Stag Industrial Stock Alpha and Beta Analysis
| STAG Stock | USD 36.48 0.36 1.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as STAG Industrial. It also helps investors analyze the systematic and unsystematic risks associated with investing in STAG Industrial over a specified time horizon. Remember, high STAG Industrial'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 STAG Industrial's market risk premium analysis include:
Beta 0.74 | Alpha (0.21) | Risk 1.16 | Sharpe Ratio (0.11) | Expected Return (0.13) |
Enterprise Value |
|
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.
STAG |
STAG Industrial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. STAG Industrial market risk premium is the additional return an investor will receive from holding STAG Industrial 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 STAG Industrial. 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 STAG Industrial's performance over market.| α | -0.21 | β | 0.74 |
STAG Industrial 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 STAG Industrial's Buy-and-hold return. Our buy-and-hold chart shows how STAG Industrial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.STAG Industrial Market Price Analysis
Market price analysis indicators help investors to evaluate how STAG Industrial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading STAG Industrial shares will generate the highest return on investment. By understating and applying STAG Industrial stock market price indicators, traders can identify STAG Industrial position entry and exit signals to maximize returns.
STAG Industrial Return and Market Media
The median price of STAG Industrial for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 37.98 with a coefficient of variation of 3.27. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 38.17, and mean deviation of 1.11. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 50000 shares by Benjamin Butcher of STAG Industrial at .23 subject to Rule 16b-3 | 09/12/2024 |
| STAG Industrial dividend paid on 16th of September 2024 | 09/16/2024 |
2 | Disposition of 50000 shares by Benjamin Butcher of STAG Industrial subject to Rule 16b-3 | 09/25/2024 |
3 | Acquisition by Benjamin Butcher of 116024 shares of STAG Industrial subject to Rule 16b-3 | 10/01/2024 |
4 | How Much Would It Take To Earn 100 A Month From STAG Industrial Stock | 10/04/2024 |
5 | STAG Industrial declares 0.1233 dividend | 10/09/2024 |
| STAG Industrial dividend paid on 15th of October 2024 | 10/15/2024 |
7 | Tesla-occupied building in Brooklyn Park sells for 23 million | 10/22/2024 |
8 | Stag Industrial Inc Q3 2024 Earnings GAAP EPS at 0. ... | 10/29/2024 |
9 | Q3 2024 STAG Industrial Inc Earnings Call Transcript | 10/31/2024 |
10 | Wolverine Asset Management LLC Makes New Investment in STAG Industrial, Inc. | 11/13/2024 |
| STAG Industrial dividend paid on 15th of November 2024 | 11/15/2024 |
About STAG Industrial 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 STAG or other stocks. Alpha measures the amount that position in STAG Industrial 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0313 | 0.0462 | 0.0378 | 0.0633 | Price To Sales Ratio | 13.94 | 8.83 | 10.0 | 6.51 |
STAG Industrial Upcoming Company Events
As portrayed in its financial statements, the presentation of STAG Industrial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, STAG Industrial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of STAG Industrial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of STAG Industrial. Please utilize our Beneish M Score to check the likelihood of STAG Industrial's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 STAG Industrial
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 STAG Industrial Backtesting, STAG Industrial Valuation, STAG Industrial Correlation, STAG Industrial Hype Analysis, STAG Industrial Volatility, STAG Industrial History and analyze STAG Industrial Performance. For more detail on how to invest in STAG Stock please use our How to Invest in STAG Industrial guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
STAG Industrial 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.