Sfl Corporation Stock Alpha and Beta Analysis
| SFL Stock | USD 10.89 0.25 2.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SFL Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in SFL over a specified time horizon. Remember, high SFL'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 SFL's market risk premium analysis include:
Beta 0.34 | Alpha (0.12) | Risk 1.35 | Sharpe Ratio (0.04) | Expected Return (0.05) |
SFL 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.
SFL |
SFL Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SFL market risk premium is the additional return an investor will receive from holding SFL 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 SFL. 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 SFL's performance over market.| α | -0.12 | β | 0.34 |
SFL 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 SFL's Buy-and-hold return. Our buy-and-hold chart shows how SFL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SFL Market Price Analysis
Market price analysis indicators help investors to evaluate how SFL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SFL shares will generate the highest return on investment. By understating and applying SFL stock market price indicators, traders can identify SFL position entry and exit signals to maximize returns.
SFL Return and Market Media
The median price of SFL for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 11.21 with a coefficient of variation of 3.92. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 11.08, and mean deviation of 0.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| SFL dividend paid on 11th of September 2024 | 09/11/2024 |
| SFL dividend paid on 27th of September 2024 | 09/27/2024 |
1 | REMINDER - Leading Shipping Companies Presenting atCapital Links 16thAnnual New York Maritime ForumOctober 15, 2024, in New York City | 10/08/2024 |
2 | Q2 2024 SFL Corporation Ltd Earnings Call Transcript | 10/09/2024 |
3 | SFL Information financire du 3e trimestre 2024 | 10/24/2024 |
4 | SFL - Invitation to Presentation of Q3 2024 Results | 10/30/2024 |
5 | SFL GAAP EPS of 0.34 misses by 0.02, revenue of 255.32M beats by 11.34M | 11/06/2024 |
6 | SFL Corp Ltd Q3 2024 Earnings Call Highlights Strong Revenue Growth and Strategic Fleet ... | 11/07/2024 |
7 | SFL Third Quarter 2024 Earnings Revenues Beat Expectations, EPS Lags | 11/08/2024 |
8 | Investors Shouldnt Be Too Comfortable With SFLs Earnings | 11/14/2024 |
9 | SFL Corporation Stock A 10-Yielder with 58 percent Upside - Income Investors | 11/20/2024 |
About SFL 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 SFL or other stocks. Alpha measures the amount that position in SFL Corporation 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 | 0.0779 | 0.0954 | 0.0864 | 0.08 | Price To Sales Ratio | 1.94 | 1.74 | 1.91 | 3.38 |
SFL Upcoming Company Events
As portrayed in its financial statements, the presentation of SFL's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SFL's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SFL's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SFL. Please utilize our Beneish M Score to check the likelihood of SFL's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out SFL Backtesting, SFL Valuation, SFL Correlation, SFL Hype Analysis, SFL Volatility, SFL History and analyze SFL Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
SFL 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.