Snap Inc Stock Alpha and Beta Analysis
| SNAP Stock | USD 10.85 0.40 3.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Snap Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Snap over a specified time horizon. Remember, high Snap'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 Snap's market risk premium analysis include:
Beta 0.48 | Alpha (0.12) | Risk 3.12 | Sharpe Ratio 0.0301 | Expected Return 0.094 |
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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.
Snap |
Snap Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Snap market risk premium is the additional return an investor will receive from holding Snap 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 Snap. 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 Snap's performance over market.| α | -0.12 | β | 0.48 |
Snap 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 Snap's Buy-and-hold return. Our buy-and-hold chart shows how Snap performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Snap Market Price Analysis
Market price analysis indicators help investors to evaluate how Snap stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Snap shares will generate the highest return on investment. By understating and applying Snap stock market price indicators, traders can identify Snap position entry and exit signals to maximize returns.
Snap Return and Market Media
The median price of Snap for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 11.26 with a coefficient of variation of 5.55. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 11.38, and mean deviation of 0.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 11154 shares by Rebecca Morrow of Snap at 10.5464 subject to Rule 16b-3 | 11/18/2024 |
2 | Disposition of 18000 shares by Osullivan Michael J. of Snap at 10.8391 subject to Rule 16b-3 | 12/31/2024 |
3 | Watch Moment Snapchat gang viciously stabs transgender girl | 01/16/2025 |
4 | META Leverages AI to Boost Engagement Buy or Hold the Stock | 02/05/2025 |
5 | 1 Glorious Growth Stock Down 86 percent to Buy Hand Over Fist in 2025 | 02/07/2025 |
6 | Snap Inc. Announces 700 Million Senior Notes Offering | 02/10/2025 |
7 | 3,000 Shares in Snap Inc. Purchased by Comprehensive Financial Planning Inc. PA | 02/11/2025 |
8 | Snap Downgraded to Neutral by Guggenheim on Profitability Concerns | 02/12/2025 |
9 | How Is Snap Inc. Navigating Financial Uncertainty | 02/13/2025 |
10 | A growing digital ad market is benefiting giants like Meta and smaller players like Reddit | 02/14/2025 |
About Snap 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 Snap or other stocks. Alpha measures the amount that position in Snap Inc 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) | Days Sales Outstanding | 93.84 | 101.29 | 91.8 | 137.59 | PTB Ratio | 5.58 | 11.31 | 7.29 | 6.93 |
Snap Upcoming Company Events
As portrayed in its financial statements, the presentation of Snap's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Snap's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Snap's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Snap. Please utilize our Beneish M Score to check the likelihood of Snap's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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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Additional Tools for Snap Stock Analysis
When running Snap's price analysis, check to measure Snap'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 Snap is operating at the current time. Most of Snap's value examination focuses on studying past and present price action to predict the probability of Snap's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Snap's price. Additionally, you may evaluate how the addition of Snap to your portfolios can decrease your overall portfolio volatility.