Seadrill Limited Stock Alpha and Beta Analysis
| SDRL Stock | USD 31.14 0.14 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Seadrill Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Seadrill over a specified time horizon. Remember, high Seadrill'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 Seadrill's market risk premium analysis include:
Beta 0.43 | Alpha (0.37) | Risk 1.94 | Sharpe Ratio (0.21) | Expected Return (0.40) |
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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.
Seadrill |
Seadrill Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Seadrill market risk premium is the additional return an investor will receive from holding Seadrill 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 Seadrill. 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 Seadrill's performance over market.| α | -0.37 | β | 0.43 |
Seadrill 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 Seadrill's Buy-and-hold return. Our buy-and-hold chart shows how Seadrill performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Seadrill Market Price Analysis
Market price analysis indicators help investors to evaluate how Seadrill stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Seadrill shares will generate the highest return on investment. By understating and applying Seadrill stock market price indicators, traders can identify Seadrill position entry and exit signals to maximize returns.
Seadrill Return and Market Media
The median price of Seadrill for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 37.85 with a coefficient of variation of 6.48. The daily time series for the period is distributed with a sample standard deviation of 2.44, arithmetic mean of 37.7, and mean deviation of 1.89. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Seadrill clinches semisub extension in the US Gulf | 12/02/2024 |
2 | Seadrill Announces Brazil Contract Award for West Jupiter | 12/17/2024 |
3 | Seadrill Ltd Completes Sale of Jack-Up Rig West Prospero | 12/26/2024 |
4 | Seadrill sells jackup after being unemployed for eight years | 12/27/2024 |
5 | Insider Trading | 01/02/2025 |
6 | Dimensional Fund Advisors LP Expands Stake in Seadrill Ltd | 01/23/2025 |
7 | Disposition of 651 shares by Marcel Wieggers of Seadrill subject to Rule 16b-3 | 01/31/2025 |
8 | Seadrill Announces Fourth Quarter and Full Year 2024 Earnings Release and Conference Call | 02/03/2025 |
9 | Fredriksens SFL wins 48m in Seadrill rig dispute case | 02/06/2025 |
10 | Is Seadrill Limited the Best Young Stock to Buy and Hold For 10 Years | 02/14/2025 |
About Seadrill 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 Seadrill or other stocks. Alpha measures the amount that position in Seadrill Limited 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.
| 2022 | 2024 | 2025 (projected) | Payables Turnover | 9.21 | 19.64 | 15.65 | Days Of Inventory On Hand | 22.94 | 26.38 | 25.07 |
Seadrill Upcoming Company Events
As portrayed in its financial statements, the presentation of Seadrill's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Seadrill's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Seadrill's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Seadrill. Please utilize our Beneish M Score to check the likelihood of Seadrill's management manipulating its earnings.
| 3rd of April 2024 Upcoming Quarterly Report | View | |
| 28th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 3rd of April 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Seadrill
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 Seadrill Backtesting, Seadrill Valuation, Seadrill Correlation, Seadrill Hype Analysis, Seadrill Volatility, Seadrill History and analyze Seadrill Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Seadrill 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.