Schlumberger Nv Stock Alpha and Beta Analysis
| SLB Stock | USD 49.51 0.34 0.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Schlumberger NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Schlumberger over a specified time horizon. Remember, high Schlumberger'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 Schlumberger's market risk premium analysis include:
Beta 0.9 | Alpha 0.00338 | Risk 1.48 | Sharpe Ratio (0.03) | Expected Return (0.05) |
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.
Schlumberger |
Schlumberger Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Schlumberger market risk premium is the additional return an investor will receive from holding Schlumberger 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 Schlumberger. 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 Schlumberger's performance over market.| α | 0 | β | 0.90 |
Schlumberger 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 Schlumberger's Buy-and-hold return. Our buy-and-hold chart shows how Schlumberger performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Schlumberger Market Price Analysis
Market price analysis indicators help investors to evaluate how Schlumberger stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Schlumberger shares will generate the highest return on investment. By understating and applying Schlumberger stock market price indicators, traders can identify Schlumberger position entry and exit signals to maximize returns.
Schlumberger Return and Market Media
The median price of Schlumberger for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 50.78 with a coefficient of variation of 5.03. The daily time series for the period is distributed with a sample standard deviation of 2.57, arithmetic mean of 51.0, and mean deviation of 2.28. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 38570 shares by Al Mogharbel Khaled of Schlumberger at 50.42 subject to Rule 16b-3 | 03/18/2024 |
2 | Investors Heavily Search Schlumberger Limited Here is What You Need to Know | 03/26/2024 |
3 | Acquisition by Vijay Kasibhatla of 4200 shares of Schlumberger subject to Rule 16b-3 | 03/28/2024 |
4 | Schlumberger Increases Despite Market Slip Heres What You Need to Know | 04/01/2024 |
| Schlumberger dividend paid on 4th of April 2024 | 04/04/2024 |
6 | Schlumberger Stock Falls Amid Market Uptick What Investors Need to Know | 04/11/2024 |
7 | Schlumberger Reports Next Week Wall Street Expects Earnings Growth | 04/12/2024 |
8 | Schlumberger Stock Moves -0.63 percent What You Should Know | 04/15/2024 |
9 | SLBPetrobras | 04/16/2024 |
10 | Will Schlumberger Beat Estimates Again in Its Next Earnings Report | 04/17/2024 |
11 | Is a Surprise Coming for Schlumberger This Earnings Season | 04/18/2024 |
12 | Samenvatting SLB kondigt de resultaten van het eerste kwartaal van 2024 aan, en mikt op een opbrengst van 7 miljard voor de aandeelhouders over 20242025 | 04/19/2024 |
About Schlumberger 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 Schlumberger or other stocks. Alpha measures the amount that position in Schlumberger NV 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 (projected) | Dividend Yield | 0.0167 | 0.0112 | Price To Sales Ratio | 1.83 | 2.69 |
Schlumberger Upcoming Company Events
As portrayed in its financial statements, the presentation of Schlumberger's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Schlumberger's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Schlumberger's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Schlumberger. Please utilize our Beneish M Score to check the likelihood of Schlumberger's management manipulating its earnings.
| 19th of April 2024 Upcoming Quarterly Report | View | |
| 19th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 17th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Schlumberger
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 Schlumberger Backtesting, Schlumberger Valuation, Schlumberger Correlation, Schlumberger Hype Analysis, Schlumberger Volatility, Schlumberger History and analyze Schlumberger Performance. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Schlumberger Stock analysis
When running Schlumberger's price analysis, check to measure Schlumberger'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 Schlumberger is operating at the current time. Most of Schlumberger's value examination focuses on studying past and present price action to predict the probability of Schlumberger's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Schlumberger's price. Additionally, you may evaluate how the addition of Schlumberger to your portfolios can decrease your overall portfolio volatility.
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