Sprott Focus Trust Stock Alpha and Beta Analysis
| FUND Stock | USD 7.19 0.03 0.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sprott Focus Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sprott Focus over a specified time horizon. Remember, high Sprott Focus' 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 Sprott Focus' market risk premium analysis include:
Beta 0.65 | Alpha (0.05) | Risk 0.9 | Sharpe Ratio (0.11) | Expected Return (0.1) |
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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.
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Sprott Focus Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sprott Focus market risk premium is the additional return an investor will receive from holding Sprott Focus 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 Sprott Focus. 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 Sprott Focus' performance over market.| α | -0.05 | β | 0.65 |
Sprott Focus 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 Sprott Focus' Buy-and-hold return. Our buy-and-hold chart shows how Sprott Focus performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sprott Focus Market Price Analysis
Market price analysis indicators help investors to evaluate how Sprott Focus stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sprott Focus shares will generate the highest return on investment. By understating and applying Sprott Focus stock market price indicators, traders can identify Sprott Focus position entry and exit signals to maximize returns.
Sprott Focus Return and Market Media
The median price of Sprott Focus for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 7.58 with a coefficient of variation of 2.52. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 7.54, and mean deviation of 0.16. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 3000 shares by George W Whitney of Sprott Focus at 7.65 subject to Rule 16b-3 | 12/16/2024 |
2 | Acquisition by George W Whitney of 20000 shares of Sprott Focus at 8.222 subject to Rule 16b-3 | 12/18/2024 |
3 | Sprott Focus Trust stock hits 52-week low at 7.23 - Investing.com | 12/23/2024 |
4 | Acquisition by George W Whitney of 19985 shares of Sprott Focus at 6.6974 subject to Rule 16b-3 | 12/27/2024 |
| Sprott Focus dividend paid on 30th of December 2024 | 12/30/2024 |
5 | Disposition of 7620 shares by George W Whitney of Sprott Focus at 7.47 subject to Rule 16b-3 | 01/06/2025 |
6 | Disposition of 5100 shares by George W Whitney of Sprott Focus at 7.43 subject to Rule 16b-3 | 01/07/2025 |
7 | T. ROWE PRICE CAPITAL APPRECIATION FUND ESTABLISHES NEW RECORD FOR PERFORMANCE CONSISTENCY | 01/14/2025 |
8 | GENESIS AND GENESIS INSPIRATION FOUNDATION FUND LOCAL YOUTH SPORTS AND ARTS PROGRAMS AT GENESIS OF CHANDLER GRAND OPENING | 02/03/2025 |
9 | ACTRESS PRODUCER JENNA DEWAN TO HOST LA ART SHOW OPENING NIGHT PREMIERE PARTY SUPPORTING AMERICAN HEART ASSOCIATIONS LIFE IS WHYCAMPAIGN AND CALIFORNIA COMMUNIT... | 02/07/2025 |
10 | NYC BUILDING CONSTRUCTION INDUSTRY SAFETY FUND ANNOUNCES MAJOR CAMPAIGN TO COMBAT FENTANYL-OPIOID CRISIS | 02/11/2025 |
11 | NEUBERGER BERMAN ACHIEVES SIGNIFICANT ASSET BASED FINANCE MILESTONE WITH OVER 1.6 BILLION FUNDRAISE FOR SPECIALTY FINANCE FUND III | 02/18/2025 |
12 | Disposition of 9000 shares by George W Whitney of Sprott Focus subject to Rule 16b-3 | 02/21/2025 |
13 | NEUBERGER BERMAN REAL ESTATE SECURITIES INCOME FUND ANNOUNCES FINAL RESULTS OF RIGHTS OFFERING | 02/26/2025 |
14 | JOHN HANCOCK TAX-ADVANTAGED DIVIDEND INCOME FUND NOTICE TO SHAREHOLDERS - SOURCES OF DISTRIBUTION UNDER SECTION 19 | 02/28/2025 |
15 | Sprott Focus Trust, Inc. Declares First Quarter Common Stock Distribution of 0. ... | 03/04/2025 |
16 | Sprott Focus Trust, Inc. to Issue Quarterly Dividend of 0.13 | 03/12/2025 |
About Sprott Focus 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 Sprott or other stocks. Alpha measures the amount that position in Sprott Focus Trust 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.
| 2024 | 2025 (projected) | Payables Turnover | 30.6K | 32.2K | Days Of Inventory On Hand | 34.52 | 49.53 |
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 Sprott Focus 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, Sprott Focus' short interest history, or implied volatility extrapolated from Sprott Focus options trading.
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Check out Sprott Focus Backtesting, Sprott Focus Valuation, Sprott Focus Correlation, Sprott Focus Hype Analysis, Sprott Focus Volatility, Sprott Focus History and analyze Sprott Focus Performance. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Sprott Focus 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.