Sprott Inc Stock Alpha and Beta Analysis
| SII Stock | USD 44.42 0.41 0.93% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sprott Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sprott over a specified time horizon. Remember, high Sprott'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 Sprott's market risk premium analysis include:
Beta 0.61 | Alpha 0.0831 | Risk 1.96 | Sharpe Ratio 0.0615 | Expected Return 0.12 |
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.
Sprott |
Sprott Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sprott market risk premium is the additional return an investor will receive from holding Sprott 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 Sprott. 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 Sprott's performance over market.| α | 0.08 | β | 0.61 |
Sprott 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 Sprott's Buy-and-hold return. Our buy-and-hold chart shows how Sprott performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sprott Market Price Analysis
Market price analysis indicators help investors to evaluate how Sprott stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sprott shares will generate the highest return on investment. By understating and applying Sprott stock market price indicators, traders can identify Sprott position entry and exit signals to maximize returns.
Sprott Return and Market Media
The median price of Sprott for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 43.19 with a coefficient of variation of 4.89. The daily time series for the period is distributed with a sample standard deviation of 2.1, arithmetic mean of 42.99, and mean deviation of 1.7. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Sprott dividend paid on 3rd of September 2024 | 09/03/2024 |
1 | Disposition of 41610 shares by Arthur Rule of Sprott at 41.45 subject to Rule 16b-3 | 09/12/2024 |
2 | Disposition of 5000 shares by Arthur Rule of Sprott at 41.4814 subject to Rule 16b-3 | 09/13/2024 |
3 | Disposition of 10000 shares by Arthur Rule of Sprott at 41.3 subject to Rule 16b-3 | 09/16/2024 |
| Sprott dividend paid on 30th of September 2024 | 09/30/2024 |
4 | Investment Analysis and Advice - Stock Traders Daily | 10/02/2024 |
5 | Sprott raises dividend by 20 | 11/05/2024 |
6 | Sprott Inc. Posts Strong Q3 2024 Results - TipRanks | 11/06/2024 |
7 | Q3 2024 Sprott Inc Earnings Call Transcript | 11/07/2024 |
8 | Disposition of 0 shares by Pintar Peter J of Sprott at 63.52 subject to Rule 16b-3 | 11/11/2024 |
9 | Arcus Capital Partners LLC Makes New Investment in Sprott Inc. | 11/12/2024 |
10 | Disposition of 1835 shares by Pintar Peter J of Sprott subject to Rule 16b-3 | 11/22/2024 |
About Sprott 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 Sprott or other stocks. Alpha measures the amount that position in Sprott Inc 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0228 | 0.0303 | 0.0528 | Price To Sales Ratio | 6.81 | 5.84 | 4.98 |
Sprott Upcoming Company Events
As portrayed in its financial statements, the presentation of Sprott's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sprott's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sprott's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sprott. Please utilize our Beneish M Score to check the likelihood of Sprott's management manipulating its earnings.
| 23rd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Sprott Backtesting, Sprott Valuation, Sprott Correlation, Sprott Hype Analysis, Sprott Volatility, Sprott History and analyze Sprott Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Sprott 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.