Stag Industrial Stock Alpha and Beta Analysis
| STAG Stock | USD 36.63 0.00 0.00% |
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 0.21 | Alpha (0.09) | Risk 0.83 | Sharpe Ratio (0.03) | Expected Return (0.03) |
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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.
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. 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 | -0.09 | β | 0.20 |
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 Wed, Oct 29, 2025 and Tue, Jan 27, 2026 is 38.03 with a coefficient of variation of 1.84. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 37.94, and mean deviation of 0.59. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Michael Chase of 13144 shares of STAG Industrial subject to Rule 16b-3 | 11/06/2025 |
2 | Acquisition by Wilbon Vicki Lundy of 483 shares of STAG Industrial at 33.58 subject to Rule 16b-3 | 11/14/2025 |
| STAG Industrial dividend paid on 17th of November 2025 | 11/17/2025 |
3 | Acquisition by Jit Chin of 626 shares of STAG Industrial at 35.93 subject to Rule 16b-3 | 11/24/2025 |
4 | Did STAG Industrials Slight Revenue Beat Highlight Resilience or Reveal Limits to Outperformance | 11/26/2025 |
| STAG Industrial dividend paid on 15th of December 2025 | 12/15/2025 |
5 | Acquisition by Francis Jacoby of 483 shares of STAG Industrial at 33.6 subject to Rule 16b-3 | 12/17/2025 |
6 | Buying This REIT Could Make You a Millionaire Retiree | 12/23/2025 |
| STAG Industrial dividend paid on 31st of December 2025 | 12/31/2025 |
7 | STAG INDUSTRIAL TO REPORT FOURTH QUARTER AND FULL YEAR 2025 RESULTS FEBRUARY 11, 2026 | 01/02/2026 |
8 | Evaluating STAG Industrial After Recent Share Price Pullback And Intrinsic Value Discount | 01/07/2026 |
9 | Acquisition by Benjamin Butcher of 3369 shares of STAG Industrial subject to Rule 16b-3 | 01/08/2026 |
10 | Stag Industrial, Inc. Announces Quarterly Dividend of 0.39 | 01/09/2026 |
11 | Stag Industrial Downgraded to Underweight Rating by Barclays | 01/14/2026 |
| STAG Industrial dividend paid on 15th of January 2026 | 01/15/2026 |
12 | Wolverine Asset Management LLC Buys 103,820 Shares of Stag Industrial, Inc. STAG - MarketBeat | 01/16/2026 |
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.
| 2023 | 2024 | 2025 | 2026 (projected) | Dividend Yield | 0.0378 | 0.0446 | 0.0513 | 0.0623 | Price To Sales Ratio | 10.0 | 8.03 | 7.23 | 6.33 |
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
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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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
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.