Seacor Marine Holdings Stock Alpha and Beta Analysis
| SMHI Stock | USD 6.16 0.25 4.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SEACOR Marine Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in SEACOR Marine over a specified time horizon. Remember, high SEACOR Marine'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 SEACOR Marine's market risk premium analysis include:
Beta 0.21 | Alpha (0.76) | Risk 4.3 | Sharpe Ratio (0.14) | Expected Return (0.59) |
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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.
SEACOR |
SEACOR Marine Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SEACOR Marine market risk premium is the additional return an investor will receive from holding SEACOR Marine 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 SEACOR Marine. 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 SEACOR Marine's performance over market.| α | -0.76 | β | 0.21 |
SEACOR Marine 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 SEACOR Marine's Buy-and-hold return. Our buy-and-hold chart shows how SEACOR Marine performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SEACOR Marine Market Price Analysis
Market price analysis indicators help investors to evaluate how SEACOR Marine stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SEACOR Marine shares will generate the highest return on investment. By understating and applying SEACOR Marine stock market price indicators, traders can identify SEACOR Marine position entry and exit signals to maximize returns.
SEACOR Marine Return and Market Media
The median price of SEACOR Marine for the period between Wed, Sep 25, 2024 and Tue, Dec 24, 2024 is 7.08 with a coefficient of variation of 18.14. The daily time series for the period is distributed with a sample standard deviation of 1.42, arithmetic mean of 7.82, and mean deviation of 1.33. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | SEACOR Marine GAAP EPS of -0.59, revenue of 68.92M | 10/31/2024 |
2 | Seacor Marine secures new 1M financing deal, orders two new vessels | 12/02/2024 |
3 | Investors push SEACOR Marine Holdings 13 percent lower this week, companys increasing losses might be to blame | 12/19/2024 |
About SEACOR Marine 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 SEACOR or other stocks. Alpha measures the amount that position in SEACOR Marine 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.004785 | 0.004258 | Price To Sales Ratio | 1.22 | 0.81 |
SEACOR Marine Upcoming Company Events
As portrayed in its financial statements, the presentation of SEACOR Marine's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SEACOR Marine's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SEACOR Marine's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SEACOR Marine. Please utilize our Beneish M Score to check the likelihood of SEACOR Marine's management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th 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 SEACOR Marine
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Check out SEACOR Marine Backtesting, SEACOR Marine Valuation, SEACOR Marine Correlation, SEACOR Marine Hype Analysis, SEACOR Marine Volatility, SEACOR Marine History and analyze SEACOR Marine Performance. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
SEACOR Marine 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.