Sandridge Energy Stock Alpha and Beta Analysis
| SD Stock | USD 14.68 0.15 1.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SandRidge Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in SandRidge Energy over a specified time horizon. Remember, high SandRidge 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 SandRidge Energy's market risk premium analysis include:
Beta 1.12 | Alpha 0.17 | Risk 2.05 | Sharpe Ratio 0.12 | Expected Return 0.25 |
SandRidge Energy Quarterly Cash And Equivalents |
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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.
SandRidge |
SandRidge Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SandRidge Energy market risk premium is the additional return an investor will receive from holding SandRidge 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 SandRidge 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 SandRidge Energy's performance over market.| α | 0.17 | β | 1.12 |
SandRidge 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 SandRidge Energy's Buy-and-hold return. Our buy-and-hold chart shows how SandRidge Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SandRidge Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how SandRidge 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 SandRidge Energy shares will generate the highest return on investment. By understating and applying SandRidge Energy stock market price indicators, traders can identify SandRidge Energy position entry and exit signals to maximize returns.
SandRidge Energy Return and Market Media
The median price of SandRidge Energy for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 13.1 with a coefficient of variation of 7.29. The daily time series for the period is distributed with a sample standard deviation of 0.98, arithmetic mean of 13.47, and mean deviation of 0.88. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| SandRidge Energy dividend paid on 20th of February 2024 | 02/20/2024 |
1 | Disposition of 1830 shares by Brown Brandon Louis Sr. of SandRidge Energy subject to Rule 16b-3 | 02/26/2024 |
2 | Exercise or conversion by Grayson Pranin of 4990 shares of SandRidge Energy subject to Rule 16b-3 | 02/28/2024 |
3 | SandRidge Energy declares 0.11 dividend | 03/06/2024 |
4 | SandRidge Energy Inc Announces 2023 Earnings and Dividend Increase | 03/07/2024 |
5 | Q4 2023 SandRidge Energy Inc Earnings Call Transcript | 03/08/2024 |
6 | SandRidge Energy, Inc. To Go Ex-Dividend on March 14th | 03/12/2024 |
7 | Disposition of 740 shares by Brown Brandon Louis Sr. of SandRidge Energy subject to Rule 16b-3 | 03/15/2024 |
8 | Graham Capital Management L.P. Sells 5693 Shares of SandRidge Energy, Inc. - Defense World | 03/20/2024 |
9 | Disposition of 300 shares by Brown Brandon Louis Sr. of SandRidge Energy at 14.57 subject to Rule 16b-3 | 03/28/2024 |
10 | Disposition of 4703 shares by Dean Parrish of SandRidge Energy subject to Rule 16b-3 | 04/01/2024 |
11 | SandRidge Energy appoints Dean Parrish as chief operating officer | 04/03/2024 |
12 | Disposition of 1568 shares by Dean Parrish of SandRidge Energy subject to Rule 16b-3 | 04/05/2024 |
13 | With 62 percent ownership, SandRidge Energy, Inc. boasts of strong institutional backing | 04/10/2024 |
14 | Acquisition by Salah Gamoudi of 3701 shares of SandRidge Energy subject to Rule 16b-3 | 04/19/2024 |
About SandRidge 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 SandRidge or other stocks. Alpha measures the amount that position in SandRidge 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.001881 | 0.16 | 0.17 | Price To Sales Ratio | 2.46 | 3.54 | 5.21 |
SandRidge Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of SandRidge Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SandRidge Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SandRidge Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SandRidge Energy. Please utilize our Beneish M Score to check the likelihood of SandRidge Energy's management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out SandRidge Energy Backtesting, SandRidge Energy Valuation, SandRidge Energy Correlation, SandRidge Energy Hype Analysis, SandRidge Energy Volatility, SandRidge Energy History and analyze SandRidge Energy Performance. For information on how to trade SandRidge Stock refer to our How to Trade SandRidge Stock guide.Note that the SandRidge Energy information on this page should be used as a complementary analysis to other SandRidge Energy's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Complementary Tools for SandRidge Stock analysis
When running SandRidge Energy's price analysis, check to measure SandRidge 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 SandRidge Energy is operating at the current time. Most of SandRidge Energy's value examination focuses on studying past and present price action to predict the probability of SandRidge 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 SandRidge Energy's price. Additionally, you may evaluate how the addition of SandRidge Energy to your portfolios can decrease your overall portfolio volatility.
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SandRidge Energy 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.