Scully Royalty Stock Alpha and Beta Analysis
| SRL Stock | USD 8.02 0.31 3.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Scully Royalty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Scully Royalty over a specified time horizon. Remember, high Scully Royalty'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 Scully Royalty's market risk premium analysis include:
Beta (0.22) | Alpha 0.0723 | Risk 5.09 | Sharpe Ratio 0.0111 | Expected Return 0.0566 |
Scully Royalty 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.
Scully |
Scully Royalty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Scully Royalty market risk premium is the additional return an investor will receive from holding Scully Royalty 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 Scully Royalty. 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 Scully Royalty's performance over market.| α | 0.07 | β | -0.22 |
Scully Royalty 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 Scully Royalty's Buy-and-hold return. Our buy-and-hold chart shows how Scully Royalty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Scully Royalty Market Price Analysis
Market price analysis indicators help investors to evaluate how Scully Royalty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Scully Royalty shares will generate the highest return on investment. By understating and applying Scully Royalty stock market price indicators, traders can identify Scully Royalty position entry and exit signals to maximize returns.
Scully Royalty Return and Market Media
The median price of Scully Royalty for the period between Mon, Oct 21, 2024 and Sun, Jan 19, 2025 is 7.88 with a coefficient of variation of 7.93. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 7.66, and mean deviation of 0.52. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SAS SHIPPING AGENCIES SERVICES SRL COMMUNIQU DU 5 NOVEMBRE 2024 | 11/05/2024 |
2 | COMMUNIQU DU 20 DECEMBRE 2024 RELATIF LA MISE EN UVRE DU RETRAIT OBLIGATOIRE DE LA SOCIT CLASQUIN CONSECUTIVEMENT A LOFFRE PUBLIQUE DACHAT PAR LA SOCIETE SAS SH... | 12/20/2024 |
3 | SCULLY ROYALTY FILES ITS REPORT FOR THE SIX MONTHS ENDED JUNE 30, 2024, PROVIDES CORPORATE ... | 12/31/2024 |
4 | Scully Royalty Ltd. Declares Dividend of 0.26 | 01/02/2025 |
5 | Star8 Corp. subsidiary TOMAHAWK SRL Receives 5 Million USD Purchase Order | 01/07/2025 |
6 | Star8 Corp. subsidiary TOMAHAWK SRL Files Patent for Revolutionary Tomahawk DualTech System | 01/16/2025 |
About Scully Royalty 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 Scully or other stocks. Alpha measures the amount that position in Scully Royalty 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.
| 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0274 | 0.0247 | 0.0227 | Price To Sales Ratio | 2.27 | 2.04 | 1.06 |
Scully Royalty Upcoming Company Events
As portrayed in its financial statements, the presentation of Scully Royalty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Scully Royalty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Scully Royalty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Scully Royalty. Please utilize our Beneish M Score to check the likelihood of Scully Royalty's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Scully Royalty
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 Scully Royalty Backtesting, Scully Royalty Valuation, Scully Royalty Correlation, Scully Royalty Hype Analysis, Scully Royalty Volatility, Scully Royalty History and analyze Scully Royalty Performance. For more information on how to buy Scully Stock please use our How to buy in Scully Stock guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Scully Royalty 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.