Stepstone Group Stock Alpha and Beta Analysis
| STEP Stock | USD 66.01 0.76 1.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stepstone Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stepstone over a specified time horizon. Remember, high Stepstone'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 Stepstone's market risk premium analysis include:
Beta 1.82 | Alpha 0.18 | Risk 2.19 | Sharpe Ratio 0.15 | Expected Return 0.33 |
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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.
Stepstone |
Stepstone Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stepstone market risk premium is the additional return an investor will receive from holding Stepstone 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 Stepstone. 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 Stepstone's performance over market.| α | 0.18 | β | 1.82 |
Stepstone 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 Stepstone's Buy-and-hold return. Our buy-and-hold chart shows how Stepstone performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stepstone Market Price Analysis
Market price analysis indicators help investors to evaluate how Stepstone stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stepstone shares will generate the highest return on investment. By understating and applying Stepstone stock market price indicators, traders can identify Stepstone position entry and exit signals to maximize returns.
Stepstone Return and Market Media
The median price of Stepstone for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 59.23 with a coefficient of variation of 7.89. The daily time series for the period is distributed with a sample standard deviation of 4.62, arithmetic mean of 58.54, and mean deviation of 3.83. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | StepStone stock slides on pricing secondary offering of 4.1M Class A stock at 50.00 | 09/10/2024 |
2 | Disposition of 338727 shares by Fernandez Jose A of Stepstone subject to Rule 16b-3 | 09/11/2024 |
| Stepstone dividend paid on 13th of September 2024 | 09/13/2024 |
3 | StepStone Private Wealth Surpasses 5 Billion in AUM Milestone | 10/09/2024 |
4 | STEP Token Burn Reaches 41 percent Of Total Supply As Project Prioritizes Value Accrual | 10/30/2024 |
5 | Should You Invest in the SPDR SP Capital Markets ETF | 11/04/2024 |
6 | StepStone Group Inc. Recently Broke Out Above the 20-Day Moving Average | 11/07/2024 |
7 | StepStone declares 0.24 dividend | 11/08/2024 |
8 | Disposition of 3000 shares by David Park of Stepstone at 68.21 subject to Rule 16b-3 | 11/12/2024 |
9 | StepStone Groups SWOT analysis asset managers stock shows resilience amid market shifts | 11/13/2024 |
10 | Insider Sale CFO David Park Sells 3,000 Shares of StepStone Group Inc | 11/14/2024 |
About Stepstone 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 Stepstone or other stocks. Alpha measures the amount that position in Stepstone Group 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) | PTB Ratio | 2.01 | 1.95 | 6.82 | 6.47 | Dividend Yield | 0.0145 | 0.0333 | 0.031 | 0.0526 |
Stepstone Upcoming Company Events
As portrayed in its financial statements, the presentation of Stepstone's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Stepstone's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Stepstone's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Stepstone. Please utilize our Beneish M Score to check the likelihood of Stepstone's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Additional Tools for Stepstone Stock Analysis
When running Stepstone's price analysis, check to measure Stepstone'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 Stepstone is operating at the current time. Most of Stepstone's value examination focuses on studying past and present price action to predict the probability of Stepstone's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stepstone's price. Additionally, you may evaluate how the addition of Stepstone to your portfolios can decrease your overall portfolio volatility.