Skywater Technology Stock Alpha and Beta Analysis
| SKYT Stock | USD 8.43 0.24 2.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Skywater Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Skywater Technology over a specified time horizon. Remember, high Skywater Technology'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 Skywater Technology's market risk premium analysis include:
Beta 1.88 | Alpha (0.37) | Risk 3.63 | Sharpe Ratio (0.03) | Expected Return (0.1) |
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.
Skywater |
Skywater Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Skywater Technology market risk premium is the additional return an investor will receive from holding Skywater Technology 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 Skywater Technology. 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 Skywater Technology's performance over market.| α | -0.37 | β | 1.88 |
Skywater Technology 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 Skywater Technology's Buy-and-hold return. Our buy-and-hold chart shows how Skywater Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Skywater Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how Skywater Technology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Skywater Technology shares will generate the highest return on investment. By understating and applying Skywater Technology stock market price indicators, traders can identify Skywater Technology position entry and exit signals to maximize returns.
Skywater Technology Return and Market Media
The median price of Skywater Technology for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 9.17 with a coefficient of variation of 8.03. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 9.2, and mean deviation of 0.6. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | SkyWater Technology Inc Shares Up 7.55 percent on Sep 9 | 09/09/2024 |
2 | Disposition of 160000 shares by Unterseher Loren A of Skywater Technology subject to Rule 16b-3 | 10/07/2024 |
3 | Here is What to Know Beyond Why SkyWater Technology, Inc. is a Trending Stock | 10/17/2024 |
4 | SkyWater Technology Inc Trading 4.84 percent Higher on Oct 25 | 10/25/2024 |
5 | SkyWater Technology, Inc. May Report Negative Earnings Know the Trend Ahead of Next Weeks Release | 10/31/2024 |
6 | SkyWater Technology, Inc.s last weeks 11 percent decline must have disappointed private equity firms who have a significant stake | 11/04/2024 |
7 | What To Expect From SkyWater Technology Inc Q3 2024 Earnings | 11/06/2024 |
8 | SkyWater Technology, Inc. Surpasses Q3 Earnings Estimates | 11/07/2024 |
9 | SkyWater Technology Inc Q3 2024 Earnings Call Highlights Record Revenue and Strategic ... | 11/08/2024 |
10 | SkyWater Technology, Inc. Is a Trending Stock Facts to Know Before Betting on It | 11/14/2024 |
11 | Acquisition by Lujan Thomas R. of 10060 shares of Skywater Technology subject to Rule 16b-3 | 11/21/2024 |
About Skywater Technology 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 Skywater or other stocks. Alpha measures the amount that position in Skywater Technology 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.
| 2020 | 2024 (projected) | Dividend Yield | 0.003566 | 0.003325 | Price To Sales Ratio | 4.93 | 1.45 |
Skywater Technology Upcoming Company Events
As portrayed in its financial statements, the presentation of Skywater Technology's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Skywater Technology's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Skywater Technology's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Skywater Technology. Please utilize our Beneish M Score to check the likelihood of Skywater Technology's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th 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 Skywater Technology
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
Additional Tools for Skywater Stock Analysis
When running Skywater Technology's price analysis, check to measure Skywater Technology'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 Skywater Technology is operating at the current time. Most of Skywater Technology's value examination focuses on studying past and present price action to predict the probability of Skywater Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Skywater Technology's price. Additionally, you may evaluate how the addition of Skywater Technology to your portfolios can decrease your overall portfolio volatility.