Slm Corp Stock Alpha and Beta Analysis
| SLM Stock | USD 21.93 0.61 2.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SLM Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in SLM Corp over a specified time horizon. Remember, high SLM Corp'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 SLM Corp's market risk premium analysis include:
Beta 1.25 | Alpha 0.12 | Risk 1.41 | Sharpe Ratio 0.13 | Expected Return 0.18 |
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.
SLM |
SLM Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SLM Corp market risk premium is the additional return an investor will receive from holding SLM Corp 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 SLM Corp. 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 SLM Corp's performance over market.| α | 0.12 | β | 1.25 |
SLM Corp 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 SLM Corp's Buy-and-hold return. Our buy-and-hold chart shows how SLM Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SLM Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how SLM Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SLM Corp shares will generate the highest return on investment. By understating and applying SLM Corp stock market price indicators, traders can identify SLM Corp position entry and exit signals to maximize returns.
SLM Corp Return and Market Media
The median price of SLM Corp for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 20.65 with a coefficient of variation of 4.05. The daily time series for the period is distributed with a sample standard deviation of 0.83, arithmetic mean of 20.38, and mean deviation of 0.72. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Navient Misses on Q4 Earnings, Plans Strategic Actions | 01/31/2024 |
2 | Sale by Donna Vieira of 12308 shares of SLM Corp | 02/01/2024 |
3 | Disposition of 2451 shares by Jonathan Boyles of SLM Corp at 20.18 subject to Rule 16b-3 | 02/16/2024 |
4 | Acquisition by Donna Vieira of 23950 shares of SLM Corp subject to Rule 16b-3 | 02/20/2024 |
5 | Disposition of 566 shares by Jonathan Boyles of SLM Corp at 20.02 subject to Rule 16b-3 | 02/27/2024 |
6 | Disposition of 94078 shares by Jonathan Boyles of SLM Corp at 20.7171 subject to Rule 16b-3 | 02/29/2024 |
7 | SLM Sets New 52-Week High at 21.24 | 03/08/2024 |
8 | Scholly Returning to ABCs Shark Tank for Company Update on March 15 | 03/14/2024 |
| SLM Corp dividend paid on 15th of March 2024 | 03/15/2024 |
9 | Acquisition by Blackley Richard Scott of 1125 shares of SLM Corp subject to Rule 16b-3 | 03/20/2024 |
10 | Application Window Now Open for The Sallie Mae Funds Bridging the Dream Scholarship Program | 03/25/2024 |
11 | SLM Co. Given Average Recommendation of Moderate Buy by Analysts - Defense World | 04/01/2024 |
12 | This ASX explorer is looking to drill new pasture inside Brazils booming Lithium Valley | 04/08/2024 |
13 | Take Care Before Diving Into The Deep End On SLM Corporation | 04/11/2024 |
14 | Capital One Reports Next Week Wall Street Expects Earnings Growth | 04/18/2024 |
15 | Disposition of 2796 shares by Steven McGarry of SLM Corp at 14.57 subject to Rule 16b-3 | 04/19/2024 |
16 | Sallie Mae declares 0.11 dividend | 04/22/2024 |
About SLM Corp 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 SLM or other stocks. Alpha measures the amount that position in SLM Corp 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 | 0.0281 | 0.0266 | 0.0459 | Price To Sales Ratio | 3.1 | 2.38 | 2.47 | 1.92 |
SLM Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of SLM Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SLM Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SLM Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SLM Corp. Please utilize our Beneish M Score to check the likelihood of SLM Corp's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 24th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd 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 SLM Corp
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 SLM Corp Backtesting, SLM Corp Valuation, SLM Corp Correlation, SLM Corp Hype Analysis, SLM Corp Volatility, SLM Corp History and analyze SLM Corp Performance. To learn how to invest in SLM Stock, please use our How to Invest in SLM Corp guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for SLM Stock analysis
When running SLM Corp's price analysis, check to measure SLM Corp'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 SLM Corp is operating at the current time. Most of SLM Corp's value examination focuses on studying past and present price action to predict the probability of SLM Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SLM Corp's price. Additionally, you may evaluate how the addition of SLM Corp to your portfolios can decrease your overall portfolio volatility.
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SLM Corp 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.