Si Bone Stock Alpha and Beta Analysis
| SIBN Stock | USD 13.56 0.29 2.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Si Bone. It also helps investors analyze the systematic and unsystematic risks associated with investing in Si Bone over a specified time horizon. Remember, high Si Bone'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 Si Bone's market risk premium analysis include:
Beta 1.79 | Alpha (0.42) | Risk 3.93 | Sharpe Ratio (0.05) | Expected Return (0.18) |
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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.
SIBN |
Si Bone Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Si Bone market risk premium is the additional return an investor will receive from holding Si Bone 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 Si Bone. 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 Si Bone's performance over market.| α | -0.42 | β | 1.79 |
Si Bone 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 Si Bone's Buy-and-hold return. Our buy-and-hold chart shows how Si Bone performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Si Bone Market Price Analysis
Market price analysis indicators help investors to evaluate how Si Bone stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Si Bone shares will generate the highest return on investment. By understating and applying Si Bone stock market price indicators, traders can identify Si Bone position entry and exit signals to maximize returns.
Si Bone Return and Market Media
The median price of Si Bone for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 13.62 with a coefficient of variation of 9.36. The daily time series for the period is distributed with a sample standard deviation of 1.32, arithmetic mean of 14.05, and mean deviation of 1.17. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1751 shares by Anshul Maheshwari of Si Bone at 13.5898 subject to Rule 16b-3 | 10/02/2024 |
2 | SI-BONE Inc Stock Price Up 4.04 percent on Oct 3 | 10/03/2024 |
3 | Nuwellis, Inc. Q3 Earnings Surpass Estimates | 11/11/2024 |
4 | SI-BONE Inc Reports Q3 2024 Revenue of 40.3M and EPS of -0.16, Slightly Missing Estimates | 11/12/2024 |
5 | SI-BONE Inc Q3 2024 Earnings Call Highlights Record Revenue and Path to Profitability | 11/13/2024 |
6 | Disposition of 2227 shares by Francis Laura of Si Bone at 12.6209 subject to Rule 16b-3 | 11/18/2024 |
7 | Disposition of 2070 shares by Anthony Recupero of Si Bone at 12.1713 subject to Rule 16b-3 | 11/19/2024 |
8 | SI-BONE To Present at Piper Sandler 36th Annual Healthcare Conference on December 4, 2024 | 11/20/2024 |
9 | SI-BONEs SWOT analysis medical device makers stock poised for growth | 11/25/2024 |
10 | SI-BONE Inc Trading 3.4 percent Higher on Nov 27 | 11/27/2024 |
About Si Bone 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 SIBN or other stocks. Alpha measures the amount that position in Si Bone 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 | 2023 | 2024 (projected) | Payables Turnover | 3.26 | 6.42 | 6.74 | Days Of Inventory On Hand | 402.45 | 250.83 | 182.1 |
Si Bone Upcoming Company Events
As portrayed in its financial statements, the presentation of Si Bone's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Si Bone's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Si Bone's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Si Bone. Please utilize our Beneish M Score to check the likelihood of Si Bone's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 Si Bone
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Align your risk with return expectations
Check out Si Bone Backtesting, Si Bone Valuation, Si Bone Correlation, Si Bone Hype Analysis, Si Bone Volatility, Si Bone History and analyze Si Bone Performance. To learn how to invest in SIBN Stock, please use our How to Invest in Si Bone guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Si Bone 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.