Soho House Co Stock Alpha and Beta Analysis
| SHCO Stock | 4.96 0.03 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Soho House Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Soho House over a specified time horizon. Remember, high Soho House'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 Soho House's market risk premium analysis include:
Beta 1.26 | Alpha (0.21) | Risk 2.79 | Sharpe Ratio (0.02) | Expected Return (0.07) |
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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.
Soho |
Soho House Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Soho House market risk premium is the additional return an investor will receive from holding Soho House 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 Soho House. 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 Soho House's performance over market.| α | -0.21 | β | 1.26 |
Soho House 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 Soho House's Buy-and-hold return. Our buy-and-hold chart shows how Soho House performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Soho House Market Price Analysis
Market price analysis indicators help investors to evaluate how Soho House stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Soho House shares will generate the highest return on investment. By understating and applying Soho House stock market price indicators, traders can identify Soho House position entry and exit signals to maximize returns.
Soho House Return and Market Media
The median price of Soho House for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 5.17 with a coefficient of variation of 4.17. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 5.18, and mean deviation of 0.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Soho House Isnt Worth 1 Billion - Seeking Alpha | 09/26/2024 |
2 | An Insider At Soho House Co Lowered Their Holding Recently | 10/16/2024 |
3 | VTEX Meets Q3 Earnings Estimates | 11/05/2024 |
4 | Earnings Preview Snowflake Inc. Q3 Earnings Expected to Decline | 11/13/2024 |
5 | Acquisition by Andrew Carnie of 401844 shares of Soho House subject to Rule 16b-3 | 11/20/2024 |
6 | Soho House Co Inc. Update on Expected Timing of Third Quarter 2024 Results and Investor Day | 11/21/2024 |
7 | KANZHUN LIMITED Sponsored ADR Tops Q3 Earnings and Revenue Estimates | 12/11/2024 |
About Soho House 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 Soho or other stocks. Alpha measures the amount that position in Soho House 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.
| 2019 | 2023 | 2024 (projected) | Dividend Yield | 1.4E-4 | 1.26E-4 | 1.2E-4 | Price To Sales Ratio | 4.05 | 1.23 | 1.16 |
Soho House Upcoming Company Events
As portrayed in its financial statements, the presentation of Soho House's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Soho House's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Soho House's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Soho House. Please utilize our Beneish M Score to check the likelihood of Soho House's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 10th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of March 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 Soho House
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Align your risk with return expectations
Check out Soho House Backtesting, Soho House Valuation, Soho House Correlation, Soho House Hype Analysis, Soho House Volatility, Soho House History and analyze Soho House Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Soho House 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.