Smx Public Limited Stock Alpha and Beta Analysis
| SMX Stock | 0.21 0.02 8.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SMX Public Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in SMX Public over a specified time horizon. Remember, high SMX Public'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 SMX Public's market risk premium analysis include:
Beta 1.49 | Alpha (2.41) | Risk 22.58 | Sharpe Ratio (0.09) | Expected Return (2.01) |
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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.
SMX |
SMX Public Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SMX Public market risk premium is the additional return an investor will receive from holding SMX Public 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 SMX Public. 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 SMX Public's performance over market.| α | -2.41 | β | 1.49 |
SMX Public 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 SMX Public's Buy-and-hold return. Our buy-and-hold chart shows how SMX Public performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SMX Public Market Price Analysis
Market price analysis indicators help investors to evaluate how SMX Public stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SMX Public shares will generate the highest return on investment. By understating and applying SMX Public stock market price indicators, traders can identify SMX Public position entry and exit signals to maximize returns.
SMX Public Return and Market Media
The median price of SMX Public for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 2.48 with a coefficient of variation of 64.25. The daily time series for the period is distributed with a sample standard deviation of 1.37, arithmetic mean of 2.13, and mean deviation of 1.13. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SMX Public Limited Company Closes 5.35 Million Private Placement | 09/12/2024 |
2 | NASDAQ-Listed SMX Technology is the Right Answer to Sustainable and Linear Manufacturing Challenges | 09/25/2024 |
3 | SMX files to sell 32.76M ordinary shares for holders | 09/26/2024 |
4 | Broadening the Spectrum Strata Minerals eyes untapped riches at Penny South | 10/07/2024 |
5 | SMX Awarded 79.4M CFTC cGate Contract Through GSA Alliant 2 | 10/17/2024 |
6 | Strata Minerals spots multiple promising gold targets at Penny South | 10/29/2024 |
7 | LA Countys PepsiCo Case Demonstrates Potential for SMX Tech in Sustainable Compliance Over Penalties | 11/04/2024 |
8 | SMX and FinGo Enter Into Collaboration Mandate to Develop a Joint Physical to Digital Platform Service To Enhance Mining Industrys Ability to Report on Sustaina... | 11/07/2024 |
About SMX Public 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 SMX or other stocks. Alpha measures the amount that position in SMX Public Limited 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.
| 2023 | 2024 (projected) | Days Sales Outstanding | 10.5K | 9.4K | PTB Ratio | 0.63 | 0.6 |
SMX Public Upcoming Company Events
As portrayed in its financial statements, the presentation of SMX Public's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SMX Public's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SMX Public's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SMX Public. Please utilize our Beneish M Score to check the likelihood of SMX Public's management manipulating its earnings.
| 11th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with SMX Public
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Additional Tools for SMX Stock Analysis
When running SMX Public's price analysis, check to measure SMX Public'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 SMX Public is operating at the current time. Most of SMX Public's value examination focuses on studying past and present price action to predict the probability of SMX Public's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SMX Public's price. Additionally, you may evaluate how the addition of SMX Public to your portfolios can decrease your overall portfolio volatility.