Sm Energy Co Stock Alpha and Beta Analysis
SM Stock | USD 49.85 0.80 1.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SM Energy Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in SM Energy over a specified time horizon. Remember, high SM Energy'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 SM Energy's market risk premium analysis include:
Beta 1.51 | Alpha 0.21 | Risk 1.74 | Sharpe Ratio 0.25 | Expected Return 0.43 |
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.
SM Energy |
SM Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SM Energy market risk premium is the additional return an investor will receive from holding SM Energy 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 SM Energy. 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 SM Energy's performance over market.α | 0.21 | β | 1.51 |
SM Energy 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 SM Energy's Buy-and-hold return. Our buy-and-hold chart shows how SM Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SM Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how SM Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SM Energy shares will generate the highest return on investment. By understating and applying SM Energy stock market price indicators, traders can identify SM Energy position entry and exit signals to maximize returns.
SM Energy Return and Market Media
The median price of SM Energy for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 38.87 with a coefficient of variation of 11.0. The daily time series for the period is distributed with a sample standard deviation of 4.48, arithmetic mean of 40.71, and mean deviation of 3.92. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | SM Energy PT Lowered to 45.00 at Raymond James | 01/11/2024 |
SM Energy dividend paid on 5th of February 2024 | 02/05/2024 |
2 | SM Energy Sees RS Rating Rise To 71 | 02/14/2024 |
3 | SM Energy Company Q4 2023 Earnings Call Transcript | 02/22/2024 |
4 | Disposition of 43506 shares by Mary Lutey of SM Energy at 44.5 subject to Rule 16b-3 | 03/01/2024 |
5 | Disposition of 5000 shares by A Pursell of SM Energy subject to Rule 16b-3 | 03/04/2024 |
6 | SM Energy Price Target Increased to 51.00 by Analysts at Mizuho | 03/06/2024 |
7 | Senior Vice President of Exploration Of SM Energy Sold 25 percent Of Their Shares | 03/07/2024 |
8 | Alps Advisors Inc. Invests 332000 in SM Energy - Defense World | 03/11/2024 |
9 | SM Energy Receives Average Recommendation of Moderate Buy from Brokerages - Defense World | 03/19/2024 |
10 | Acquisition by Brookman Barton R Jr of 18 shares of SM Energy subject to Rule 16b-3 | 03/21/2024 |
11 | The Return Trends At SM Energy Look Promising | 03/22/2024 |
12 | SM Energy declares 0.18 dividend | 03/26/2024 |
About SM Energy 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 SM Energy or other stocks. Alpha measures the amount that position in SM Energy 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 | 6.82E-4 | 0.004608 | 0.0156 | 0.0164 | Price To Sales Ratio | 1.35 | 1.27 | 1.94 | 2.63 |
SM Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of SM Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SM Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SM Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SM Energy. Please utilize our Beneish M Score to check the likelihood of SM Energy's management manipulating its earnings.
28th of February 2024 Upcoming Quarterly Report | View | |
25th of April 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
28th 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 SM Energy
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 SM Energy Backtesting, SM Energy Valuation, SM Energy Correlation, SM Energy Hype Analysis, SM Energy Volatility, SM Energy History and analyze SM Energy Performance. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
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When running SM Energy's price analysis, check to measure SM Energy'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 SM Energy is operating at the current time. Most of SM Energy's value examination focuses on studying past and present price action to predict the probability of SM Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SM Energy's price. Additionally, you may evaluate how the addition of SM Energy to your portfolios can decrease your overall portfolio volatility.
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