Sk Telecom Co Stock Alpha and Beta Analysis
| SKM Stock | USD 22.78 0.12 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SK Telecom Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in SK Telecom over a specified time horizon. Remember, high SK Telecom'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 SK Telecom's market risk premium analysis include:
Beta 0.0849 | Alpha (0.02) | Risk 1.12 | Sharpe Ratio (0.03) | Expected Return (0.04) |
SK Telecom Quarterly Cash And Equivalents |
|
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.
SKM |
SK Telecom Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SK Telecom market risk premium is the additional return an investor will receive from holding SK Telecom 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 SK Telecom. 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 SK Telecom's performance over market.| α | -0.02 | β | 0.08 |
SK Telecom 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 SK Telecom's Buy-and-hold return. Our buy-and-hold chart shows how SK Telecom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SK Telecom Market Price Analysis
Market price analysis indicators help investors to evaluate how SK Telecom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SK Telecom shares will generate the highest return on investment. By understating and applying SK Telecom stock market price indicators, traders can identify SK Telecom position entry and exit signals to maximize returns.
SK Telecom Return and Market Media
The median price of SK Telecom for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 23.05 with a coefficient of variation of 2.79. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 23.19, and mean deviation of 0.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Home Connectivity Alliance kndigt MoU-Vereinbarung mit Korea Association of AI Smart Home an | 09/04/2024 |
2 | Bundling hotspot Over a third of subscriptions in East Asia sold through indirect channels | 10/02/2024 |
3 | SKT launches PC version of AI service offering access to multiple LLMs | 10/22/2024 |
4 | SK Telecom Unveils Aster, Its New Global AI Personal Agent at SK AI Summit 2024 | 11/05/2024 |
5 | SK Telecom Q3 net income down 9.1 percent to 202.3 mil. | 11/06/2024 |
6 | SK Telecom Co Ltd Q3 2024 Earnings Call Highlights Strong Revenue Growth Amid AI and 5G ... | 11/07/2024 |
7 | AI investment wave and mid-market focus fuel optimism for Penguin Solutions stock | 11/18/2024 |
8 | NTT DOCOMO 6G Radio-interface Indoor Test Using AI in the 4.8 GHz Band for the First Time in Japan Improves Throughput up to 18 | 11/20/2024 |
9 | Riassunto NTT DOCOMO Il test in ambienti chiusi dellinterfaccia radio 6G che utilizza lintelligenza artificiale nella banda 4,8 GHz per la prima volta in Giappo... | 11/21/2024 |
About SK Telecom 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 SKM or other stocks. Alpha measures the amount that position in SK Telecom 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 (projected) | Dividend Yield | 0.0534 | 0.0878 | 0.0713 | Price To Sales Ratio | 1.15 | 0.6 | 0.62 |
SK Telecom Upcoming Company Events
As portrayed in its financial statements, the presentation of SK Telecom's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SK Telecom's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SK Telecom's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SK Telecom. Please utilize our Beneish M Score to check the likelihood of SK Telecom's management manipulating its earnings.
| 23rd of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd 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 SK Telecom
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 SK Telecom Backtesting, SK Telecom Valuation, SK Telecom Correlation, SK Telecom Hype Analysis, SK Telecom Volatility, SK Telecom History and analyze SK Telecom Performance. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
SK Telecom 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.