Safe And Green Stock Alpha and Beta Analysis
| SGD Stock | 2.44 0.10 4.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Safe and Green. It also helps investors analyze the systematic and unsystematic risks associated with investing in Safe over a specified time horizon. Remember, high Safe'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 Safe's market risk premium analysis include:
Beta 2.63 | Alpha (1.00) | Risk 8.9 | Sharpe Ratio (0.08) | Expected Return (0.72) |
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.
Safe |
Safe Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Safe market risk premium is the additional return an investor will receive from holding Safe 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 Safe. 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 Safe's performance over market.| α | -1 | β | 2.63 |
Safe 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 Safe's Buy-and-hold return. Our buy-and-hold chart shows how Safe performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Safe Market Price Analysis
Market price analysis indicators help investors to evaluate how Safe stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Safe shares will generate the highest return on investment. By understating and applying Safe stock market price indicators, traders can identify Safe position entry and exit signals to maximize returns.
Safe Return and Market Media
The median price of Safe for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 3.44 with a coefficient of variation of 34.56. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 3.63, and mean deviation of 1.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | YHI International And 2 Other Leading SGX Dividend Stocks | 09/19/2024 |
2 | Thinking about buying stock in Safe Green Development, Biora T - GuruFocus.com | 09/25/2024 |
3 | Acquisition by Nicolai Brune of 400000 shares of Safe subject to Rule 16b-3 | 10/01/2024 |
4 | SG DevCo Announces Reverse Stock Split | 10/04/2024 |
5 | Safe and Green Development Corporation Completes Site Work Receives Permits to Begin Construction in South Texas | 10/15/2024 |
6 | Safe and Green Development Corporation Regains Compliance with Nasdaq Listing Standards | 10/24/2024 |
7 | Singapore Dollar Gains Attention Amid US Election Option Trading | 10/30/2024 |
8 | ARMISTICE CAPITAL, LLC Acquires Shares in Safe Green Holdings Corp - GuruFocus.com | 11/14/2024 |
9 | Safe Green Development enters joint ventures for Texas projects | 11/22/2024 |
10 | Safe Green Holdings Corp. Faces Financial Challenges - TipRanks | 11/27/2024 |
11 | SGD laivas-saugykla Independence tapo KN Energies nuosavybe | 12/06/2024 |
About Safe 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 Safe or other stocks. Alpha measures the amount that position in Safe and Green 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 | 2023 | 2024 (projected) | PB Ratio | 1.4K | 148.32 | 140.91 | Capex To Depreciation | 56.83 | 51.15 | 45.46 |
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 Safe 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, Safe's short interest history, or implied volatility extrapolated from Safe options trading.
Build Portfolio with Safe
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 Safe Backtesting, Safe Valuation, Safe Correlation, Safe Hype Analysis, Safe Volatility, Safe History and analyze Safe Performance. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Safe 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.