Sea Stock Alpha and Beta Analysis
| SE Stock | USD 114.00 0.96 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sea. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sea over a specified time horizon. Remember, high Sea'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 Sea's market risk premium analysis include:
Beta 0.19 | Alpha 0.47 | Risk 2.39 | Sharpe Ratio 0.22 | Expected Return 0.54 |
Sea Quarterly Cash And Equivalents |
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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.
Sea |
Sea Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sea market risk premium is the additional return an investor will receive from holding Sea 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 Sea. 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 Sea's performance over market.| α | 0.47 | β | 0.19 |
Sea 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 Sea's Buy-and-hold return. Our buy-and-hold chart shows how Sea performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sea Market Price Analysis
Market price analysis indicators help investors to evaluate how Sea stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sea shares will generate the highest return on investment. By understating and applying Sea stock market price indicators, traders can identify Sea position entry and exit signals to maximize returns.
Sea Return and Market Media
The median price of Sea for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 95.33 with a coefficient of variation of 11.0. The daily time series for the period is distributed with a sample standard deviation of 10.24, arithmetic mean of 93.07, and mean deviation of 8.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Getlink SE Information relative au nombre total des droits de vote existants et dactions composant le capital social Avis mentionn larticle L. 233-8 II du Code ... | 11/05/2024 |
2 | TotalEnergies SE annonce le Montant Maximal dAcceptation pour loffre de rachat de ses Obligations Super Subordonnes Dure Indtermine, mises le 26 fvrier 2015, du... | 11/12/2024 |
3 | Circus SE Enters Into Production Partnership With a Global Leader in High-Tech Manufacturing | 11/14/2024 |
4 | Getlink SE Interruption technique des oprations dElecLink - Mise jour concernant la remise en service | 11/15/2024 |
5 | Teleperformance SE Dclaration des transactions sur actions propres ralises du 12 au 15 novembre 2024 | 11/18/2024 |
6 | TotalEnergies SE UK Regulatory Announcement COP29 TotalEnergies and Oil India Join Forces to Collaborate on Methane Emissions Detection and Measurement | 11/19/2024 |
7 | Circus SE baut KI-Lsungen mit geplanter bernahme des KI-Software-Anbieters Campo Group weiter aus | 11/20/2024 |
8 | Investors Heavily Search Sea Limited Sponsored ADR Here is What You Need to Know | 11/21/2024 |
9 | What Makes Sea Limited a Phenomenal Business | 11/22/2024 |
About Sea 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 Sea or other stocks. Alpha measures the amount that position in Sea 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) | Payables Turnover | 28.37 | 28.09 | 18.12 | 29.08 | Days Of Inventory On Hand | 7.08 | 5.51 | 6.22 | 8.69 |
Sea Upcoming Company Events
As portrayed in its financial statements, the presentation of Sea's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sea's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sea's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sea. Please utilize our Beneish M Score to check the likelihood of Sea's management manipulating its earnings.
| 5th of March 2024 Upcoming Quarterly Report | View | |
| 21st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of March 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 Sea
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 Sea Backtesting, Sea Valuation, Sea Correlation, Sea Hype Analysis, Sea Volatility, Sea History and analyze Sea Performance. For information on how to trade Sea Stock refer to our How to Trade Sea Stock guide.You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Sea 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.