Seaport Entertainment Group Stock Alpha and Beta Analysis
| SEG Stock | 26.60 0.14 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Seaport Entertainment Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Seaport Entertainment over a specified time horizon. Remember, high Seaport Entertainment'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 Seaport Entertainment's market risk premium analysis include:
Beta 0.57 | Alpha (0.13) | Risk 3.26 | Sharpe Ratio 0.018 | Expected Return 0.0587 |
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.
Seaport |
Seaport Entertainment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Seaport Entertainment market risk premium is the additional return an investor will receive from holding Seaport Entertainment 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 Seaport Entertainment. 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 Seaport Entertainment's performance over market.| α | -0.13 | β | 0.57 |
Seaport Entertainment 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 Seaport Entertainment's Buy-and-hold return. Our buy-and-hold chart shows how Seaport Entertainment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Seaport Entertainment Market Price Analysis
Market price analysis indicators help investors to evaluate how Seaport Entertainment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Seaport Entertainment shares will generate the highest return on investment. By understating and applying Seaport Entertainment stock market price indicators, traders can identify Seaport Entertainment position entry and exit signals to maximize returns.
Seaport Entertainment Return and Market Media
The median price of Seaport Entertainment for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 27.88 with a coefficient of variation of 6.65. The daily time series for the period is distributed with a sample standard deviation of 1.88, arithmetic mean of 28.32, and mean deviation of 1.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is Seaport Entertainment an Attractively Valued Stock - Yahoo Finance | 11/06/2024 |
2 | Sports Entertainment Group Seems To Use Debt Quite Sensibly | 11/11/2024 |
3 | Acquisition by Pershing Square Capital Management, L.p. of 2929107 shares of Seaport Entertainment at 25.0 subject to Rule 16b-3 | 11/22/2024 |
4 | Seven reveals new host for agenda-setting AFL show | 11/26/2024 |
5 | Acquisition by Hirsh David Z. of 890 shares of Seaport Entertainment subject to Rule 16b-3 | 12/19/2024 |
6 | Seaport Entertainment Group expands dining and nightlife - Investing.com India | 01/07/2025 |
7 | Is Seaport Entertainment an Attractively Valued Stock - MSN | 01/28/2025 |
About Seaport Entertainment 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 Seaport or other stocks. Alpha measures the amount that position in Seaport Entertainment 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.
| 2010 | 2023 | 2024 | 2025 (projected) | Days Sales Outstanding | 25.15 | 43.14 | 38.83 | 27.32 | PTB Ratio | 0.34 | 1.14 | 1.02 | 0.59 |
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 Seaport Entertainment 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, Seaport Entertainment's short interest history, or implied volatility extrapolated from Seaport Entertainment options trading.
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Check out Seaport Entertainment Backtesting, Seaport Entertainment Valuation, Seaport Entertainment Correlation, Seaport Entertainment Hype Analysis, Seaport Entertainment Volatility, Seaport Entertainment History and analyze Seaport Entertainment Performance. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Seaport Entertainment 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.