Soluna Holdings Stock Alpha and Beta Analysis
| SLNH Stock | USD 3.43 0.08 2.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Soluna Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Soluna Holdings over a specified time horizon. Remember, high Soluna Holdings' 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 Soluna Holdings' market risk premium analysis include:
Beta 4.58 | Alpha (0.74) | Risk 7.73 | Sharpe Ratio (0.03) | Expected Return (0.21) |
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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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Soluna Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Soluna Holdings market risk premium is the additional return an investor will receive from holding Soluna Holdings 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 Soluna Holdings. 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 Soluna Holdings' performance over market.| α | -0.74 | β | 4.58 |
Soluna Holdings 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 Soluna Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Soluna Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Soluna Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Soluna Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Soluna Holdings shares will generate the highest return on investment. By understating and applying Soluna Holdings stock market price indicators, traders can identify Soluna Holdings position entry and exit signals to maximize returns.
Soluna Holdings Return and Market Media
The median price of Soluna Holdings for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 3.43 with a coefficient of variation of 14.94. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 3.59, and mean deviation of 0.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Phelan William P of 4076 shares of Soluna Holdings subject to Rule 16b-3 | 08/30/2024 |
2 | Soluna Achieves Critical Milestones to Unlock 25M Growth Capital Line | 10/03/2024 |
3 | Disposition of 11000 shares by Lipman Matthew E. of Soluna Holdings at 3.23 subject to Rule 16b-3 | 11/05/2024 |
4 | Disposition of 23700 shares by Lipman Matthew E. of Soluna Holdings at 3.56 subject to Rule 16b-3 | 11/06/2024 |
5 | Disposition of 24420 shares by Lipman Matthew E. of Soluna Holdings at 3.59 subject to Rule 16b-3 | 11/07/2024 |
6 | Soluna Holdings director Michael Toporek sells 207,569 in stock | 11/08/2024 |
7 | Disposition of 9080 shares by Michael Toporek of Soluna Holdings at 4.0 subject to Rule 16b-3 | 11/11/2024 |
8 | Soluna Holdings, Inc. Stock Catapults 29 percent Though Its Price And Business Still Lag The Industry | 11/13/2024 |
9 | Soluna Holdings Reports Q324 Results | 11/15/2024 |
10 | When Moves Investors should Listen - Stock Traders Daily | 11/18/2024 |
11 | Disposition of 2000 shares by Mary OReilly of Soluna Holdings at 11.4835 subject to Rule 16b-3 | 11/21/2024 |
12 | Soluna Holdings director Edward Hirshfield sells shares totaling 102,829 | 11/22/2024 |
About Soluna Holdings 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 Soluna or other stocks. Alpha measures the amount that position in Soluna Holdings 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 | 0.99 | 0.89 | 0.93 | Price To Sales Ratio | 0.14 | 0.25 | 0.24 |
Soluna Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Soluna Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Soluna Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Soluna Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Soluna Holdings. Please utilize our Beneish M Score to check the likelihood of Soluna Holdings' management manipulating its earnings.
| 1st of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Soluna Holdings
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Align your risk with return expectations
Check out Soluna Holdings Backtesting, Soluna Holdings Valuation, Soluna Holdings Correlation, Soluna Holdings Hype Analysis, Soluna Holdings Volatility, Soluna Holdings History and analyze Soluna Holdings Performance. For more detail on how to invest in Soluna Stock please use our How to Invest in Soluna Holdings guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Soluna Holdings 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.