Sachem Capital Corp Stock Alpha and Beta Analysis
| SCCF Stock | USD 21.04 0.16 0.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sachem Capital Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sachem Capital over a specified time horizon. Remember, high Sachem Capital'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 Sachem Capital's market risk premium analysis include:
Beta 0.0346 | Alpha (0.06) | Risk 0.75 | Sharpe Ratio (0.06) | Expected Return (0.05) |
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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.
Sachem |
Sachem Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sachem Capital market risk premium is the additional return an investor will receive from holding Sachem Capital 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 Sachem Capital. 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 Sachem Capital's performance over market.| α | -0.06 | β | 0.03 |
Sachem Capital 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 Sachem Capital's Buy-and-hold return. Our buy-and-hold chart shows how Sachem Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sachem Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Sachem Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sachem Capital shares will generate the highest return on investment. By understating and applying Sachem Capital stock market price indicators, traders can identify Sachem Capital position entry and exit signals to maximize returns.
Sachem Capital Return and Market Media
The median price of Sachem Capital for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 22.43 with a coefficient of variation of 2.09. The daily time series for the period is distributed with a sample standard deviation of 0.47, arithmetic mean of 22.26, and mean deviation of 0.37. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Sachem Capital dividend paid on 30th of September 2024 | 09/30/2024 |
1 | Sachem Capital stock hits 52-week low at 1.72 amid market challenges - Investing.com | 11/18/2024 |
About Sachem Capital 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 Sachem or other stocks. Alpha measures the amount that position in Sachem Capital Corp 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 | 0.0189 | 0.0297 | 0.0267 | 0.0281 | Price To Sales Ratio | 21.32 | 13.73 | 14.85 | 14.11 |
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 Sachem Capital 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, Sachem Capital's short interest history, or implied volatility extrapolated from Sachem Capital options trading.
Build Portfolio with Sachem Capital
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Sachem Capital Backtesting, Sachem Capital Valuation, Sachem Capital Correlation, Sachem Capital Hype Analysis, Sachem Capital Volatility, Sachem Capital History and analyze Sachem Capital Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Sachem Capital 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.