Safehold Stock Alpha and Beta Analysis

SAFE Stock  USD 18.96  0.39  2.10%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Safehold. It also helps investors analyze the systematic and unsystematic risks associated with investing in Safehold over a specified time horizon. Remember, high Safehold'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 Safehold's market risk premium analysis include:
Beta
0.54
Alpha
(0.11)
Risk
2.48
Sharpe Ratio
(0.05)
Expected Return
(0.12)
Please note that although Safehold alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Safehold did 0.11  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Safehold stock's relative risk over its benchmark. Safehold has a beta of 0.54  . As returns on the market increase, Safehold's returns are expected to increase less than the market. However, during the bear market, the loss of holding Safehold is expected to be smaller as well. At present, Safehold's Enterprise Value Multiple is projected to decrease significantly based on the last few years of reporting.

Enterprise Value

451.05 Million

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.
  
Check out Safehold Backtesting, Safehold Valuation, Safehold Correlation, Safehold Hype Analysis, Safehold Volatility, Safehold History and analyze Safehold Performance.
For information on how to trade Safehold Stock refer to our How to Trade Safehold Stock guide.

Safehold Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Safehold market risk premium is the additional return an investor will receive from holding Safehold 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 Safehold. 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 Safehold's performance over market.
α-0.11   β0.54

Safehold 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 Safehold's Buy-and-hold return. Our buy-and-hold chart shows how Safehold performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Safehold Market Price Analysis

Market price analysis indicators help investors to evaluate how Safehold stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Safehold shares will generate the highest return on investment. By understating and applying Safehold stock market price indicators, traders can identify Safehold position entry and exit signals to maximize returns.

Safehold Return and Market Media

The median price of Safehold for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 17.99 with a coefficient of variation of 8.14. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 18.0, and mean deviation of 1.22. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Inside Aerie The 300 Million Doomsday Bunker With Opulent Suites And Robotic Staff
01/13/2025
 
Safehold dividend paid on 15th of January 2025
01/15/2025
2
Safehold Engages in Real Estate Development and Leasing
01/30/2025
3
Safehold targets multifamily expansion and 50M buyback in 2025
02/06/2025
4
Safehold Inc Q4 2024 Earnings Call Highlights Strong Portfolio Growth Amidst Interest ...
02/07/2025
5
CAMPAIGN FOR A SAFE AND HEALTHY CALIFORNIA LAUNCHES NEW STATEWIDE AD TO HOLD POLLUTERS ACCOUNTABLE
02/13/2025
6
Safestore Hits New 12-Month Low Heres What Happened
02/20/2025
7
Disposition of 19148 shares by Brett Asnas of Safehold subject to Rule 16b-3
02/28/2025
8
SAFE Partners with Claroty to Strengthen Cyber Risk Management for OT, IT, and IoT
03/04/2025
9
Insider Trading
03/07/2025
10
Acquisition by Jay Nydick of 7090 shares of Safehold subject to Rule 16b-3
03/13/2025

About Safehold 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 Safehold or other stocks. Alpha measures the amount that position in Safehold 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 Yield0.150.02910.03840.0364
Price To Sales Ratio2.344.483.613.43

Safehold Upcoming Company Events

As portrayed in its financial statements, the presentation of Safehold's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Safehold's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Safehold's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Safehold. Please utilize our Beneish M Score to check the likelihood of Safehold's management manipulating its earnings.
20th of February 2024
Upcoming Quarterly Report
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24th of April 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
20th of February 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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Build Portfolio with Safehold

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Safehold is a strong investment it is important to analyze Safehold's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Safehold's future performance. For an informed investment choice regarding Safehold Stock, refer to the following important reports:
Check out Safehold Backtesting, Safehold Valuation, Safehold Correlation, Safehold Hype Analysis, Safehold Volatility, Safehold History and analyze Safehold Performance.
For information on how to trade Safehold Stock refer to our How to Trade Safehold Stock guide.
You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Safehold 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.
A focus of Safehold technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Safehold trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...