Servotronics Stock Alpha and Beta Analysis
| SVT Stock | USD 11.07 0.36 3.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Servotronics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Servotronics over a specified time horizon. Remember, high Servotronics' 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 Servotronics' market risk premium analysis include:
Beta 0.28 | Alpha (0.26) | Risk 3.03 | Sharpe Ratio (0.07) | Expected Return (0.20) |
Servotronics 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.
Servotronics |
Servotronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Servotronics market risk premium is the additional return an investor will receive from holding Servotronics 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 Servotronics. 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 Servotronics' performance over market.| α | -0.26 | β | 0.28 |
Servotronics 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 Servotronics' Buy-and-hold return. Our buy-and-hold chart shows how Servotronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Servotronics Market Price Analysis
Market price analysis indicators help investors to evaluate how Servotronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Servotronics shares will generate the highest return on investment. By understating and applying Servotronics stock market price indicators, traders can identify Servotronics position entry and exit signals to maximize returns.
Servotronics Return and Market Media
The median price of Servotronics for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 11.8 with a coefficient of variation of 4.41. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 11.85, and mean deviation of 0.42. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Servotronics COO Kelly Resigns - MarketWatch | 09/20/2024 |
2 | Disposition of 45000 shares by Kenneth Trbovich of Servotronics subject to Rule 16b-3 | 10/16/2024 |
About Servotronics 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 Servotronics or other stocks. Alpha measures the amount that position in Servotronics 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0201 | 0.0262 | Price To Sales Ratio | 0.71 | 0.64 |
Servotronics Upcoming Company Events
As portrayed in its financial statements, the presentation of Servotronics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Servotronics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Servotronics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Servotronics. Please utilize our Beneish M Score to check the likelihood of Servotronics' management manipulating its earnings.
| 29th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Servotronics Stock Analysis
When running Servotronics' price analysis, check to measure Servotronics' 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 Servotronics is operating at the current time. Most of Servotronics' value examination focuses on studying past and present price action to predict the probability of Servotronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Servotronics' price. Additionally, you may evaluate how the addition of Servotronics to your portfolios can decrease your overall portfolio volatility.