Semrush Holdings Stock Alpha and Beta Analysis
| SEMR Stock | USD 13.90 0.27 1.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Semrush Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Semrush Holdings over a specified time horizon. Remember, high Semrush Holdings' 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 Semrush Holdings' market risk premium analysis include:
Beta 1.03 | Alpha (0.01) | Risk 2.58 | Sharpe Ratio 0.0222 | Expected Return 0.0572 |
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.
Semrush |
Semrush Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Semrush Holdings market risk premium is the additional return an investor will receive from holding Semrush Holdings 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 Semrush Holdings. 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 Semrush Holdings' performance over market.| α | -0.01 | β | 1.03 |
Semrush Holdings 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 Semrush Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Semrush Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Semrush Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Semrush Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Semrush Holdings shares will generate the highest return on investment. By understating and applying Semrush Holdings stock market price indicators, traders can identify Semrush Holdings position entry and exit signals to maximize returns.
Semrush Holdings Return and Market Media
The median price of Semrush Holdings for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 13.68 with a coefficient of variation of 5.29. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 13.81, and mean deviation of 0.58. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 55000 shares by Vitalii Obishchenko of Semrush Holdings at 13.43 subject to Rule 16b-3 | 09/11/2024 |
2 | Disposition of 7500 shares by Vranesh Mark of Semrush Holdings at 15.51 subject to Rule 16b-3 | 10/01/2024 |
3 | Semrush Holdings, Inc. Shares Could Be 25 percent Above Their Intrinsic Value Estimate | 10/03/2024 |
4 | Disposition of 4207 shares by Brian Mulroy of Semrush Holdings at 13.12 subject to Rule 16b-3 | 10/11/2024 |
5 | Brian Mulroy Sells 4,207 Shares of Semrush Holdings, Inc. Stock | 10/18/2024 |
6 | Acquisition by Pearce Dylan of 4102 shares of Semrush Holdings subject to Rule 16b-3 | 10/25/2024 |
7 | Disposition of 1589 shares by Mason David W of Semrush Holdings at 13.14 subject to Rule 16b-3 | 11/04/2024 |
8 | HubSpot Beats Q3 Earnings and Revenue Estimates | 11/06/2024 |
9 | SEMrush Holdings Inc Reports Q3 2024 Revenue of 97.4 Million, EPS and Financial Highlights | 11/07/2024 |
10 | SEMrush Holdings Inc Shares Gap Down to 12.2 on Nov 8 | 11/08/2024 |
11 | SEMrush Holdings Inc Trading Down 3.31 percent on Nov 14 | 11/14/2024 |
12 | Disposition of 66667 shares by Dmitry Melnikov of Semrush Holdings at 14.11 subject to Rule 16b-3 | 11/20/2024 |
About Semrush Holdings 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 Semrush or other stocks. Alpha measures the amount that position in Semrush Holdings 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 | 4.22 | 3.13 | 5.7 | 3.17 | Days Of Inventory On Hand | 55.17 | 52.43 | 47.18 | 40.98 |
Semrush Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Semrush Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Semrush Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Semrush Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Semrush Holdings. Please utilize our Beneish M Score to check the likelihood of Semrush Holdings' management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of March 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 Semrush Stock Analysis
When running Semrush Holdings' price analysis, check to measure Semrush Holdings' 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 Semrush Holdings is operating at the current time. Most of Semrush Holdings' value examination focuses on studying past and present price action to predict the probability of Semrush Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Semrush Holdings' price. Additionally, you may evaluate how the addition of Semrush Holdings to your portfolios can decrease your overall portfolio volatility.