Sibanye Gold Ltd Stock Alpha and Beta Analysis
| SBSW Stock | USD 4.27 0.07 1.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sibanye Gold Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sibanye Gold over a specified time horizon. Remember, high Sibanye Gold'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 Sibanye Gold's market risk premium analysis include:
Beta 1.37 | Alpha (0.13) | Risk 4.74 | Sharpe Ratio 0.0132 | Expected Return 0.0625 |
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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.
Sibanye |
Sibanye Gold Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sibanye Gold market risk premium is the additional return an investor will receive from holding Sibanye Gold 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 Sibanye Gold. 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 Sibanye Gold's performance over market.| α | -0.13 | β | 1.37 |
Sibanye Gold 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 Sibanye Gold's Buy-and-hold return. Our buy-and-hold chart shows how Sibanye Gold performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sibanye Gold Market Price Analysis
Market price analysis indicators help investors to evaluate how Sibanye Gold stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sibanye Gold shares will generate the highest return on investment. By understating and applying Sibanye Gold stock market price indicators, traders can identify Sibanye Gold position entry and exit signals to maximize returns.
Sibanye Gold Return and Market Media
The median price of Sibanye Gold for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 4.27 with a coefficient of variation of 9.58. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 4.27, and mean deviation of 0.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Sibanye Stillwater expects half-year loss as PGM prices slump | 09/03/2024 |
2 | Sibanye Stillwater to slash production at U.S. PGM operations | 09/12/2024 |
3 | Sibanye weighs sourcing nickel for French plant from New Caledonias Prony | 09/17/2024 |
4 | Sibanye Stillwater Ltd Earnings Call Highlights Navigating Challenges with ... | 10/09/2024 |
5 | Sibanye Stillwater sees 522M claim in canceled deal for Brazil mines | 10/14/2024 |
6 | Sibanye Stillwater stops Australia zinc operations due to bushfire | 10/18/2024 |
7 | Sibanye Stillwater Shares Surge Amid Potential Sanctions on Russian Metals | 10/24/2024 |
8 | SP 500 Consumer Discretionary Sector Quote - Press Release - The Globe and Mail | 11/05/2024 |
9 | Sibanye-Stillwater and C5 Capital Form Strategic Partnership to Develop Advanced Nuclear Energy Opportunities | 11/21/2024 |
About Sibanye Gold 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 Sibanye or other stocks. Alpha measures the amount that position in Sibanye Gold 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 | 0.13 | 0.0748 | 0.0755 | 0.0793 | Price To Sales Ratio | 0.83 | 0.91 | 0.62 | 0.59 |
Sibanye Gold Upcoming Company Events
As portrayed in its financial statements, the presentation of Sibanye Gold's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sibanye Gold's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sibanye Gold's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sibanye Gold. Please utilize our Beneish M Score to check the likelihood of Sibanye Gold's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Sibanye Stock Analysis
When running Sibanye Gold's price analysis, check to measure Sibanye Gold'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 Sibanye Gold is operating at the current time. Most of Sibanye Gold's value examination focuses on studying past and present price action to predict the probability of Sibanye Gold's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sibanye Gold's price. Additionally, you may evaluate how the addition of Sibanye Gold to your portfolios can decrease your overall portfolio volatility.