Seritage Growth Properties Stock Alpha and Beta Analysis

SRG Stock  USD 4.34  0.08  1.81%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Seritage Growth Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in Seritage Growth over a specified time horizon. Remember, high Seritage Growth'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 Seritage Growth's market risk premium analysis include:
Beta
0.92
Alpha
(0.10)
Risk
2.1
Sharpe Ratio
(0.02)
Expected Return
(0.05)
Please note that although Seritage Growth 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, Seritage Growth did 0.10  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 Seritage Growth Properties stock's relative risk over its benchmark. Seritage Growth Prop has a beta of 0.92  . Seritage Growth returns are very sensitive to returns on the market. As the market goes up or down, Seritage Growth is expected to follow. At this time, Seritage Growth's Price Book Value Ratio is most likely to slightly decrease in the upcoming years. The Seritage Growth's current Price Fair Value is estimated to increase to 1.41, while Book Value Per Share is projected to decrease to 9.52.

Seritage Growth Quarterly Cash And Equivalents

98.89 Million

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 Seritage Growth Backtesting, Seritage Growth Valuation, Seritage Growth Correlation, Seritage Growth Hype Analysis, Seritage Growth Volatility, Seritage Growth History and analyze Seritage Growth Performance.

Seritage Growth Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Seritage Growth market risk premium is the additional return an investor will receive from holding Seritage Growth 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 Seritage Growth. 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 Seritage Growth's performance over market.
α-0.1   β0.92

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

Seritage Growth Market Price Analysis

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

Seritage Growth Return and Market Media

The median price of Seritage Growth for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 4.42 with a coefficient of variation of 4.18. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 4.39, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Why analysts are bullish on these top ASX dividend stocks
09/17/2024
2
Disposition of 58 shares by Edward Lampert of Seritage Growth at 12.0587 subject to Rule 16b-3
10/11/2024
3
SRG launches Asia Pacific division in Singapore
10/16/2024
4
Seritage Growth Properties Makes 25 Million Loan Prepayment
10/23/2024
5
3 ASX Penny Stocks To Watch With Market Caps Under A400M
11/01/2024
6
Seritage Growth Properties Reports Third Quarter 2024 Operating Results
11/12/2024
7
Why is this ASX stock jumping 10 percent to a decade-high today
11/18/2024
8
Does SRG Global Deserve A Spot On Your Watchlist
11/20/2024
9
Seritage Growth Properties Makes 15 Million Loan Prepayment
12/02/2024
10
SRG Globals investors will be pleased with their stellar 295 percent return over the last five years
12/11/2024

About Seritage Growth 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 Seritage or other stocks. Alpha measures the amount that position in Seritage Growth Prop 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)
Dividend Yield0.008710.0083290.0093270.00886
Price To Sales Ratio4.825.525.5326.81

Seritage Growth Upcoming Company Events

As portrayed in its financial statements, the presentation of Seritage Growth's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Seritage Growth's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Seritage Growth's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Seritage Growth. Please utilize our Beneish M Score to check the likelihood of Seritage Growth's management manipulating its earnings.
12th of March 2024
Upcoming Quarterly Report
View
31st of December 2023
Next Fiscal Quarter End
View

Build Portfolio with Seritage Growth

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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
When determining whether Seritage Growth Prop is a strong investment it is important to analyze Seritage Growth's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Seritage Growth's future performance. For an informed investment choice regarding Seritage Stock, refer to the following important reports:
Seritage Growth 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.
A focus of Seritage Growth technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Seritage Growth trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...