Spar Group Stock Alpha and Beta Analysis
| SGRP Stock | USD 2.24 0.03 1.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SPAR Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in SPAR over a specified time horizon. Remember, high SPAR'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 SPAR's market risk premium analysis include:
Beta (2.62) | Alpha 1.05 | Risk 8.31 | Sharpe Ratio 0.1 | Expected Return 0.87 |
Enterprise Value |
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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.
SPAR |
SPAR Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SPAR market risk premium is the additional return an investor will receive from holding SPAR 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 SPAR. 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 SPAR's performance over market.| α | 1.05 | β | -2.62 |
SPAR 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 SPAR's Buy-and-hold return. Our buy-and-hold chart shows how SPAR performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SPAR Market Price Analysis
Market price analysis indicators help investors to evaluate how SPAR stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SPAR shares will generate the highest return on investment. By understating and applying SPAR stock market price indicators, traders can identify SPAR position entry and exit signals to maximize returns.
SPAR Return and Market Media
The median price of SPAR for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 2.41 with a coefficient of variation of 11.37. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 2.31, and mean deviation of 0.17. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | SPAR Group Enters into Definitive Agreement to be Acquired by Highwire Capital for 2.50 Per Share | 09/03/2024 |
2 | Disposition of 5000 shares by Kori Belzer of SPAR at 1.23 subject to Rule 16b-3 | 09/20/2024 |
3 | Disposition of 1975 shares by Robert Brown of SPAR at 2.43 subject to Rule 16b-3 | 10/08/2024 |
4 | SPAR Group, Inc. Flat As Market Sinks What You Should Know | 10/10/2024 |
5 | Disposition of 2100 shares by Robert Brown of SPAR at 2.42 subject to Rule 16b-3 | 10/14/2024 |
6 | Spar groups Robert G. Brown sells 1,936 in common stock | 10/17/2024 |
7 | Spar Group insider Robert G. Brown sells 6,421 in stock | 10/21/2024 |
8 | Robert G Brown Takes Money Off The Table, Sells 6K In SPAR Group Stock | 10/22/2024 |
9 | Disposition of 38 shares by Robert Brown of SPAR at 2.42 subject to Rule 16b-3 | 10/24/2024 |
10 | Disposition of 10000 shares by Robert Brown of SPAR at 2.44 subject to Rule 16b-3 | 10/25/2024 |
11 | SPAR Group, Inc. Stock Sinks As Market Gains What You Should Know | 10/28/2024 |
12 | SPAR Group 10 percent Owner Trades 55K In Company Stock | 10/29/2024 |
13 | Robert G Brown Executes Sell Order Offloads 51K In SPAR Group Stock | 10/31/2024 |
14 | Is Most-Watched Stock SPAR Group, Inc. Worth Betting on Now | 11/19/2024 |
About SPAR 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 SPAR or other stocks. Alpha measures the amount that position in SPAR Group 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) | Days Sales Outstanding | 77.32 | 89.01 | 78.69 | 59.77 | PTB Ratio | 1.32 | 1.28 | 0.83 | 0.79 |
SPAR Upcoming Company Events
As portrayed in its financial statements, the presentation of SPAR's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SPAR's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SPAR's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SPAR. Please utilize our Beneish M Score to check the likelihood of SPAR's management manipulating its earnings.
| 15th of April 2024 Upcoming Quarterly Report | View | |
| 27th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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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Additional Tools for SPAR Stock Analysis
When running SPAR's price analysis, check to measure SPAR's 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 SPAR is operating at the current time. Most of SPAR's value examination focuses on studying past and present price action to predict the probability of SPAR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SPAR's price. Additionally, you may evaluate how the addition of SPAR to your portfolios can decrease your overall portfolio volatility.