Sparta Capital Stock Alpha and Beta Analysis
| SAY Stock | CAD 0.02 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 Sparta Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sparta Capital over a specified time horizon. Remember, high Sparta Capital'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 Capital's market risk premium analysis include:
Beta (2.20) | Alpha 0.47 | Risk 7.63 | Sharpe Ratio 0.0347 | Expected Return 0.26 |
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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.
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Sparta Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sparta Capital market risk premium is the additional return an investor will receive from holding Sparta Capital 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 Capital. 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 Capital's performance over market.| α | 0.47 | β | -2.2 |
Sparta Capital 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 Capital's Buy-and-hold return. Our buy-and-hold chart shows how Sparta Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sparta Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Sparta Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sparta Capital shares will generate the highest return on investment. By understating and applying Sparta Capital stock market price indicators, traders can identify Sparta Capital position entry and exit signals to maximize returns.
Sparta Capital Return and Market Media
The median price of Sparta Capital for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 0.02 with a coefficient of variation of 8.51. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.02, and mean deviation of 0.0. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Top 3 Undervalued Small Caps In The United Kingdom With Insider Action October 2024 - Simply Wall St | 10/01/2024 |
About Sparta Capital 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 stocks. Alpha measures the amount that position in Sparta Capital 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 (projected) | Graham Number | 0.0216 | 0.0122 | 0.014 | Receivables Turnover | 11.11 | 17.14 | 15.43 |
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 Capital 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 Capital's short interest history, or implied volatility extrapolated from Sparta Capital options trading.
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Additional Tools for Sparta Stock Analysis
When running Sparta Capital's price analysis, check to measure Sparta Capital's 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 Sparta Capital is operating at the current time. Most of Sparta Capital's value examination focuses on studying past and present price action to predict the probability of Sparta Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sparta Capital's price. Additionally, you may evaluate how the addition of Sparta Capital to your portfolios can decrease your overall portfolio volatility.