Sigmatron International Stock Alpha and Beta Analysis
| SGMA Stock | USD 2.68 0.02 0.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SigmaTron International. It also helps investors analyze the systematic and unsystematic risks associated with investing in SigmaTron International over a specified time horizon. Remember, high SigmaTron International'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 SigmaTron International's market risk premium analysis include:
Beta 0.36 | Alpha (0.34) | Risk 3.46 | Sharpe Ratio (0.11) | Expected Return (0.37) |
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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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SigmaTron International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SigmaTron International market risk premium is the additional return an investor will receive from holding SigmaTron International 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 SigmaTron International. 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 SigmaTron International's performance over market.| α | -0.34 | β | 0.36 |
SigmaTron International 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 SigmaTron International's Buy-and-hold return. Our buy-and-hold chart shows how SigmaTron International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SigmaTron International Market Price Analysis
Market price analysis indicators help investors to evaluate how SigmaTron International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SigmaTron International shares will generate the highest return on investment. By understating and applying SigmaTron International stock market price indicators, traders can identify SigmaTron International position entry and exit signals to maximize returns.
SigmaTron International Return and Market Media
The median price of SigmaTron International for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 2.85 with a coefficient of variation of 9.0. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 2.86, and mean deviation of 0.2. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Plante Paul J of 5000 shares of SigmaTron International at 3.07 subject to Rule 16b-3 | 08/30/2024 |
2 | SigmaTron International, Inc. Reports Financial Results for Fiscal 2024 | 09/03/2024 |
3 | SigmaTron International, Inc. Regains Compliance with Nasdaq Listing Rule 5250 | 09/11/2024 |
4 | Sigmatron International, Inc. Reports First Quarter Financial Results For Fiscal 2025 | 09/19/2024 |
5 | SigmaTron Incurs Q1 Loss on Soft Demand, Revenues Fall YY | 09/20/2024 |
6 | Acquisition by James Reiman of 10000 shares of SigmaTron International at 3.42 subject to Rule 16b-3 | 10/11/2024 |
7 | SigmaTron International Announces Results of 2024 Annual Meeting of Stockholders | 10/23/2024 |
8 | Acquisition by Vyas Dilip S of 4000 shares of SigmaTron International at 4.91 subject to Rule 16b-3 | 11/07/2024 |
9 | Insider Trading | 11/11/2024 |
10 | SigmaTron International appoints new CFO | 11/14/2024 |
About SigmaTron International 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 SigmaTron or other stocks. Alpha measures the amount that position in SigmaTron International 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 | 0.0335 | 0.0298 | Price To Sales Ratio | 0.0691 | 0.0657 |
SigmaTron International Upcoming Company Events
As portrayed in its financial statements, the presentation of SigmaTron International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SigmaTron International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SigmaTron International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SigmaTron International. Please utilize our Beneish M Score to check the likelihood of SigmaTron International's management manipulating its earnings.
| 16th of May 2024 Upcoming Quarterly Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View |
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Check out SigmaTron International Backtesting, SigmaTron International Valuation, SigmaTron International Correlation, SigmaTron International Hype Analysis, SigmaTron International Volatility, SigmaTron International History and analyze SigmaTron International Performance. For information on how to trade SigmaTron Stock refer to our How to Trade SigmaTron Stock guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
SigmaTron International 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.