Suncoke Energy Stock Alpha and Beta Analysis
| SXC Stock | USD 9.13 0.30 3.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SunCoke Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in SunCoke Energy over a specified time horizon. Remember, high SunCoke Energy'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 SunCoke Energy's market risk premium analysis include:
Beta 0.52 | Alpha (0.22) | Risk 1.74 | Sharpe Ratio (0.12) | Expected Return (0.21) |
SunCoke Energy 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.
SunCoke |
SunCoke Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SunCoke Energy market risk premium is the additional return an investor will receive from holding SunCoke Energy 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 SunCoke Energy. 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 SunCoke Energy's performance over market.| α | -0.22 | β | 0.52 |
SunCoke Energy 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 SunCoke Energy's Buy-and-hold return. Our buy-and-hold chart shows how SunCoke Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SunCoke Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how SunCoke Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SunCoke Energy shares will generate the highest return on investment. By understating and applying SunCoke Energy stock market price indicators, traders can identify SunCoke Energy position entry and exit signals to maximize returns.
SunCoke Energy Return and Market Media
The median price of SunCoke Energy for the period between Mon, Dec 30, 2024 and Sun, Mar 30, 2025 is 9.56 with a coefficient of variation of 5.37. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 9.66, and mean deviation of 0.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SunCoke Energy Reports Strong 2024 Financial Results - TipRanks | 01/30/2025 |
2 | SunCoke Energy Inc Q4 2024 Earnings Call Highlights Record EBITDA and Dividend Increase ... | 01/31/2025 |
3 | SunCoke Energy, Inc. to Issue Quarterly Dividend of 0.12 on March 3rd | 02/12/2025 |
4 | Proactive Strategies - Stock Traders Daily | 02/19/2025 |
5 | Acquisition by Mark Marinko of 25421 shares of SunCoke Energy subject to Rule 16b-3 | 02/21/2025 |
6 | SunCoke Energy Full Year 2024 Earnings Beats Expectations | 02/24/2025 |
7 | SunCoke Energy, Inc. Position Cut by Olympiad Research LP - MarketBeat | 02/28/2025 |
| SunCoke Energy dividend paid on 3rd of March 2025 | 03/03/2025 |
8 | Disposition of 8791 shares by Mark Marinko of SunCoke Energy subject to Rule 16b-3 | 03/07/2025 |
9 | Proficio Capital Partners LLC Invests 469,000 in SunCoke Energy, Inc. - Defense World | 03/11/2025 |
10 | SunCoke Energy, Inc. Short Interest Up 19.0 percent in February - MarketBeat | 03/19/2025 |
11 | Proficio Capital Partners LLC Makes New Investment in SunCoke Energy, Inc. - MarketBeat | 03/25/2025 |
About SunCoke Energy 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 SunCoke or other stocks. Alpha measures the amount that position in SunCoke Energy 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 | 0.0326 | 0.0337 | 0.0413 | 0.0297 |
| Price To Sales Ratio | 0.37 | 0.44 | 0.47 | 0.61 |
SunCoke Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of SunCoke Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SunCoke Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SunCoke Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SunCoke Energy. Please utilize our Beneish M Score to check the likelihood of SunCoke Energy's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st 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 SunCoke Energy
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 SunCoke Energy Backtesting, SunCoke Energy Valuation, SunCoke Energy Correlation, SunCoke Energy Hype Analysis, SunCoke Energy Volatility, SunCoke Energy History and analyze SunCoke Energy Performance. For information on how to trade SunCoke Stock refer to our How to Trade SunCoke Stock guide.You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
SunCoke Energy 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.