Sun Life Financial Stock Alpha and Beta Analysis
| SLF Stock | USD 58.61 0.10 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sun Life Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sun Life over a specified time horizon. Remember, high Sun Life'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 Sun Life's market risk premium analysis include:
Beta 0.54 | Alpha 0.018 | Risk 0.97 | Sharpe Ratio 0.11 | Expected Return 0.11 |
Sun Life 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.
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Sun Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sun Life market risk premium is the additional return an investor will receive from holding Sun Life 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 Sun Life. 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 Sun Life's performance over market.| α | 0.02 | β | 0.54 |
Sun Life 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 Sun Life's Buy-and-hold return. Our buy-and-hold chart shows how Sun Life performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sun Life Market Price Analysis
Market price analysis indicators help investors to evaluate how Sun Life stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sun Life shares will generate the highest return on investment. By understating and applying Sun Life stock market price indicators, traders can identify Sun Life position entry and exit signals to maximize returns.
Sun Life Return and Market Media
The median price of Sun Life for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 59.06 with a coefficient of variation of 2.99. The daily time series for the period is distributed with a sample standard deviation of 1.77, arithmetic mean of 59.06, and mean deviation of 1.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | K2view Positioned as the Leader in the 2024 SPARK Matrix for Data Integration Tools by QKS Group | 11/06/2024 |
2 | R E P E A T -- MEDIA ADVISORY - Sun Life and Tribal Wi-Chi-Way-Win Capital Corporation announce partnership to serve Canadians and create local jobs in Winnipeg | 11/22/2024 |
3 | Crescent Capital Group to Open Frankfurt Office Next Year, Strengthening Commitment to DACH Region | 12/19/2024 |
4 | RGA Stock Trading at Discount to Industry at 1.24X Time to Hold | 12/26/2024 |
| Sun Life dividend paid on 31st of December 2024 | 12/31/2024 |
5 | SLF Stock Rises 20 percent in 6 Months A Signal for Investors to Hold Tight | 01/02/2025 |
6 | 5 Life Insurance Stocks to Watch Amid a Low Interest Rate Environment | 01/08/2025 |
7 | Sun Life Financial Inc. A Bearish Investment Perspective | 01/14/2025 |
8 | Sun Life receives 100 percent score on Human Rights Campaign Corporate Equality Index for 16th consecutive year | 01/15/2025 |
About Sun Life 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 Sun or other stocks. Alpha measures the amount that position in Sun Life Financial 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 | 0.0454 | 0.0467 | 0.0421 | 0.0275 | Price To Sales Ratio | 1.59 | 1.31 | 1.17 | 0.84 |
Sun Life Upcoming Company Events
As portrayed in its financial statements, the presentation of Sun Life's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sun Life's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sun Life's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sun Life. Please utilize our Beneish M Score to check the likelihood of Sun Life's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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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Align your risk with return expectations
Check out Sun Life Backtesting, Sun Life Valuation, Sun Life Correlation, Sun Life Hype Analysis, Sun Life Volatility, Sun Life History and analyze Sun Life Performance. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Sun Life 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.