Swk Holdings Corp Stock Alpha and Beta Analysis
| SWKH Stock | USD 15.89 0.64 4.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SWK Holdings Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in SWK Holdings over a specified time horizon. Remember, high SWK Holdings' 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 SWK Holdings' market risk premium analysis include:
Beta 0.8 | Alpha (0.22) | Risk 1.2 | Sharpe Ratio (0.12) | Expected Return (0.14) |
Enterprise Value |
|
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.
SWK |
SWK Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SWK Holdings market risk premium is the additional return an investor will receive from holding SWK Holdings 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 SWK Holdings. 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 SWK Holdings' performance over market.| α | -0.22 | β | 0.80 |
SWK Holdings 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 SWK Holdings' Buy-and-hold return. Our buy-and-hold chart shows how SWK Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SWK Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how SWK Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SWK Holdings shares will generate the highest return on investment. By understating and applying SWK Holdings stock market price indicators, traders can identify SWK Holdings position entry and exit signals to maximize returns.
SWK Holdings Return and Market Media
The median price of SWK Holdings for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 16.93 with a coefficient of variation of 2.89. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 16.8, and mean deviation of 0.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Haga Christopher W of 1363 shares of SWK Holdings at 18.35 subject to Rule 16b-3 | 09/18/2024 |
2 | This old-line industrial stock is making a classic bearish-to-bullish reversal, says Carter Worth | 09/27/2024 |
3 | Those who invested in SWK Holdings five years ago are up 34 | 10/08/2024 |
4 | SWK Holdings Provides Portfolio Update | 10/17/2024 |
5 | Disposition of 600678 shares by Carlson Capital, L.p. of SWK Holdings subject to Rule 16b-3 | 10/23/2024 |
6 | Insider Trading | 11/01/2024 |
7 | SWK Holdings Corporation Announces Financial Results for Third Quarter 2024 | 11/14/2024 |
8 | SWK Holdings stock hits 52-week low at 15.79 amid market shifts - Investing.com Australia | 11/19/2024 |
About SWK Holdings 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 SWK or other stocks. Alpha measures the amount that position in SWK Holdings Corp 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) | Days Sales Outstanding | 11.72 | 27.22 | 45.71 | 43.43 | PTB Ratio | 0.94 | 0.81 | 0.79 | 0.75 |
SWK Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of SWK Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SWK Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SWK Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SWK Holdings. Please utilize our Beneish M Score to check the likelihood of SWK Holdings' management manipulating its earnings.
| 1st of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with SWK Holdings
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out SWK Holdings Backtesting, SWK Holdings Valuation, SWK Holdings Correlation, SWK Holdings Hype Analysis, SWK Holdings Volatility, SWK Holdings History and analyze SWK Holdings Performance. For more detail on how to invest in SWK Stock please use our How to Invest in SWK Holdings guide.You can also try the CEOs Directory module to screen CEOs from public companies around the world.
SWK Holdings 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.