Sirius Xm Holding Stock Alpha and Beta Analysis
| SIRI Stock | USD 3.10 0.05 1.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sirius XM Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sirius XM over a specified time horizon. Remember, high Sirius XM'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 Sirius XM's market risk premium analysis include:
Beta 0.94 | Alpha (0.80) | Risk 1.63 | Sharpe Ratio (0.50) | Expected Return (0.82) |
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.
Sirius |
Sirius XM Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sirius XM market risk premium is the additional return an investor will receive from holding Sirius XM 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 Sirius XM. 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 Sirius XM's performance over market.| α | -0.8 | β | 0.94 |
Sirius XM 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 Sirius XM's Buy-and-hold return. Our buy-and-hold chart shows how Sirius XM performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sirius XM Market Price Analysis
Market price analysis indicators help investors to evaluate how Sirius XM stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sirius XM shares will generate the highest return on investment. By understating and applying Sirius XM stock market price indicators, traders can identify Sirius XM position entry and exit signals to maximize returns.
Sirius XM Return and Market Media
The median price of Sirius XM for the period between Thu, Jan 18, 2024 and Wed, Apr 17, 2024 is 4.43 with a coefficient of variation of 15.35. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 4.43, and mean deviation of 0.6. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Sirius XM dividend paid on 23rd of February 2024 | 02/23/2024 |
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About Sirius XM 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 Sirius or other stocks. Alpha measures the amount that position in Sirius XM Holding 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 Yield | 0.0104 | 0.0585 | 0.0181 | 0.0101 | Price To Sales Ratio | 2.97 | 2.54 | 2.36 | 2.24 |
Sirius XM Upcoming Company Events
As portrayed in its financial statements, the presentation of Sirius XM's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sirius XM's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sirius XM's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sirius XM. Please utilize our Beneish M Score to check the likelihood of Sirius XM's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 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 Sirius XM
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 Sirius XM Backtesting, Sirius XM Valuation, Sirius XM Correlation, Sirius XM Hype Analysis, Sirius XM Volatility, Sirius XM History and analyze Sirius XM Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for Sirius Stock analysis
When running Sirius XM's price analysis, check to measure Sirius XM'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 Sirius XM is operating at the current time. Most of Sirius XM's value examination focuses on studying past and present price action to predict the probability of Sirius XM's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sirius XM's price. Additionally, you may evaluate how the addition of Sirius XM to your portfolios can decrease your overall portfolio volatility.
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