Star Equity Holdings Stock Alpha and Beta Analysis
| STRR Stock | USD 2.93 0.01 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Star Equity Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Star Equity over a specified time horizon. Remember, high Star Equity'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 Star Equity's market risk premium analysis include:
Beta (0.05) | Alpha (0.48) | Risk 3.1 | Sharpe Ratio (0.16) | Expected Return (0.49) |
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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.
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Star Equity Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Star Equity market risk premium is the additional return an investor will receive from holding Star Equity 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 Star Equity. 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 Star Equity's performance over market.| α | -0.48 | β | -0.05 |
Star Equity 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 Star Equity's Buy-and-hold return. Our buy-and-hold chart shows how Star Equity performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Star Equity Market Price Analysis
Market price analysis indicators help investors to evaluate how Star Equity stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Star Equity shares will generate the highest return on investment. By understating and applying Star Equity stock market price indicators, traders can identify Star Equity position entry and exit signals to maximize returns.
Star Equity Return and Market Media
The median price of Star Equity for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 4.02 with a coefficient of variation of 9.72. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 3.88, and mean deviation of 0.3. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Liberty All-Star Equity Fund Share Price Passes Above 200-Day Moving Average of 6.84 - MarketBeat | 09/27/2024 |
2 | Liberty All-Star Equity Fund Stock Crosses Above 200 Day Moving Average - Whats Next - MarketBeat | 10/08/2024 |
3 | Acquisition by Richard Coleman of 19499 shares of Star Equity subject to Rule 16b-3 | 11/08/2024 |
4 | Star Equity Reschedules the Release of Third Quarter 2024 Financial Results for November 19th | 11/12/2024 |
5 | Sentiment Still Eluding Star Equity Holdings, Inc. | 11/15/2024 |
6 | Star Equity Holdings Inc Q3 2024 Earnings Report Preview What to Expect | 11/19/2024 |
7 | Star Equity Holdings Inc Q3 2024 Earnings Call Highlights Revenue Surge Amidst ... | 11/20/2024 |
8 | Star Equity Holdings, Inc. Declares Cash Dividend of 0.25 Per Share of 10 percent Series A Cumulative Perpetual Preferred Stock | 11/21/2024 |
About Star Equity 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 Star or other stocks. Alpha measures the amount that position in Star Equity Holdings 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 | 2023 (projected) | Dividend Yield | 0.0304 | 0.12 | Price To Sales Ratio | 0.56 | 0.36 |
Star Equity Upcoming Company Events
As portrayed in its financial statements, the presentation of Star Equity's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Star Equity's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Star Equity's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Star Equity. Please utilize our Beneish M Score to check the likelihood of Star Equity's management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of March 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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Additional Tools for Star Stock Analysis
When running Star Equity's price analysis, check to measure Star Equity'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 Star Equity is operating at the current time. Most of Star Equity's value examination focuses on studying past and present price action to predict the probability of Star Equity's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Star Equity's price. Additionally, you may evaluate how the addition of Star Equity to your portfolios can decrease your overall portfolio volatility.