Sei Investments Stock Alpha and Beta Analysis
| SEIC Stock | USD 66.60 0.40 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SEI Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in SEI Investments over a specified time horizon. Remember, high SEI Investments' 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 SEI Investments' market risk premium analysis include:
Beta 1.27 | Alpha (0.03) | Risk 1.09 | Sharpe Ratio 0.0667 | Expected Return 0.0726 |
Enterprise Value |
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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.
SEI |
SEI Investments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SEI Investments market risk premium is the additional return an investor will receive from holding SEI Investments 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 SEI Investments. 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 SEI Investments' performance over market.| α | -0.03 | β | 1.27 |
SEI Investments 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 SEI Investments' Buy-and-hold return. Our buy-and-hold chart shows how SEI Investments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SEI Investments Market Price Analysis
Market price analysis indicators help investors to evaluate how SEI Investments stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SEI Investments shares will generate the highest return on investment. By understating and applying SEI Investments stock market price indicators, traders can identify SEI Investments position entry and exit signals to maximize returns.
SEI Investments Return and Market Media
The median price of SEI Investments for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 67.29 with a coefficient of variation of 3.32. The daily time series for the period is distributed with a sample standard deviation of 2.25, arithmetic mean of 67.6, and mean deviation of 1.88. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Exercise or conversion by Wayne Withrow of 1970 shares of SEI Investments subject to Rule 16b-3 | 02/09/2024 |
2 | Dow drops more than 500 points after ugly inflation report upsets markets rate-cut expectations | 02/13/2024 |
3 | Insider Selling SEI Investments Insider Sells 201,930.00 in Stock | 02/29/2024 |
4 | Disposition of 29343 shares by Alfred West of SEI Investments at 59.78 subject to Rule 16b-3 | 03/15/2024 |
5 | SEI Launches Advanced Multi-Custody Capability for U.S. Wealth Management Clients | 03/21/2024 |
6 | Alfred P. West Jr., Takes Money Off The Table, Sells 1.40M In SEI Inv Stock | 04/01/2024 |
7 | SEI Enhances SMA and UMA Solutions Offered Through Managed Accounts Program | 04/02/2024 |
8 | MOORS AND CABOT ANNOUNCES PROMOTION OF ANDREW DONAHUE TO BRANCH MANAGER, BOSTON HQ | 04/03/2024 |
9 | SEI Investments to Report Q1 Results Wall Street Expects Earnings Growth | 04/11/2024 |
10 | Ameriprise Financial Services Earnings Expected to Grow Should You Buy | 04/15/2024 |
11 | Is a Surprise Coming for SEI Investments This Earnings Season | 04/17/2024 |
12 | Can Franklin Retain Its Beat Streak in Q2 Earnings | 04/23/2024 |
About SEI Investments 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 SEI or other stocks. Alpha measures the amount that position in SEI Investments 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0138 | 0.0136 | 0.0143 | Price To Sales Ratio | 3.98 | 4.39 | 3.17 |
SEI Investments Upcoming Company Events
As portrayed in its financial statements, the presentation of SEI Investments' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SEI Investments' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SEI Investments' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SEI Investments. Please utilize our Beneish M Score to check the likelihood of SEI Investments' management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 18th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with SEI Investments
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 SEI Investments Backtesting, SEI Investments Valuation, SEI Investments Correlation, SEI Investments Hype Analysis, SEI Investments Volatility, SEI Investments History and analyze SEI Investments Performance. For information on how to trade SEI Stock refer to our How to Trade SEI Stock guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Complementary Tools for SEI Stock analysis
When running SEI Investments' price analysis, check to measure SEI Investments' 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 SEI Investments is operating at the current time. Most of SEI Investments' value examination focuses on studying past and present price action to predict the probability of SEI Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SEI Investments' price. Additionally, you may evaluate how the addition of SEI Investments to your portfolios can decrease your overall portfolio volatility.
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SEI Investments 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.