Synchrony Financial Stock Alpha and Beta Analysis
| SYF Stock | USD 65.14 0.74 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Synchrony Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Synchrony Financial over a specified time horizon. Remember, high Synchrony Financial'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 Synchrony Financial's market risk premium analysis include:
Beta 3.04 | Alpha 0.25 | Risk 3.04 | Sharpe Ratio 0.17 | Expected Return 0.51 |
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.
Synchrony |
Synchrony Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Synchrony Financial market risk premium is the additional return an investor will receive from holding Synchrony Financial 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 Synchrony Financial. 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 Synchrony Financial's performance over market.| α | 0.25 | β | 3.04 |
Synchrony Financial 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 Synchrony Financial's Buy-and-hold return. Our buy-and-hold chart shows how Synchrony Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Synchrony Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Synchrony Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Synchrony Financial shares will generate the highest return on investment. By understating and applying Synchrony Financial stock market price indicators, traders can identify Synchrony Financial position entry and exit signals to maximize returns.
Synchrony Financial Return and Market Media
The median price of Synchrony Financial for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 51.34 with a coefficient of variation of 11.46. The daily time series for the period is distributed with a sample standard deviation of 6.1, arithmetic mean of 53.23, and mean deviation of 4.98. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Amy Tiliakos of 16063 shares of Synchrony Financial at 48.56 subject to Rule 16b-3 | 09/06/2024 |
2 | Acquisition by Fernando Aguirre of 827 shares of Synchrony Financial at 49.88 subject to Rule 16b-3 | 09/30/2024 |
3 | Synchrony Financial stock performs better than its underlying earnings growth over last year | 10/14/2024 |
4 | Synchrony Financial Q3 2024 Earnings Call Highlights Strong Revenue Growth Amidst Rising ... | 10/17/2024 |
5 | Decoding Synchrony Financial A Strategic SWOT Insight | 10/24/2024 |
6 | Disposition of 8490 shares by Brian Wenzel of Synchrony Financial at 29.33 subject to Rule 16b-3 | 10/25/2024 |
7 | Disposition of 21934 shares by Curtis Howse of Synchrony Financial at 55.13 subject to Rule 16b-3 | 11/01/2024 |
8 | AlphaCentric Advisors LLC Sells 192 Shares of Synchrony Financial | 11/05/2024 |
9 | Synchrony Financial Sees Surge in Trading Activity and Institutional Support | 11/06/2024 |
10 | Heres Why Synchrony is a Strong Value Stock | 11/11/2024 |
11 | Heres Why Synchrony is a Strong Momentum Stock | 11/14/2024 |
| Synchrony Financial dividend paid on 15th of November 2024 | 11/15/2024 |
About Synchrony Financial 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 Synchrony or other stocks. Alpha measures the amount that position in Synchrony Financial 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) | Dividend Yield | 0.0207 | 0.0302 | 0.0279 | 0.0182 | Price To Sales Ratio | 2.57 | 0.99 | 3.19 | 2.35 |
Synchrony Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Synchrony Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Synchrony Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Synchrony Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Synchrony Financial. Please utilize our Beneish M Score to check the likelihood of Synchrony Financial's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 16th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Synchrony Financial
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 Synchrony Financial Backtesting, Synchrony Financial Valuation, Synchrony Financial Correlation, Synchrony Financial Hype Analysis, Synchrony Financial Volatility, Synchrony Financial History and analyze Synchrony Financial Performance. For more detail on how to invest in Synchrony Stock please use our How to Invest in Synchrony Financial guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Synchrony Financial 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.