Select Medical Holdings Stock Alpha and Beta Analysis
SEM Stock | USD 30.15 0.70 2.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Select Medical Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Select Medical over a specified time horizon. Remember, high Select Medical'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 Select Medical's market risk premium analysis include:
Beta 1.46 | Alpha 0.17 | Risk 2.39 | Sharpe Ratio 0.17 | Expected Return 0.41 |
Select Medical 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.
Select |
Select Medical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Select Medical market risk premium is the additional return an investor will receive from holding Select Medical 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 Select Medical. 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 Select Medical's performance over market.α | 0.17 | β | 1.46 |
Select Medical 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 Select Medical's Buy-and-hold return. Our buy-and-hold chart shows how Select Medical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Select Medical Market Price Analysis
Market price analysis indicators help investors to evaluate how Select Medical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Select Medical shares will generate the highest return on investment. By understating and applying Select Medical stock market price indicators, traders can identify Select Medical position entry and exit signals to maximize returns.
Select Medical Return and Market Media
The median price of Select Medical for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 26.69 with a coefficient of variation of 5.66. The daily time series for the period is distributed with a sample standard deviation of 1.52, arithmetic mean of 26.85, and mean deviation of 1.17. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | Select Medical Unveils Separation Plan for Concentra | 01/04/2024 |
2 | Principal Financial Group Inc. Sells 87531 Shares of Select Medical Holdings Co. - MarketBeat | 01/23/2024 |
3 | Select Medical Holdings Corporation Announces Results For Its Fourth Quarter and Year Ended December 31, 2023 and Cash Dividend | 02/22/2024 |
4 | Select Medical Holdings Will Pay A Dividend Of 0.125 | 02/27/2024 |
5 | Trexquant Investment LP Raises Holdings in Select Medical Holdings Co. - MarketBeat | 02/29/2024 |
6 | Select Medical Solid Growth Prospects And A Compelling Valuation - Seeking Alpha | 03/05/2024 |
Select Medical dividend paid on 13th of March 2024 | 03/13/2024 |
7 | Is Now An Opportune Moment To Examine Select Medical Holdings Corporation | 03/14/2024 |
8 | Concentra Announces Confidential Submission of Draft Registration Statement Related to Proposed Public Offering | 03/18/2024 |
9 | Acquisition by Rocco Ortenzio of 346368 shares of Select Medical subject to Rule 16b-3 | 03/25/2024 |
10 | Select Medical Holdings Corporation Delivered A Better ROE Than Its Industry | 03/28/2024 |
About Select Medical 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 Select or other stocks. Alpha measures the amount that position in Select Medical Holdings 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.
2020 | 2022 | 2023 (projected) | Dividend Yield | 0.0132 | 0.0212 | 0.0221 | Price To Sales Ratio | 0.65 | 0.48 | 0.43 |
Select Medical Upcoming Company Events
As portrayed in its financial statements, the presentation of Select Medical's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Select Medical's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Select Medical's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Select Medical. Please utilize our Beneish M Score to check the likelihood of Select Medical's management manipulating its earnings.
22nd of February 2024 Upcoming Quarterly Report | View | |
2nd of May 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
22nd 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 Select Medical
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 Select Medical Backtesting, Select Medical Valuation, Select Medical Correlation, Select Medical Hype Analysis, Select Medical Volatility, Select Medical History and analyze Select Medical Performance. Note that the Select Medical Holdings information on this page should be used as a complementary analysis to other Select Medical'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 Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
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When running Select Medical's price analysis, check to measure Select Medical'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 Select Medical is operating at the current time. Most of Select Medical's value examination focuses on studying past and present price action to predict the probability of Select Medical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Select Medical's price. Additionally, you may evaluate how the addition of Select Medical to your portfolios can decrease your overall portfolio volatility.
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