Sos Limited Stock Alpha and Beta Analysis
| SOS Stock | USD 12.40 2.47 24.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SOS Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in SOS over a specified time horizon. Remember, high SOS'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 SOS's market risk premium analysis include:
Beta 2.1 | Alpha 0.43 | Risk 10.26 | Sharpe Ratio 0.0766 | Expected Return 0.79 |
SOS Quarterly Cash And Equivalents |
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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.
SOS |
SOS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SOS market risk premium is the additional return an investor will receive from holding SOS 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 SOS. 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 SOS's performance over market.| α | 0.43 | β | 2.10 |
SOS 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 SOS's Buy-and-hold return. Our buy-and-hold chart shows how SOS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SOS Market Price Analysis
Market price analysis indicators help investors to evaluate how SOS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SOS shares will generate the highest return on investment. By understating and applying SOS stock market price indicators, traders can identify SOS position entry and exit signals to maximize returns.
SOS Return and Market Media
The median price of SOS for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 11.24 with a coefficient of variation of 16.93. The daily time series for the period is distributed with a sample standard deviation of 1.87, arithmetic mean of 11.04, and mean deviation of 1.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Should You Think About Buying XRF Scientific Limited Now | 09/24/2024 |
2 | International SOS The Wider Middle East Conflict One Year On | 10/03/2024 |
3 | SOS Limited Stock Surges Amid Market Activity | 10/11/2024 |
4 | XRF Scientific Limited Insider Vance Stazzonelli Acquires 8,630 Shares | 10/23/2024 |
5 | SOS Limited announces ADS ratio change | 11/04/2024 |
6 | SOS Childrens Villages USA Awarded 2.1 Million Grant to Provide Family-Like Care for Children Separated From Their Families in Migration Crisis in Colombia | 11/18/2024 |
7 | Is SOS In A Good Position To Deliver On Growth Plans | 11/20/2024 |
8 | Calculating The Fair Value Of XRF Scientific Limited | 11/25/2024 |
9 | SOS Announces Plans to Strengthen Global Crypto Investment Strategy and Purchase up to 50 ... | 11/27/2024 |
About SOS 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 SOS or other stocks. Alpha measures the amount that position in SOS Limited 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 | 2024 (projected) | Graham Number | 35.8 | 45.67 | 0.28 | 0.26 | Receivables Turnover | 18.03 | 3.51 | 0.76 | 0.72 |
SOS Upcoming Company Events
As portrayed in its financial statements, the presentation of SOS's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SOS's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SOS's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SOS. Please utilize our Beneish M Score to check the likelihood of SOS's management manipulating its earnings.
| 16th of May 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with SOS
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
Additional Tools for SOS Stock Analysis
When running SOS's price analysis, check to measure SOS'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 SOS is operating at the current time. Most of SOS's value examination focuses on studying past and present price action to predict the probability of SOS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SOS's price. Additionally, you may evaluate how the addition of SOS to your portfolios can decrease your overall portfolio volatility.