Seritage Growth Properties Stock Alpha and Beta Analysis
| SRG Stock | USD 4.39 0.14 3.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Seritage Growth Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in Seritage Growth over a specified time horizon. Remember, high Seritage Growth'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 Seritage Growth's market risk premium analysis include:
Beta 0.95 | Alpha (0.1) | Risk 2.18 | Sharpe Ratio (0.03) | Expected Return (0.07) |
Seritage Growth Quarterly Cash And Equivalents |
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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.
Seritage |
Seritage Growth Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Seritage Growth market risk premium is the additional return an investor will receive from holding Seritage Growth 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 Seritage Growth. 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 Seritage Growth's performance over market.| α | -0.1 | β | 0.95 |
Seritage Growth 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 Seritage Growth's Buy-and-hold return. Our buy-and-hold chart shows how Seritage Growth performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Seritage Growth Market Price Analysis
Market price analysis indicators help investors to evaluate how Seritage Growth stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Seritage Growth shares will generate the highest return on investment. By understating and applying Seritage Growth stock market price indicators, traders can identify Seritage Growth position entry and exit signals to maximize returns.
Seritage Growth Return and Market Media
The median price of Seritage Growth for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 4.43 with a coefficient of variation of 4.46. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 4.4, and mean deviation of 0.16. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Contact Levi Korsinsky by August 30, 2024 Deadline to Join Class Action Against Seritage Growth Properties | 08/30/2024 |
2 | Seritage Growth Properties Share Price Crosses Above 50-Day Moving Average of 4.58 - MarketBeat | 10/03/2024 |
3 | Analysts name 4 ASX dividend shares to buy for passive income | 10/10/2024 |
4 | Disposition of 58 shares by Edward Lampert of Seritage Growth at 12.0587 subject to Rule 16b-3 | 10/11/2024 |
5 | Seritage Growth Properties Makes 25 Million Loan Prepayment | 10/23/2024 |
6 | 3 ASX Penny Stocks To Watch With Market Caps Under A400M | 11/01/2024 |
7 | Yakira Capital Management, Inc. Reduces Stake in Seritage Growth Properties - GuruFocus.com | 11/14/2024 |
8 | SRG Global Ltd Shares Surge 10 percent to Decade-High Following Major Contract Wins | 11/19/2024 |
9 | Seritage secures loan extension option with Berkshire Hathaway | 11/21/2024 |
About Seritage Growth 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 Seritage or other stocks. Alpha measures the amount that position in Seritage Growth Prop 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.
Seritage Growth Upcoming Company Events
As portrayed in its financial statements, the presentation of Seritage Growth's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Seritage Growth's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Seritage Growth's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Seritage Growth. Please utilize our Beneish M Score to check the likelihood of Seritage Growth's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Seritage Growth
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 Seritage Growth Backtesting, Seritage Growth Valuation, Seritage Growth Correlation, Seritage Growth Hype Analysis, Seritage Growth Volatility, Seritage Growth History and analyze Seritage Growth Performance. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Seritage Growth 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.