Sonoma Pharmaceuticals Stock Alpha and Beta Analysis
| SNOA Stock | USD 2.79 0.13 4.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sonoma Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sonoma Pharmaceuticals over a specified time horizon. Remember, high Sonoma Pharmaceuticals' 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 Sonoma Pharmaceuticals' market risk premium analysis include:
Beta 2.09 | Alpha (0.25) | Risk 7.28 | Sharpe Ratio 0.0329 | Expected Return 0.24 |
Enterprise Value |
|
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.
Sonoma |
Sonoma Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sonoma Pharmaceuticals market risk premium is the additional return an investor will receive from holding Sonoma Pharmaceuticals 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 Sonoma Pharmaceuticals. 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 Sonoma Pharmaceuticals' performance over market.| α | -0.25 | β | 2.09 |
Sonoma Pharmaceuticals 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 Sonoma Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how Sonoma Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sonoma Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how Sonoma Pharmaceuticals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sonoma Pharmaceuticals shares will generate the highest return on investment. By understating and applying Sonoma Pharmaceuticals stock market price indicators, traders can identify Sonoma Pharmaceuticals position entry and exit signals to maximize returns.
Sonoma Pharmaceuticals Return and Market Media
The median price of Sonoma Pharmaceuticals for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 2.94 with a coefficient of variation of 13.78. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 3.06, and mean deviation of 0.27. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Election Guide 2024 Healdsburg, Sonoma County Voter Guide | 11/04/2024 |
2 | Sonoma Pharmaceuticals Second Quarter 2025 Earnings EPS Beats Expectations, Revenues Lag | 11/12/2024 |
3 | When Is Santa Claus Coming To Sonoma Valley | 11/19/2024 |
4 | Creekside Partners Has 443,000 Stake in Williams-Sonoma, Inc. | 11/21/2024 |
5 | Williams-Sonoma Third Quarter 2025 Earnings EPS Beats Expectations | 11/22/2024 |
6 | Williams-Sonoma Inc Shares Up 4.16 percent on Nov 25 | 11/25/2024 |
7 | Despite Fast-paced Momentum, Sonoma Pharmaceuticals Is Still a Bargain Stock | 11/27/2024 |
About Sonoma Pharmaceuticals 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 Sonoma or other stocks. Alpha measures the amount that position in Sonoma Pharmaceuticals 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 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 5.26 | 10.46 | 13.16 | 13.82 | Days Of Inventory On Hand | 112.56 | 118.61 | 124.21 | 64.47 |
Sonoma Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of Sonoma Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sonoma Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sonoma Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sonoma Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Sonoma Pharmaceuticals' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 19th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 19th of June 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Sonoma Pharmaceuticals
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 Sonoma Pharmaceuticals Backtesting, Sonoma Pharmaceuticals Valuation, Sonoma Pharmaceuticals Correlation, Sonoma Pharmaceuticals Hype Analysis, Sonoma Pharmaceuticals Volatility, Sonoma Pharmaceuticals History and analyze Sonoma Pharmaceuticals Performance. For information on how to trade Sonoma Stock refer to our How to Trade Sonoma Stock guide.You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Sonoma Pharmaceuticals 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.