Shengfeng Development Limited Stock Alpha and Beta Analysis
| SFWL Stock | 1.01 0.01 1.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shengfeng Development Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shengfeng Development over a specified time horizon. Remember, high Shengfeng Development'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 Shengfeng Development's market risk premium analysis include:
Beta 0.0421 | Alpha (0.27) | Risk 2.12 | Sharpe Ratio (0.14) | Expected Return (0.30) |
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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.
Shengfeng |
Shengfeng Development Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shengfeng Development market risk premium is the additional return an investor will receive from holding Shengfeng Development 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 Shengfeng Development. 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 Shengfeng Development's performance over market.| α | -0.27 | β | 0.04 |
Shengfeng Development 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 Shengfeng Development's Buy-and-hold return. Our buy-and-hold chart shows how Shengfeng Development performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shengfeng Development Market Price Analysis
Market price analysis indicators help investors to evaluate how Shengfeng Development stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shengfeng Development shares will generate the highest return on investment. By understating and applying Shengfeng Development stock market price indicators, traders can identify Shengfeng Development position entry and exit signals to maximize returns.
Shengfeng Development Return and Market Media
The median price of Shengfeng Development for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 1.05 with a coefficient of variation of 7.06. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 1.07, and mean deviation of 0.06. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Shengfeng Development Limited Reports 107.8 percent Revenue Increase from China Post Services During 2024 Double 11 Shopping Festival | 11/25/2024 |
2 | Shengfeng Logistics Stock Surges Amid Market Volatility | 12/31/2024 |
About Shengfeng Development 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 Shengfeng or other stocks. Alpha measures the amount that position in Shengfeng Development 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) | Days Sales Outstanding | 92.68 | 95.08 | 109.35 | 103.9 | PTB Ratio | 3.63 | 2.23 | 2.56 | 3.99 |
Shengfeng Development Upcoming Company Events
As portrayed in its financial statements, the presentation of Shengfeng Development's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Shengfeng Development's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Shengfeng Development's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Shengfeng Development. Please utilize our Beneish M Score to check the likelihood of Shengfeng Development's management manipulating its earnings.
| 6th of May 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Shengfeng Development Backtesting, Shengfeng Development Valuation, Shengfeng Development Correlation, Shengfeng Development Hype Analysis, Shengfeng Development Volatility, Shengfeng Development History and analyze Shengfeng Development Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Shengfeng Development 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.