Sghc Limited Stock Alpha and Beta Analysis
| SGHC Stock | USD 6.08 0.15 2.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SGHC Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in SGHC over a specified time horizon. Remember, high SGHC'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 SGHC's market risk premium analysis include:
Beta 2.32 | Alpha 0.7 | Risk 3.09 | Sharpe Ratio 0.32 | Expected Return 1 |
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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.
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SGHC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SGHC market risk premium is the additional return an investor will receive from holding SGHC 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 SGHC. 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 SGHC's performance over market.| α | 0.70 | β | 2.32 |
SGHC 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 SGHC's Buy-and-hold return. Our buy-and-hold chart shows how SGHC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SGHC Market Price Analysis
Market price analysis indicators help investors to evaluate how SGHC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SGHC shares will generate the highest return on investment. By understating and applying SGHC stock market price indicators, traders can identify SGHC position entry and exit signals to maximize returns.
SGHC Return and Market Media
The median price of SGHC for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 3.97 with a coefficient of variation of 18.93. The daily time series for the period is distributed with a sample standard deviation of 0.78, arithmetic mean of 4.11, and mean deviation of 0.58. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Super Group Limited Ascends But Remains Behind Market Some Facts to Note | 10/08/2024 |
2 | Super Group Limited Rises Higher Than Market Key Facts | 10/28/2024 |
3 | Super Group Limited is Attracting Investor Attention Here is What You Should Know | 10/31/2024 |
4 | Super Group Ltd Q3 2024 Earnings Report Preview What to Look For | 11/05/2024 |
5 | Super Group Limited Surpasses Q3 Earnings and Revenue Estimates | 11/06/2024 |
6 | Super Group Ltd Q3 2024 Earnings Call Highlights Record Revenue and Strategic Shifts | 11/07/2024 |
7 | Super Group Raised to Outperform at Oppenheimer | 11/08/2024 |
8 | Here is What to Know Beyond Why Super Group Limited is a Trending Stock | 11/14/2024 |
9 | Jim Cramer Super Group Finally Broke Out, This Basic Materials Stock Is Very Hard To Own Here | 11/18/2024 |
About SGHC 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 SGHC or other stocks. Alpha measures the amount that position in SGHC 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.002331 | 0.002072 | Price To Sales Ratio | 0.99 | 0.94 |
SGHC Upcoming Company Events
As portrayed in its financial statements, the presentation of SGHC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SGHC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SGHC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SGHC. Please utilize our Beneish M Score to check the likelihood of SGHC's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 25th of April 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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Check out SGHC Backtesting, SGHC Valuation, SGHC Correlation, SGHC Hype Analysis, SGHC Volatility, SGHC History and analyze SGHC Performance. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
SGHC 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.