Sm Energy Co Stock Alpha and Beta Analysis
| SM Stock | USD 18.70 0.08 0.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SM Energy Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in SM Energy over a specified time horizon. Remember, high SM Energy'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 SM Energy's market risk premium analysis include:
Beta 0.76 | Alpha (0.57) | Risk 2.7 | Sharpe Ratio (0.17) | Expected Return (0.45) |
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.
SM Energy | Build AI portfolio with SM Energy Stock |
SM Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SM Energy market risk premium is the additional return an investor will receive from holding SM Energy 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 SM Energy. 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 SM Energy's performance over market.| α | -0.57 | β | 0.76 |
SM Energy 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 SM Energy's Buy-and-hold return. Our buy-and-hold chart shows how SM Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SM Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how SM Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SM Energy shares will generate the highest return on investment. By understating and applying SM Energy stock market price indicators, traders can identify SM Energy position entry and exit signals to maximize returns.
SM Energy Return and Market Media
The median price of SM Energy for the period between Fri, Oct 3, 2025 and Thu, Jan 1, 2026 is 19.49 with a coefficient of variation of 11.41. The daily time series for the period is distributed with a sample standard deviation of 2.31, arithmetic mean of 20.29, and mean deviation of 1.8. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Cheniere Energy Surpasses Q3 Earnings Estimates | 10/30/2025 |
| SM Energy dividend paid on 3rd of November 2025 | 11/03/2025 |
2 | Exploring Northern Oil Gass Earnings Expectations | 11/05/2025 |
3 | Should Declining Profits Amid Rising Revenue Prompt New Questions for SM Energys Growth Strategy | 11/17/2025 |
4 | Is SM Energys 53 percent Share Price Drop an Opportunity for Investors in 2025 | 11/28/2025 |
5 | SM Energy Company SM Holdings Lowered by Swiss National Bank | 12/02/2025 |
6 | Analysts See Nearly 70 percent Upside for SM Energy Amid 12.8 Billion Civitas Merger Plans | 12/04/2025 |
7 | SM Energy Analyst Rating Update Keybanc Lowers Price Targe - GuruFocus | 12/10/2025 |
8 | Here is What to Know Beyond Why SM Energy Company is a Trending Stock | 12/16/2025 |
9 | SM Energy Valuation Check After Steep 1-Year Share Price Slide | 12/19/2025 |
10 | Disposition of 4240 shares by Elizabeth McDonald of SM Energy at 26.71 subject to Rule 16b-3 | 12/23/2025 |
11 | SM Energy Company To Go Ex-Dividend on December 26th | 12/24/2025 |
About SM Energy 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 SM Energy or other stocks. Alpha measures the amount that position in SM Energy 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 | 0.004608 | 0.0156 | 0.0191 | 0.013 | Price To Sales Ratio | 1.27 | 1.94 | 1.67 | 1.43 |
SM Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of SM Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SM Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SM Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SM Energy. Please utilize our Beneish M Score to check the likelihood of SM Energy's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 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 |
Build Portfolio with SM Energy
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 SM Energy Backtesting, SM Energy Valuation, SM Energy Correlation, SM Energy Hype Analysis, SM Energy Volatility, SM Energy History and analyze SM Energy Performance. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
SM Energy 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.