Sparta Commercial Services Stock Alpha and Beta Analysis

SRCO Stock  USD 0.17  0.05  22.73%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sparta Commercial Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sparta Commercial over a specified time horizon. Remember, high Sparta Commercial'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 Sparta Commercial's market risk premium analysis include:
Beta
0.5
Alpha
(0.87)
Risk
7.29
Sharpe Ratio
(0.12)
Expected Return
(0.89)
Please note that although Sparta Commercial alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Sparta Commercial did 0.87  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Sparta Commercial Services stock's relative risk over its benchmark. Sparta Commercial has a beta of 0.50  . As returns on the market increase, Sparta Commercial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sparta Commercial is expected to be smaller as well. .
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.
  
Check out Sparta Commercial Backtesting, Sparta Commercial Valuation, Sparta Commercial Correlation, Sparta Commercial Hype Analysis, Sparta Commercial Volatility, Sparta Commercial History and analyze Sparta Commercial Performance.

Sparta Commercial Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sparta Commercial market risk premium is the additional return an investor will receive from holding Sparta Commercial 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 Sparta Commercial. 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 Sparta Commercial's performance over market.
α-0.87   β0.50
100%

Sparta Commercial 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 Sparta Commercial's Buy-and-hold return. Our buy-and-hold chart shows how Sparta Commercial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
100%

Sparta Commercial Market Price Analysis

Market price analysis indicators help investors to evaluate how Sparta Commercial pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sparta Commercial shares will generate the highest return on investment. By understating and applying Sparta Commercial pink sheet market price indicators, traders can identify Sparta Commercial position entry and exit signals to maximize returns.

Sparta Commercial Return and Market Media

The median price of Sparta Commercial for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 0.3 with a coefficient of variation of 17.64. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 0.31, and mean deviation of 0.04. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.15OctNovDec -30-20-10010
JavaScript chart by amCharts 3.21.15Sparta Commercial Sparta Commercial Dividend Benchmark Dow Jones Industrial
       Timeline  

About Sparta Commercial 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 Sparta or other pink sheets. Alpha measures the amount that position in Sparta Commercial 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.
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 Sparta Commercial 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, Sparta Commercial's short interest history, or implied volatility extrapolated from Sparta Commercial options trading.

Build Portfolio with Sparta Commercial

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Sparta Pink Sheet

Sparta Commercial financial ratios help investors to determine whether Sparta Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sparta with respect to the benefits of owning Sparta Commercial security.

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