Scienjoy Holding Corp Stock Alpha and Beta Analysis
| SJ Stock | USD 0.92 0.05 5.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Scienjoy Holding Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Scienjoy Holding over a specified time horizon. Remember, high Scienjoy Holding'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 Scienjoy Holding's market risk premium analysis include:
Beta 0.13 | Alpha (0.11) | Risk 5.49 | Sharpe Ratio 0.0026 | Expected Return 0.014 |
Enterprise Value |
|
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.
Scienjoy |
Scienjoy Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Scienjoy Holding market risk premium is the additional return an investor will receive from holding Scienjoy Holding 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 Scienjoy Holding. 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 Scienjoy Holding's performance over market.| α | -0.11 | β | 0.13 |
Scienjoy Holding 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 Scienjoy Holding's Buy-and-hold return. Our buy-and-hold chart shows how Scienjoy Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Scienjoy Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Scienjoy Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Scienjoy Holding shares will generate the highest return on investment. By understating and applying Scienjoy Holding stock market price indicators, traders can identify Scienjoy Holding position entry and exit signals to maximize returns.
Scienjoy Holding Return and Market Media
The median price of Scienjoy Holding for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 0.94 with a coefficient of variation of 7.05. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 0.94, and mean deviation of 0.06. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Short Interest in Scienjoy Holding Co. Declines By 60.4 percent - Defense World | 08/30/2024 |
2 | Sand Grove Capital Management LLP UK Regulatory Announcement Form 8.3 - ANG SJ | 09/12/2024 |
3 | AM Best Affirms Credit Ratings of Sompo Japan Insurance Inc. and Its Subsidiaries | 09/27/2024 |
4 | Thoughts Unlimited Experiences 5 percent Stock Dip Amidst Industry Decline | 10/14/2024 |
5 | Train carrying at least 50 people derails on Norways north coast, kills 1 | 10/24/2024 |
About Scienjoy Holding 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 Scienjoy or other stocks. Alpha measures the amount that position in Scienjoy Holding Corp 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 | 0.0878 | 0.14 | Price To Sales Ratio | 0.68 | 1.12 |
Scienjoy Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Scienjoy Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Scienjoy Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Scienjoy Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Scienjoy Holding. Please utilize our Beneish M Score to check the likelihood of Scienjoy Holding's management manipulating its earnings.
| 26th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Scienjoy Holding
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 Scienjoy Holding Backtesting, Scienjoy Holding Valuation, Scienjoy Holding Correlation, Scienjoy Holding Hype Analysis, Scienjoy Holding Volatility, Scienjoy Holding History and analyze Scienjoy Holding Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Scienjoy Holding 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.