Sitime Stock Alpha and Beta Analysis
| SITM Stock | USD 211.08 0.58 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sitime. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sitime over a specified time horizon. Remember, high Sitime'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 Sitime's market risk premium analysis include:
Beta 2.07 | Alpha 0.47 | Risk 3.87 | Sharpe Ratio 0.18 | Expected Return 0.68 |
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.
Sitime |
Sitime Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sitime market risk premium is the additional return an investor will receive from holding Sitime 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 Sitime. 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 Sitime's performance over market.| α | 0.47 | β | 2.07 |
Sitime 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 Sitime's Buy-and-hold return. Our buy-and-hold chart shows how Sitime performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sitime Market Price Analysis
Market price analysis indicators help investors to evaluate how Sitime stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sitime shares will generate the highest return on investment. By understating and applying Sitime stock market price indicators, traders can identify Sitime position entry and exit signals to maximize returns.
Sitime Return and Market Media
The median price of Sitime for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 175.16 with a coefficient of variation of 14.13. The daily time series for the period is distributed with a sample standard deviation of 24.35, arithmetic mean of 172.32, and mean deviation of 19.16. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2827 shares by Piyush Sevalia of Sitime at 147.82 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 808 shares by Lionel Bonnot of Sitime at 160.0 subject to Rule 16b-3 | 09/18/2024 |
3 | Disposition of 1338 shares by Piyush Sevalia of Sitime at 180.0 subject to Rule 16b-3 | 09/27/2024 |
4 | SiTime Corp Trading Down 2.7 percent on Sep 30 | 09/30/2024 |
5 | SiTime shares target increased, keeps buy rating on strong CED growth | 11/07/2024 |
6 | SiTime Third Quarter 2024 Earnings Beats Expectations | 11/08/2024 |
7 | SiTime Corp Stock Price Down 3.13 percent on Nov 11 | 11/11/2024 |
8 | Sitime corp director Torsten Kreindl sells 1.33 million in stock | 11/13/2024 |
9 | SiTime Corp Shares Up 4.92 percent on Nov 19 | 11/19/2024 |
10 | SiTime Corporation Beats Q3 Expectations, Price Target Raised by Barclays | 11/20/2024 |
11 | Sitime executive sells shares worth 210,160 | 11/22/2024 |
About Sitime 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 Sitime or other stocks. Alpha measures the amount that position in Sitime 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 | 64.02 | 53.06 | 55.41 | 78.78 | PTB Ratio | 8.79 | 3.05 | 3.83 | 3.63 |
Sitime Upcoming Company Events
As portrayed in its financial statements, the presentation of Sitime's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sitime's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sitime's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sitime. Please utilize our Beneish M Score to check the likelihood of Sitime's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 Sitime
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 Sitime Backtesting, Sitime Valuation, Sitime Correlation, Sitime Hype Analysis, Sitime Volatility, Sitime History and analyze Sitime Performance. To learn how to invest in Sitime Stock, please use our How to Invest in Sitime guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Sitime 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.