Sun Country Airlines Stock Alpha and Beta Analysis

SNCY Stock  USD 15.08  0.59  4.07%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sun Country Airlines. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sun Country over a specified time horizon. Remember, high Sun Country'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 Country's market risk premium analysis include:
Beta
0.28
Alpha
0.38
Risk
2.99
Sharpe Ratio
0.18
Expected Return
0.53
Please note that although Sun Country alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Sun Country did 0.38  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Sun Country Airlines stock's relative risk over its benchmark. Sun Country Airlines has a beta of 0.28  . As returns on the market increase, Sun Country's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sun Country is expected to be smaller as well. At this time, Sun Country's Tangible Book Value Per Share is fairly stable compared to the past year. Enterprise Value is likely to rise to about 2.2 B in 2026, whereas Book Value Per Share is likely to drop 5.89 in 2026.

Enterprise Value

2.19 Billion

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.
Check out Sun Country Backtesting, Sun Country Valuation, Sun Country Correlation, Sun Country Hype Analysis, Sun Country Volatility, Sun Country History and analyze Sun Country Performance.

Sun Country Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sun Country market risk premium is the additional return an investor will receive from holding Sun Country 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 Country. 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 Country's performance over market.
α0.38   β0.28

Sun Country 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 Country's Buy-and-hold return. Our buy-and-hold chart shows how Sun Country performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Sun Country Market Price Analysis

Market price analysis indicators help investors to evaluate how Sun Country 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 Country shares will generate the highest return on investment. By understating and applying Sun Country stock market price indicators, traders can identify Sun Country position entry and exit signals to maximize returns.

Sun Country Return and Market Media

The median price of Sun Country for the period between Thu, Oct 9, 2025 and Wed, Jan 7, 2026 is 12.46 with a coefficient of variation of 10.81. The daily time series for the period is distributed with a sample standard deviation of 1.39, arithmetic mean of 12.84, and mean deviation of 1.26. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Can Sun Country Airlines Holdings Inc. stock reach 100 price target - 2025 Sector Review Safe Entry Zone Tips - newser.com
10/17/2025
2
Sun Country Airlines Holdings, Inc. Receives 18.71 Consensus Target Price from Brokerages
11/05/2025
3
LSV Asset Management Has 13.21 Million Stake in Sun Country Airlines Holdings, Inc. SNCY - MarketBeat
11/21/2025
4
How strong is Sun Country Airlines Holdings Inc. stock revenue growth - Analyst Downgrade Safe Capital Growth Trade Ideas - B NI V
11/26/2025
5
Analysts Set Sun Country Airlines Holdings, Inc. PT at 19.43
11/28/2025
6
Disposition of 623 shares by Erin Neale of Sun Country at 13.95 subject to Rule 16b-3
12/02/2025
7
Sun Country Airlines Holdings Initiated with a Hold at Citi - The Globe and Mail
12/05/2025
8
Stocks With Rising Relative Strength Sun Country Airlines - Investors Business Daily
12/11/2025
9
Insider Trading
12/30/2025

About Sun Country 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 Country Airlines 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.
 2025 2026 (projected)
Dividend Yield0.0045660.004058
Price To Sales Ratio0.820.78

Sun Country Upcoming Company Events

As portrayed in its financial statements, the presentation of Sun Country's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sun Country's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sun Country's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sun Country. Please utilize our Beneish M Score to check the likelihood of Sun Country's management manipulating its earnings.
31st of January 2024
Upcoming Quarterly Report
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25th of April 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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31st of January 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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Additional Tools for Sun Stock Analysis

When running Sun Country's price analysis, check to measure Sun Country'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 Sun Country is operating at the current time. Most of Sun Country's value examination focuses on studying past and present price action to predict the probability of Sun Country's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sun Country's price. Additionally, you may evaluate how the addition of Sun Country to your portfolios can decrease your overall portfolio volatility.