Sjw Group Common Stock Alpha and Beta Analysis
| SJW Stock | USD 55.10 0.07 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SJW Group Common. It also helps investors analyze the systematic and unsystematic risks associated with investing in SJW Group over a specified time horizon. Remember, high SJW Group'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 SJW Group's market risk premium analysis include:
Beta 0.27 | Alpha (0.12) | Risk 1.4 | Sharpe Ratio (0.05) | Expected Return (0.06) |
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.
SJW |
SJW Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SJW Group market risk premium is the additional return an investor will receive from holding SJW Group 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 SJW Group. 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 SJW Group's performance over market.| α | -0.12 | β | 0.27 |
SJW Group 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 SJW Group's Buy-and-hold return. Our buy-and-hold chart shows how SJW Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SJW Group Market Price Analysis
Market price analysis indicators help investors to evaluate how SJW Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SJW Group shares will generate the highest return on investment. By understating and applying SJW Group stock market price indicators, traders can identify SJW Group position entry and exit signals to maximize returns.
SJW Group Return and Market Media
The median price of SJW Group for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 57.69 with a coefficient of variation of 2.74. The daily time series for the period is distributed with a sample standard deviation of 1.57, arithmetic mean of 57.36, and mean deviation of 1.31. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 115 shares by Bruce Hauk of SJW at 57.77 subject to Rule 16b-3 | 08/30/2024 |
| SJW Group dividend paid on 3rd of September 2024 | 09/03/2024 |
2 | AWKs Shares Gain as Unit Secures Approval for New Rates | 09/05/2024 |
3 | SJW Group Q3 2024 Earnings Call Highlights Strong Revenue Growth Amid Operational Challenges | 09/30/2024 |
4 | Newsweek Names SJW Group One of Americas Greenest Companies 2025 | 10/07/2024 |
5 | 3 Magnificent SP 500 Dividend Stocks Down 11 percent to 18 percent to Buy and Hold Forever | 10/09/2024 |
6 | Why SJW is a Top Dividend Stock for Your Portfolio | 10/16/2024 |
7 | Earnings Not Telling The Story For SJW Group | 10/25/2024 |
8 | SJW Q3 2024 Earnings Preview | 10/28/2024 |
9 | Q3 2024 SJW Group Earnings Call Transcript | 10/29/2024 |
10 | Acquisition by Carl Guardino of 1232 shares of SJW subject to Rule 16b-3 | 11/05/2024 |
11 | Acquisition by Gregory Landis of 1812 shares of SJW subject to Rule 16b-3 | 11/07/2024 |
12 | SJW or AWR Which Is the Better Value Stock Right Now | 11/11/2024 |
13 | Do Options Traders Know Something About SJW Stock We Dont | 11/14/2024 |
About SJW Group 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 SJW or other stocks. Alpha measures the amount that position in SJW Group Common 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 (projected) | Dividend Yield | 0.0177 | 0.0232 | 0.0285 | Price To Sales Ratio | 3.96 | 3.08 | 1.94 |
SJW Group Upcoming Company Events
As portrayed in its financial statements, the presentation of SJW Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SJW Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SJW Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SJW Group. Please utilize our Beneish M Score to check the likelihood of SJW Group's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for SJW Stock Analysis
When running SJW Group's price analysis, check to measure SJW Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy SJW Group is operating at the current time. Most of SJW Group's value examination focuses on studying past and present price action to predict the probability of SJW Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SJW Group's price. Additionally, you may evaluate how the addition of SJW Group to your portfolios can decrease your overall portfolio volatility.