Synchrony Financial Stock Alpha and Beta Analysis
| SYF-PB Stock | 26.11 0.07 0.27% |
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 0.22 | Alpha 0.032 | Risk 0.53 | Sharpe Ratio 0.0984 | Expected Return 0.0519 |
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 | 0.03 | β | 0.22 |
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 25.56 with a coefficient of variation of 1.59. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 25.61, and mean deviation of 0.33. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Synchrony to Announce Third Quarter 2024 Financial Results on October 16, 2024 - Marketscreener.com | 09/25/2024 |
| 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 | 2.1 | 2.26 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Synchrony Financial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Synchrony Financial's short interest history, or implied volatility extrapolated from Synchrony Financial options trading.
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 information on how to trade Synchrony Stock refer to our How to Trade Synchrony Stock guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
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.