Stantec Stock Alpha and Beta Analysis
| STN Stock | USD 77.43 1.64 2.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stantec. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stantec over a specified time horizon. Remember, high Stantec'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 Stantec's market risk premium analysis include:
Beta 0.26 | Alpha (0.08) | Risk 1.31 | Sharpe Ratio (0.07) | Expected Return (0.1) |
Stantec 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.
Stantec |
Stantec Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stantec market risk premium is the additional return an investor will receive from holding Stantec 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 Stantec. 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 Stantec's performance over market.| α | -0.08 | β | 0.26 |
Stantec 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 Stantec's Buy-and-hold return. Our buy-and-hold chart shows how Stantec performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stantec Market Price Analysis
Market price analysis indicators help investors to evaluate how Stantec stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stantec shares will generate the highest return on investment. By understating and applying Stantec stock market price indicators, traders can identify Stantec position entry and exit signals to maximize returns.
Stantec Return and Market Media
The median price of Stantec for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 81.98 with a coefficient of variation of 3.85. The daily time series for the period is distributed with a sample standard deviation of 3.14, arithmetic mean of 81.61, and mean deviation of 2.64. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Stantec reports strong third quarter 2024 results, raises adjusted diluted EPS guidance and achieves record backlog of 7.3 billion | 11/07/2024 |
2 | Stantec Secures Major Contract for Arizona Port Project | 11/14/2024 |
3 | Riversgold run continues at Northern Zone | 11/26/2024 |
4 | Disposition of 40000 shares by Christenson Glenn C of Stantec subject to Rule 16b-3 | 11/29/2024 |
5 | Disposition of 10935 shares by Fertitta Frank J Iii of Stantec at 64.67 subject to Rule 16b-3 | 12/03/2024 |
6 | Riversgold wraps Northern Zone drilling | 12/04/2024 |
7 | Stantec appointed to Thames Waters 400 million Asset, Capital, and Engineering Framework | 12/05/2024 |
8 | Stantec to renew normal course issuer bid | 12/11/2024 |
9 | Stantec selected to support Torontos Gardiner Expressway Rehabilitation Section 4 | 12/12/2024 |
10 | Stantec announces appointments of Christopher Lopez and Rick Eng | 12/20/2024 |
11 | Acquisition by Christenson Glenn C of 40000 shares of Stantec subject to Rule 16b-3 | 12/24/2024 |
12 | Disposition of 76500 shares by Fertitta Lorenzo J of Stantec at 70.368 subject to Rule 16b-3 | 12/31/2024 |
13 | Union Bancaire Privee UBP SA Takes Position in Stantec Inc. - MarketBeat | 01/28/2025 |
About Stantec 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 Stantec or other stocks. Alpha measures the amount that position in Stantec 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.
| 2022 | 2024 | 2025 (projected) | Dividend Yield | 0.0109 | 0.008251 | 0.0134 | Price To Sales Ratio | 1.27 | 1.64 | 0.87 |
Stantec Upcoming Company Events
As portrayed in its financial statements, the presentation of Stantec's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Stantec's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Stantec's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Stantec. Please utilize our Beneish M Score to check the likelihood of Stantec's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Stantec Backtesting, Stantec Valuation, Stantec Correlation, Stantec Hype Analysis, Stantec Volatility, Stantec History and analyze Stantec Performance. To learn how to invest in Stantec Stock, please use our How to Invest in Stantec guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Stantec 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.