Simon Property Group Stock Alpha and Beta Analysis
| SPG Stock | USD 174.14 1.43 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Simon Property Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Simon Property over a specified time horizon. Remember, high Simon Property'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 Simon Property's market risk premium analysis include:
Beta 0.25 | Alpha 0.0312 | Risk 1.2 | Sharpe Ratio 0.0211 | Expected Return 0.0253 |
Simon Property Quarterly Cash And Equivalents |
|
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.
Simon |
Simon Property Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Simon Property market risk premium is the additional return an investor will receive from holding Simon Property 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 Simon Property. 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 Simon Property's performance over market.| α | 0.03 | β | 0.25 |
Simon Property 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 Simon Property's Buy-and-hold return. Our buy-and-hold chart shows how Simon Property performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Simon Property Market Price Analysis
Market price analysis indicators help investors to evaluate how Simon Property stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Simon Property shares will generate the highest return on investment. By understating and applying Simon Property stock market price indicators, traders can identify Simon Property position entry and exit signals to maximize returns.
Simon Property Return and Market Media
The median price of Simon Property for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 174.14 with a coefficient of variation of 2.33. The daily time series for the period is distributed with a sample standard deviation of 4.08, arithmetic mean of 174.9, and mean deviation of 3.53. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Meridian Wealth Management LLC Acquires New Position in Simon Property Group, Inc. | 11/25/2024 |
2 | American Girl to shutter longtime store at SouthPark mall | 12/04/2024 |
3 | Simon Property Groups SWOT analysis retail REIT stock faces growth challenges | 12/17/2024 |
4 | Heres Why You Should Keep Simon Property Stock in Your Portfolio | 12/24/2024 |
| Simon Property dividend paid on 30th of December 2024 | 12/30/2024 |
5 | Cramer explains recent sales of 2 beloved stocks and shrugs off Alphabet downgrade | 01/02/2025 |
6 | Insider Buying Marta Stewart Acquires Shares of Simon Property Group Inc | 01/03/2025 |
7 | Simon Property Group Inc s Uncertain Future Understanding the Barriers to Outperformance | 01/06/2025 |
8 | JCPenney Joins SPARC to Form CatalystBrands | 01/08/2025 |
9 | Authentic Brands Group Names Matt Maddox as Its New President | 01/13/2025 |
10 | 300 Could Lose Jobs In Nordstrom Peabody, Braintree Store Closings | 01/14/2025 |
11 | Simon Property Group Inc Announces Fourth Quarter 2024 Earnings Release and Conference Call | 01/16/2025 |
About Simon Property 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 Simon or other stocks. Alpha measures the amount that position in Simon Property Group 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 | 0.0588 | 0.0522 | 0.0601 | 0.0691 | Price To Sales Ratio | 7.28 | 8.25 | 7.42 | 4.73 |
Simon Property Upcoming Company Events
As portrayed in its financial statements, the presentation of Simon Property's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Simon Property's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Simon Property's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Simon Property. Please utilize our Beneish M Score to check the likelihood of Simon Property's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th 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 Simon Property
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 Simon Property Backtesting, Simon Property Valuation, Simon Property Correlation, Simon Property Hype Analysis, Simon Property Volatility, Simon Property History and analyze Simon Property Performance. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Simon Property 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.