Jm Smucker Stock Alpha and Beta Analysis
| SJM Stock | USD 107.78 1.89 1.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JM Smucker. It also helps investors analyze the systematic and unsystematic risks associated with investing in JM Smucker over a specified time horizon. Remember, high JM Smucker'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 JM Smucker's market risk premium analysis include:
Beta 0.33 | Alpha (0.17) | Risk 1.71 | Sharpe Ratio (0.03) | Expected Return (0.05) |
JM Smucker 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.
SJM |
JM Smucker Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JM Smucker market risk premium is the additional return an investor will receive from holding JM Smucker 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 JM Smucker. 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 JM Smucker's performance over market.| α | -0.17 | β | 0.33 |
JM Smucker 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 JM Smucker's Buy-and-hold return. Our buy-and-hold chart shows how JM Smucker performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JM Smucker Market Price Analysis
Market price analysis indicators help investors to evaluate how JM Smucker stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JM Smucker shares will generate the highest return on investment. By understating and applying JM Smucker stock market price indicators, traders can identify JM Smucker position entry and exit signals to maximize returns.
JM Smucker Return and Market Media
The median price of JM Smucker for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 111.91 with a coefficient of variation of 4.42. The daily time series for the period is distributed with a sample standard deviation of 4.91, arithmetic mean of 111.03, and mean deviation of 3.87. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Q2 2025 J M Smucker Co Earnings Call Transcript | 11/27/2024 |
| JM Smucker dividend paid on 2nd of December 2024 | 12/02/2024 |
2 | Holocene Advisors LP Invests 4.95 Million in The J. M. Smucker Company | 12/05/2024 |
3 | Acquisition by Amin Tarang of 1320 shares of JM Smucker subject to Rule 16b-3 | 12/06/2024 |
4 | Disposition of 994 shares by Tucker Marshall of JM Smucker at 113.0 subject to Rule 16b-3 | 12/17/2024 |
5 | Is The J.M. Smucker Stock Worth a Buy at a PE Multiple of 10.8X | 12/27/2024 |
6 | Should You Be Concerned About The J. M. Smucker Companys ROE | 12/30/2024 |
7 | Acquisition by Kirk Perry of 224 shares of JM Smucker subject to Rule 16b-3 | 01/02/2025 |
8 | Why Is the American Diet So Deadly | 01/06/2025 |
9 | Should The J. M. Smucker Company Be In Your Early Retirement Portfolio | 01/07/2025 |
10 | NFWF Announces 14.7 Million in Grants to Bolster Regenerative Agriculture on Working Lands | 01/08/2025 |
11 | Heres Why Jim Cramer Still Supports The J. M. Smucker Company Despite Recent Struggles | 01/13/2025 |
12 | J. M. Smucker Sets New 52-Week Low Heres Why | 01/15/2025 |
13 | Saudi Arabia Coffee Market Forecast and Company Analysis Report 2025-2033, Featuring J. M. Smucker Co, Kraft Heinz, Nestle, Starbucks, Luigi Lavazza, Tata Globa... | 01/16/2025 |
14 | Nisa Investment Advisors LLC Purchases 5,395 Shares of The J. M. Smucker Company - MarketBeat | 01/28/2025 |
About JM Smucker 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 SJM or other stocks. Alpha measures the amount that position in JM Smucker 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0258 | 0.0366 | 0.0421 | 0.0341 | Price To Sales Ratio | 1.96 | 1.46 | 1.32 | 1.09 |
JM Smucker Upcoming Company Events
As portrayed in its financial statements, the presentation of JM Smucker's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, JM Smucker's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of JM Smucker's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of JM Smucker. Please utilize our Beneish M Score to check the likelihood of JM Smucker's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 4th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 4th of June 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 30th of April 2023 Last Financial Announcement | View |
Build Portfolio with JM Smucker
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
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Check out JM Smucker Backtesting, JM Smucker Valuation, JM Smucker Correlation, JM Smucker Hype Analysis, JM Smucker Volatility, JM Smucker History and analyze JM Smucker Performance. To learn how to invest in SJM Stock, please use our How to Invest in JM Smucker guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
JM Smucker 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.