Select Medical Holdings Stock Alpha and Beta Analysis
| SEM Stock | USD 16.77 0.19 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Select Medical Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Select Medical over a specified time horizon. Remember, high Select Medical'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 Select Medical's market risk premium analysis include:
Beta 1.31 | Alpha (0.11) | Risk 2.27 | Sharpe Ratio (0.11) | Expected Return (0.25) |
Select Medical Quarterly Cash And Equivalents |
|
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.
Select |
Select Medical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Select Medical market risk premium is the additional return an investor will receive from holding Select Medical 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 Select Medical. 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 Select Medical's performance over market.| α | -0.11 | β | 1.31 |
Select Medical 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 Select Medical's Buy-and-hold return. Our buy-and-hold chart shows how Select Medical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Select Medical Market Price Analysis
Market price analysis indicators help investors to evaluate how Select Medical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Select Medical shares will generate the highest return on investment. By understating and applying Select Medical stock market price indicators, traders can identify Select Medical position entry and exit signals to maximize returns.
Select Medical Return and Market Media
The median price of Select Medical for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 18.97 with a coefficient of variation of 4.42. The daily time series for the period is distributed with a sample standard deviation of 0.83, arithmetic mean of 18.87, and mean deviation of 0.65. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by James Ely of 798 shares of Select Medical at 22.56 subject to Rule 16b-3 | 01/21/2025 |
2 | Select Medical Holdings Co. Shares Sold by EMC Capital Management | 01/31/2025 |
3 | Select Medical Holdings Corporation Announces Results For Its Fourth Quarter and Year Ended December 31, 2024, Its 2025 Business Outlook, and Cash Dividend | 02/20/2025 |
4 | Earnings To Watch Select Medical Holdings Corp Reports Q4 2024 Result | 02/21/2025 |
5 | Select Medical Q4 Earnings Miss Estimates, Stock Down 7.2 | 02/24/2025 |
6 | Should You Think About Buying Select Medical Holdings Corporation Now | 02/25/2025 |
7 | Select Medical Holdings Soft Earnings Are Actually Better Than They Appear | 02/28/2025 |
About Select Medical 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 Select or other stocks. Alpha measures the amount that position in Select Medical 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0388 | 0.041 | 0.0275 | 0.0261 | Price To Sales Ratio | 0.26 | 0.23 | 0.45 | 0.48 |
Select Medical Upcoming Company Events
As portrayed in its financial statements, the presentation of Select Medical's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Select Medical's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Select Medical's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Select Medical. Please utilize our Beneish M Score to check the likelihood of Select Medical's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Select Medical
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 Select Medical Backtesting, Select Medical Valuation, Select Medical Correlation, Select Medical Hype Analysis, Select Medical Volatility, Select Medical History and analyze Select Medical Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Select Medical 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.