Sifco Industries Stock Alpha and Beta Analysis
| SIF Stock | USD 4.01 0.13 3.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SIFCO Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in SIFCO Industries over a specified time horizon. Remember, high SIFCO Industries' 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 SIFCO Industries' market risk premium analysis include:
Beta 1.22 | Alpha 0.0489 | Risk 4.38 | Sharpe Ratio 0.024 | Expected Return 0.11 |
SIFCO Industries 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.
SIFCO |
SIFCO Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SIFCO Industries market risk premium is the additional return an investor will receive from holding SIFCO Industries 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 SIFCO Industries. 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 SIFCO Industries' performance over market.| α | 0.05 | β | 1.22 |
SIFCO Industries 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 SIFCO Industries' Buy-and-hold return. Our buy-and-hold chart shows how SIFCO Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SIFCO Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how SIFCO Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SIFCO Industries shares will generate the highest return on investment. By understating and applying SIFCO Industries stock market price indicators, traders can identify SIFCO Industries position entry and exit signals to maximize returns.
SIFCO Industries Return and Market Media
The median price of SIFCO Industries for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 4.3 with a coefficient of variation of 12.07. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 4.23, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SIFCO Industries stock soars to 52-week high of 4.97 - Investing.com | 08/30/2024 |
2 | Acquisition by Mark Silk of 6402 shares of SIFCO Industries subject to Rule 16b-3 | 09/11/2024 |
3 | SOCIETE INDUSTRIELLE ET FINANCIERE DE LARTOIS RSULTATS DU PREMIER SEMESTRE 2024 PROJET DOFFRE PUBLIQUE DE RETRAIT SUIVIE DUN RETRAIT OBLIGATOIRE ANNONCE PAR BOL... | 09/12/2024 |
4 | SIFCO Industries, Inc. Announces Appointment of Jennifer Wilson as CFO | 10/25/2024 |
5 | Disposition of 228 shares by Donald Molten of SIFCO Industries at 4.14 subject to Rule 16b-3 | 10/31/2024 |
About SIFCO Industries 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 SIFCO or other stocks. Alpha measures the amount that position in SIFCO Industries 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 | 0.0205 | 0.0213 | Price To Sales Ratio | 0.23 | 0.37 |
SIFCO Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of SIFCO Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SIFCO Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SIFCO Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SIFCO Industries. Please utilize our Beneish M Score to check the likelihood of SIFCO Industries' management manipulating its earnings.
| 4th of July 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with SIFCO Industries
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Check out SIFCO Industries Backtesting, SIFCO Industries Valuation, SIFCO Industries Correlation, SIFCO Industries Hype Analysis, SIFCO Industries Volatility, SIFCO Industries History and analyze SIFCO Industries Performance. For more detail on how to invest in SIFCO Stock please use our How to Invest in SIFCO Industries guide.You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
SIFCO Industries 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.