Signify Health Alpha and Beta Analysis
| SGFYDelisted Stock | USD 30.49 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Signify Health. It also helps investors analyze the systematic and unsystematic risks associated with investing in Signify Health over a specified time horizon. Remember, high Signify Health'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 Signify Health's market risk premium analysis include:
Beta 0.0471 | Alpha 0.0925 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Signify |
Signify Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Signify Health market risk premium is the additional return an investor will receive from holding Signify Health 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 Signify Health. 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 Signify Health's performance over market.| α | 0.09 | β | 0.05 |
Signify Health Fundamentals Vs Peers
Comparing Signify Health's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Signify Health's direct or indirect competition across all of the common fundamentals between Signify Health and the related equities. This way, we can detect undervalued stocks with similar characteristics as Signify Health or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Signify Health's fundamental indicators could also be used in its relative valuation, which is a method of valuing Signify Health by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Signify Health to competition |
| Fundamentals | Signify Health | Peer Average |
| Return On Equity | -0.11 | -0.31 |
| Return On Asset | 0.0254 | -0.14 |
| Profit Margin | (0.72) % | (1.27) % |
| Operating Margin | 0.1 % | (5.51) % |
| Current Valuation | 6.66 B | 16.62 B |
| Shares Outstanding | 179.05 M | 571.82 M |
| Shares Owned By Insiders | 0.97 % | 10.09 % |
Signify Health Opportunities
Signify Health Return and Market Media
The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | New Mountain Investments V, L.L.C. Updates Holdings in Signify ... - Nasdaq | 02/01/2023 |
2 | Picton Mahoney Asset Management Purchases New Position in Signify Health, Inc. | 02/07/2023 |
3 | Will CVSs 10.6 billion acquisition of Oak Street enhance its health-insurance and pharmacy businesses | 02/08/2023 |
4 | DLD Asset Management LP Buys New Stake in Signify Health, Inc. | 02/15/2023 |
5 | American Well Corporation Reports Q4 Loss, Tops Revenue Estimates | 02/22/2023 |
6 | Acquisition by Gronniger Tim of 86836 shares of Signify Health subject to Rule 16b-3 | 03/01/2023 |
7 | Is CVS Health a Good Dividend Stock to Buy Now | 03/06/2023 |
8 | Could CVS Health Help You Become a Millionaire - The Motley Fool | 03/10/2023 |
9 | 3.25 percent Yield And Healthcare Repositioning For CVS Health - Seeking Alpha | 03/23/2023 |
10 | Strength Seen in Signify Can Its 5.8 percent Jump Turn into More Strength | 03/28/2023 |
11 | Signify Healths 71 percent YoY earnings expansion surpassed the shareholder returns over the past year | 03/29/2023 |
About Signify Health 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 Signify or other delisted stocks. Alpha measures the amount that position in Signify Health 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.
Signify Health Upcoming Company Events
As portrayed in its financial statements, the presentation of Signify Health's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Signify Health's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Signify Health's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Signify Health. Please utilize our Beneish M Score to check the likelihood of Signify Health's management manipulating its earnings.
| 3rd of May 2023 Upcoming Quarterly Report | View | |
| 2nd of August 2023 Next Financial Report | View | |
| 31st of March 2023 Next Fiscal Quarter End | View | |
| 26th of February 2024 Next Fiscal Year End | View | |
| 31st of December 2022 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Signify Health
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 World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Other Consideration for investing in Signify Stock
If you are still planning to invest in Signify Health check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Signify Health's history and understand the potential risks before investing.
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