' 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 SBC Communications' market risk premium analysis include:
Beta (0.36) | Alpha (0.51) | Risk 7.62 | Sharpe Ratio (0.03) | Expected Return (0.24) |
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.
SBC |
SBC Communications Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SBC Communications market risk premium is the additional return an investor will receive from holding SBC Communications 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 SBC Communications. 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 SBC Communications' performance over market.| α | -0.51 | β | -0.36 |
SBC Communications 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 SBC Communications' Buy-and-hold return. Our buy-and-hold chart shows how SBC Communications performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SBC Communications Market Price Analysis
Market price analysis indicators help investors to evaluate how SBC Communications stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SBC Communications shares will generate the highest return on investment. By understating and applying SBC Communications stock market price indicators, traders can identify SBC Communications position entry and exit signals to maximize returns.
SBC Communications Return and Market Media
The median price of SBC Communications for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 7.5 with a coefficient of variation of 22.52. The daily time series for the period is distributed with a sample standard deviation of 1.82, arithmetic mean of 8.1, and mean deviation of 1.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Aikawa Yoshiyuki of SBC Communications subject to Rule 16b-3 | 09/17/2024 |
2 | Uncovering 3 Hidden Small Cap Gems with Strong Fundamentals | 09/25/2024 |
3 | Glancy Prongay Murray LLP Announces Investigation of SBC Medical Group Holdings Inc | 10/16/2024 |
4 | SBC Medical Group Holdings und MEDIROM Healthcare Technologies geben Geschftsallianz bekannt | 11/08/2024 |
5 | SBC20243 | 11/14/2024 |
6 | SBC Medical Group Holdings Announces Definitive Agreement to Acquire, Aesthetic Healthcare Holdings Pte. Ltd, a Multi-Unit Owner of Aesthetic Treatment Clinics ... | 11/18/2024 |
7 | SBC Medical Launches SBC Wellness, a New Solution to Help Companies Deliver Additional Health Benefits and Enhance Employee Wellbeing | 11/19/2024 |
8 | SBC MedicalSBC Wellness | 11/20/2024 |
9 | Potential Opportunities In Cosmetic Healthcare Highlighted Through SBC Medicals Story | 11/26/2024 |
About SBC Communications 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 SBC or other stocks. Alpha measures the amount that position in SBC Communications 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 SBC Communications 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, SBC Communications' short interest history, or implied volatility extrapolated from SBC Communications options trading.
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Check out SBC Communications Backtesting, SBC Communications Valuation, SBC Communications Correlation, SBC Communications Hype Analysis, SBC Communications Volatility, SBC Communications History and analyze SBC Communications Performance. For information on how to trade SBC Stock refer to our How to Trade SBC Stock guide.You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
SBC Communications 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.