Sapiens International Stock Alpha and Beta Analysis
| SPNS Stock | USD 27.55 0.43 1.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sapiens International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sapiens International over a specified time horizon. Remember, high Sapiens International'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 Sapiens International's market risk premium analysis include:
Beta 0.93 | Alpha (0.41) | Risk 3.65 | Sharpe Ratio (0.09) | Expected Return (0.34) |
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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.
Sapiens |
Sapiens International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sapiens International market risk premium is the additional return an investor will receive from holding Sapiens International 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 Sapiens International. 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 Sapiens International's performance over market.| α | -0.41 | β | 0.93 |
Sapiens International 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 Sapiens International's Buy-and-hold return. Our buy-and-hold chart shows how Sapiens International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sapiens International Market Price Analysis
Market price analysis indicators help investors to evaluate how Sapiens International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sapiens International shares will generate the highest return on investment. By understating and applying Sapiens International stock market price indicators, traders can identify Sapiens International position entry and exit signals to maximize returns.
Sapiens International Return and Market Media
The median price of Sapiens International for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 36.09 with a coefficient of variation of 8.74. The daily time series for the period is distributed with a sample standard deviation of 3.08, arithmetic mean of 35.24, and mean deviation of 2.03. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Sapiens International dividend paid on 12th of September 2024 | 09/12/2024 |
2 | PowerSchool vs. Sapiens International Head to Head Review | 11/05/2024 |
3 | ACI Worldwide Q3 Earnings and Revenues Surpass Estimates | 11/07/2024 |
4 | Sapiens misses top-line estimates updates FY24 outlook | 11/11/2024 |
5 | Company News for Nov 12, 2024 | 11/12/2024 |
6 | Sapiens International Third Quarter 2024 Earnings Misses Expectations | 11/13/2024 |
7 | Sapiens International Corporation N.V. Earnings Missed Analyst Estimates Heres What Analysts Are Forecasting Now | 11/14/2024 |
8 | Sapiens stock slumps on annual guidance cut, disappointing Q3 results - MSN | 11/20/2024 |
About Sapiens International 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 Sapiens or other stocks. Alpha measures the amount that position in Sapiens International 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 (projected) | Dividend Yield | 0.0379 | 0.0176 | 0.0294 | Price To Sales Ratio | 2.15 | 3.11 | 3.58 |
Sapiens International Upcoming Company Events
As portrayed in its financial statements, the presentation of Sapiens International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sapiens International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sapiens International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sapiens International. Please utilize our Beneish M Score to check the likelihood of Sapiens International's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 Sapiens Stock Analysis
When running Sapiens International's price analysis, check to measure Sapiens International'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 Sapiens International is operating at the current time. Most of Sapiens International's value examination focuses on studying past and present price action to predict the probability of Sapiens International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sapiens International's price. Additionally, you may evaluate how the addition of Sapiens International to your portfolios can decrease your overall portfolio volatility.