Stratus Properties Stock Alpha and Beta Analysis
| STRS Stock | USD 26.42 0.58 2.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stratus Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stratus Properties over a specified time horizon. Remember, high Stratus Properties' 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 Stratus Properties' market risk premium analysis include:
Beta 3.93 | Alpha (0.19) | Risk 4.35 | Sharpe Ratio 0.0585 | Expected Return 0.25 |
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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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Stratus Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stratus Properties market risk premium is the additional return an investor will receive from holding Stratus Properties 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 Stratus Properties. 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 Stratus Properties' performance over market.| α | -0.19 | β | 3.93 |
Stratus Properties 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 Stratus Properties' Buy-and-hold return. Our buy-and-hold chart shows how Stratus Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stratus Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how Stratus Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stratus Properties shares will generate the highest return on investment. By understating and applying Stratus Properties stock market price indicators, traders can identify Stratus Properties position entry and exit signals to maximize returns.
Stratus Properties Return and Market Media
The median price of Stratus Properties for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 25.01 with a coefficient of variation of 6.5. The daily time series for the period is distributed with a sample standard deviation of 1.62, arithmetic mean of 24.96, and mean deviation of 1.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 830 shares by Oasis Management Co Ltd. of Stratus Properties at 27.5256 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 2500 shares by Madden Michael D of Stratus Properties at 9.99 subject to Rule 16b-3 | 09/19/2024 |
3 | Acquisition by Dotter Laurie L. of 233 shares of Stratus Properties at 25.99 subject to Rule 16b-3 | 10/01/2024 |
4 | Acquisition by Leslie James of 2000 shares of Stratus Properties at 20.7052 subject to Rule 16b-3 | 10/02/2024 |
5 | Tri Pointe Homes Earns Top Honors at the Great American Living Awards 2024 | 10/10/2024 |
6 | Acquisition by Dotter Laurie L. of 210 shares of Stratus Properties at 28.86 subject to Rule 16b-3 | 10/18/2024 |
7 | Upgrade Your Gaming With a SteelSeries Stratus Duo Controller for Just 15, but Only While This Coupon Lasts | 10/24/2024 |
8 | Acquisition by Joseph James of 2720 shares of Stratus Properties subject to Rule 16b-3 | 11/06/2024 |
9 | Disposition of 1911 shares by Oasis Management Co Ltd. of Stratus Properties at 27.0 subject to Rule 16b-3 | 11/07/2024 |
10 | Oasis management sells 51,597 in Stratus Properties stock | 11/12/2024 |
11 | Stratus Properties Inc Reports Q3 2024 EPS of -0.05 and Revenue of 8. ... | 11/13/2024 |
12 | Oasis Management Co Ltd. Sells 1,911 Shares of Stratus Properties Inc. Stock | 11/14/2024 |
13 | Insider Trading | 11/18/2024 |
14 | Stratus Medical Ranked Number 483 Fastest-Growing Company in North America on the 2024 Deloitte Technology Fast 500 | 11/21/2024 |
About Stratus Properties 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 Stratus or other stocks. Alpha measures the amount that position in Stratus Properties 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 | 2023 | 2024 (projected) | Dividend Yield | 0.24 | 0.002938 | 0.002791 | Price To Sales Ratio | 10.67 | 13.36 | 14.03 |
Stratus Properties Upcoming Company Events
As portrayed in its financial statements, the presentation of Stratus Properties' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Stratus Properties' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Stratus Properties' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Stratus Properties. Please utilize our Beneish M Score to check the likelihood of Stratus Properties' management manipulating its earnings.
| 29th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Stratus Stock Analysis
When running Stratus Properties' price analysis, check to measure Stratus Properties' 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 Stratus Properties is operating at the current time. Most of Stratus Properties' value examination focuses on studying past and present price action to predict the probability of Stratus Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stratus Properties' price. Additionally, you may evaluate how the addition of Stratus Properties to your portfolios can decrease your overall portfolio volatility.