Source Capital Closed Stock Alpha and Beta Analysis
| SOR Stock | USD 41.78 0.17 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Source Capital Closed. It also helps investors analyze the systematic and unsystematic risks associated with investing in Source Capital over a specified time horizon. Remember, high Source Capital'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 Source Capital's market risk premium analysis include:
Beta 0.25 | Alpha 0.0173 | Risk 0.89 | Sharpe Ratio (0.01) | Expected Return (0.01) |
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.
Source |
Source Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Source Capital market risk premium is the additional return an investor will receive from holding Source Capital 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 Source Capital. 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 Source Capital's performance over market.| α | 0.02 | β | 0.25 |
Source Capital 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 Source Capital's Buy-and-hold return. Our buy-and-hold chart shows how Source Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Source Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Source Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Source Capital shares will generate the highest return on investment. By understating and applying Source Capital stock market price indicators, traders can identify Source Capital position entry and exit signals to maximize returns.
Source Capital Return and Market Media
The median price of Source Capital for the period between Fri, Dec 27, 2024 and Thu, Mar 27, 2025 is 41.97 with a coefficient of variation of 0.99. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 41.96, and mean deviation of 0.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Source Capital dividend paid on 30th of December 2024 | 12/30/2024 |
1 | Source Capital Stock Hits All-Time High at 45.9 Amid Growth - Investing.com | 01/02/2025 |
2 | Source Capital Provides Update on Discount Management Program and Private Credit Investments ... | 01/16/2025 |
3 | Source Capital Declares March 2025 Distribution on Common Stock | 01/23/2025 |
4 | Major 180 Degree Capital Shareholder Demands Board Consider Source Capital Merger Offer - StockTitan | 01/27/2025 |
| Source Capital dividend paid on 31st of January 2025 | 01/31/2025 |
5 | Marlton Partners Expresses Concern About the Proposed Merger of 180 Degree Capital Corp. ... | 02/11/2025 |
| Source Capital dividend paid on 28th of February 2025 | 02/28/2025 |
6 | Disposition of 750 shares by A Pisano of Source Capital at 35.76 subject to Rule 16b-3 | 03/12/2025 |
7 | IndusInd Bank Promoters will infuse capital into bank if and when required, says Ashok Hinduja - Business Today | 03/18/2025 |
8 | Source Capital declares 0.2083 dividend | 03/21/2025 |
9 | Source Capital, Inc. Year-End 2024 Commentary - Seeking Alpha | 03/25/2025 |
About Source Capital 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 Source or other stocks. Alpha measures the amount that position in Source Capital Closed 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 | 2024 | 2025 (projected) | |
| Payables Turnover | 0.56 | 1.27 | 1.46 | 1.38 |
| Days Of Inventory On Hand | 1.15E-4 | 4.0K | 3.6K | 2.1K |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Source Capital in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Source Capital's short interest history, or implied volatility extrapolated from Source Capital options trading.
Build Portfolio with Source Capital
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
Additional Tools for Source Stock Analysis
When running Source Capital's price analysis, check to measure Source Capital'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 Source Capital is operating at the current time. Most of Source Capital's value examination focuses on studying past and present price action to predict the probability of Source Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Source Capital's price. Additionally, you may evaluate how the addition of Source Capital to your portfolios can decrease your overall portfolio volatility.