Suro Capital Corp Stock Alpha and Beta Analysis
| SSSSL Stock | USD 24.35 0.15 0.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SuRo Capital Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in SuRo Capital over a specified time horizon. Remember, high SuRo 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 SuRo Capital's market risk premium analysis include:
Beta 0.0177 | Alpha 0.005548 | Risk 0.44 | Sharpe Ratio 0.0346 | Expected Return 0.0154 |
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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.
SuRo |
SuRo Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SuRo Capital market risk premium is the additional return an investor will receive from holding SuRo 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 SuRo 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 SuRo Capital's performance over market.| α | 0.01 | β | 0.02 |
SuRo 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 SuRo Capital's Buy-and-hold return. Our buy-and-hold chart shows how SuRo Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SuRo Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how SuRo 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 SuRo Capital shares will generate the highest return on investment. By understating and applying SuRo Capital stock market price indicators, traders can identify SuRo Capital position entry and exit signals to maximize returns.
SuRo Capital Return and Market Media
The median price of SuRo Capital for the period between Wed, Sep 25, 2024 and Tue, Dec 24, 2024 is 24.1 with a coefficient of variation of 0.7. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 24.13, and mean deviation of 0.14. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| SuRo Capital dividend paid on 30th of September 2024 | 09/30/2024 |
1 | Acquisition by Potter Leonard of 15015 shares of SuRo Capital subject to Rule 16b-3 | 10/09/2024 |
2 | SuRo Capital Corp. Reports Third Quarter 2024 Financial Results - GlobeNewswire | 11/07/2024 |
3 | SuRo Capital Corp. 6.00 percent Notes due 2026 Plans Quarterly Dividend of 0.38 | 12/05/2024 |
About SuRo 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 SuRo or other stocks. Alpha measures the amount that position in SuRo Capital Corp 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) | Dividend Yield | 0.3 | 0.23 | 0.00139 | 0.001321 | Price To Sales Ratio | 234.79 | 33.01 | 15.66 | 14.88 |
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 SuRo 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, SuRo Capital's short interest history, or implied volatility extrapolated from SuRo Capital options trading.
Build Portfolio with SuRo 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
Check out SuRo Capital Backtesting, SuRo Capital Valuation, SuRo Capital Correlation, SuRo Capital Hype Analysis, SuRo Capital Volatility, SuRo Capital History and analyze SuRo Capital Performance. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
SuRo Capital 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.