Syntec Optics Holdings Stock Alpha and Beta Analysis
| OPTX Stock | 3.50 1.56 80.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Syntec Optics Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Syntec Optics over a specified time horizon. Remember, high Syntec Optics' 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 Syntec Optics' market risk premium analysis include:
Beta 3.68 | Alpha 3.17 | Risk 20.96 | Sharpe Ratio 0.16 | Expected Return 3.27 |
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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.
Syntec |
Syntec Optics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Syntec Optics market risk premium is the additional return an investor will receive from holding Syntec Optics 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 Syntec Optics. 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 Syntec Optics' performance over market.| α | 3.17 | β | 3.68 |
Syntec Optics 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 Syntec Optics' Buy-and-hold return. Our buy-and-hold chart shows how Syntec Optics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Syntec Optics Market Price Analysis
Market price analysis indicators help investors to evaluate how Syntec Optics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Syntec Optics shares will generate the highest return on investment. By understating and applying Syntec Optics stock market price indicators, traders can identify Syntec Optics position entry and exit signals to maximize returns.
Syntec Optics Return and Market Media
The median price of Syntec Optics for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 1.3 with a coefficient of variation of 36.6. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 1.33, and mean deviation of 0.28. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Syntec Optics looks to resume production for precision laser guidance optics | 11/05/2024 |
2 | TSX Composite Index Quote - Press Release - The Globe and Mail | 11/12/2024 |
3 | Syntec Optics Holdings, Inc. Reports Third Quarter 2024 Financial Results | 11/14/2024 |
4 | Syntec Optics to Host Conference Call to Discuss Financial Results and Business Update | 11/15/2024 |
5 | Syntec Optics Secures 2.1M in New Orders for Space Optics | 12/09/2024 |
6 | Mike Ransford Joins Syntec Optics as Site Manager | 12/16/2024 |
7 | Matt Carey to Lead Business Development and Delivery at Syntec Optics | 12/19/2024 |
About Syntec Optics 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 Syntec or other stocks. Alpha measures the amount that position in Syntec Optics Holdings 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.
| 2010 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.00106 | 7.65E-4 | 4.19E-4 | 8.23E-4 | Price To Sales Ratio | 7.09 | 13.18 | 5.04 | 9.27 |
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 Syntec Optics 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, Syntec Optics' short interest history, or implied volatility extrapolated from Syntec Optics options trading.
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Additional Tools for Syntec Stock Analysis
When running Syntec Optics' price analysis, check to measure Syntec Optics' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Syntec Optics is operating at the current time. Most of Syntec Optics' value examination focuses on studying past and present price action to predict the probability of Syntec Optics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Syntec Optics' price. Additionally, you may evaluate how the addition of Syntec Optics to your portfolios can decrease your overall portfolio volatility.