Sunstone Hotel Investors Stock Alpha and Beta Analysis
| SHO Stock | USD 10.37 0.19 1.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sunstone Hotel Investors. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sunstone Hotel over a specified time horizon. Remember, high Sunstone Hotel'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 Sunstone Hotel's market risk premium analysis include:
Beta 1.32 | Alpha (0.12) | Risk 1.47 | Sharpe Ratio 0.03 | Expected Return 0.0442 |
Sunstone Hotel Quarterly Cash And Equivalents |
|
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.
Sunstone |
Sunstone Hotel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sunstone Hotel market risk premium is the additional return an investor will receive from holding Sunstone Hotel 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 Sunstone Hotel. 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 Sunstone Hotel's performance over market.| α | -0.12 | β | 1.32 |
Sunstone Hotel 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 Sunstone Hotel's Buy-and-hold return. Our buy-and-hold chart shows how Sunstone Hotel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sunstone Hotel Market Price Analysis
Market price analysis indicators help investors to evaluate how Sunstone Hotel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sunstone Hotel shares will generate the highest return on investment. By understating and applying Sunstone Hotel stock market price indicators, traders can identify Sunstone Hotel position entry and exit signals to maximize returns.
Sunstone Hotel Return and Market Media
The median price of Sunstone Hotel for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 10.25 with a coefficient of variation of 2.46. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 10.27, and mean deviation of 0.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 3369 shares by Robert Springer of Sunstone Hotel at 11.21 subject to Rule 16b-3 | 09/06/2024 |
2 | Acquisition by Murray McCabe of 10903 shares of Sunstone Hotel subject to Rule 16b-3 | 09/20/2024 |
3 | SUNSTONE HOTEL INVESTORS SCHEDULES THIRD QUARTER 2024 EARNINGS RELEASE AND CONFERENCE CALL | 09/30/2024 |
| Sunstone Hotel dividend paid on 15th of October 2024 | 10/15/2024 |
4 | Disposition of 30732 shares by Bryan Giglia of Sunstone Hotel at 10.82 subject to Rule 16b-3 | 10/17/2024 |
5 | Stay Ahead of the Game With Sunstone Hotel Q3 Earnings Wall Streets Insights on Key Metrics | 11/07/2024 |
6 | SUNSTONE HOTEL INVESTORS REPORTS RESULTS FOR THIRD QUARTER 2024 | 11/12/2024 |
7 | Q3 2024 Sunstone Hotel Investors Inc Earnings Call Transcript | 11/13/2024 |
8 | Sunstone Partners Announces Strategic Investment in KMS Technology to Drive Innovation Growth | 11/21/2024 |
About Sunstone Hotel 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 Sunstone or other stocks. Alpha measures the amount that position in Sunstone Hotel Investors 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 | 0.005397 | 0.0121 | 0.0271 | 0.0258 | Price To Sales Ratio | 4.98 | 2.25 | 2.24 | 1.9 |
Sunstone Hotel Upcoming Company Events
As portrayed in its financial statements, the presentation of Sunstone Hotel's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sunstone Hotel's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sunstone Hotel's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sunstone Hotel. Please utilize our Beneish M Score to check the likelihood of Sunstone Hotel's management manipulating its earnings.
| 23rd of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Sunstone Hotel
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Sunstone Hotel Backtesting, Sunstone Hotel Valuation, Sunstone Hotel Correlation, Sunstone Hotel Hype Analysis, Sunstone Hotel Volatility, Sunstone Hotel History and analyze Sunstone Hotel Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Sunstone Hotel 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.