Sandy Spring Bancorp Stock Alpha and Beta Analysis

SASR Stock  USD 28.82  0.23  0.79%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sandy Spring Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sandy Spring over a specified time horizon. Remember, high Sandy Spring'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 Sandy Spring's market risk premium analysis include:
Beta
1.13
Alpha
(0.26)
Risk
1.81
Sharpe Ratio
(0.13)
Expected Return
(0.23)
Please note that although Sandy Spring 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, Sandy Spring did 0.26  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 Sandy Spring Bancorp stock's relative risk over its benchmark. Sandy Spring Bancorp has a beta of 1.13  . Sandy Spring returns are very sensitive to returns on the market. As the market goes up or down, Sandy Spring is expected to follow. At this time, Sandy Spring's Book Value Per Share is relatively stable compared to the past year. As of 03/21/2025, Tangible Book Value Per Share is likely to grow to 28.38, while Enterprise Value Over EBITDA is likely to drop 6.02.

Enterprise Value

1.51 Billion

5%
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 Sandy Spring Backtesting, Sandy Spring Valuation, Sandy Spring Correlation, Sandy Spring Hype Analysis, Sandy Spring Volatility, Sandy Spring History and analyze Sandy Spring Performance.

Sandy Spring Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sandy Spring market risk premium is the additional return an investor will receive from holding Sandy Spring 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 Sandy Spring. 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 Sandy Spring's performance over market.
α-0.26   β1.13
100%

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

Sandy Spring Market Price Analysis

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

Sandy Spring Return and Market Media

The median price of Sandy Spring for the period between Sat, Dec 21, 2024 and Fri, Mar 21, 2025 is 33.14 with a coefficient of variation of 5.86. The daily time series for the period is distributed with a sample standard deviation of 1.91, arithmetic mean of 32.5, and mean deviation of 1.54. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.1512345678910111213142025FebMar -20-15-10-50
JavaScript chart by amCharts 3.21.15Sandy Spring Bancorp Sandy Spring Bancorp Dividend Benchmark Dow Jones Industrial
       Timeline  
1
Disposition of 1487 shares by Caceres R Louis of Sandy Spring at 34.58 subject to Rule 16b-3
12/26/2024
2
Disposition of 1989 shares by Aaron Kaslow of Sandy Spring at 34.58 subject to Rule 16b-3
12/30/2024
3
Acquisition by Caceres R Louis of 5977 shares of Sandy Spring subject to Rule 16b-3
12/31/2024
4
Sandy Spring Bancorp is Oversold - Nasdaq
01/02/2025
5
Atlantic Union Bankshares Corp Q4 2024 Earnings Call Highlights Strong Loan Growth ...
01/24/2025
6
Sandy Spring Bancorp Q4 Earnings Snapshot
01/28/2025
7
Sandy Spring Bancorp declares 0.34 dividend
01/30/2025
8
Sandy Spring Bancorp, Inc. Announces Quarterly Dividend of 0.34
01/31/2025
9
Atlantic Union and Sandy Springs 1.6bn merger deal secure approvals
02/06/2025
 
Sandy Spring dividend paid on 19th of February 2025
02/19/2025
10
Analyzing Nicolet Bankshares Sandy Spring Bancorp
02/28/2025
11
Sandy Spring Bancorp Enters Oversold Territory - Nasdaq
03/06/2025
12
Disposition of 450 shares by Aaron Kaslow of Sandy Spring at 28.59 subject to Rule 16b-3
03/12/2025
13
Disposition of 1812 shares by Obrien Joseph J Jr of Sandy Spring at 34.58 subject to Rule 16b-3
03/17/2025
14
Sandy Spring Bancorp Coverage Initiated by Analysts at StockNews.com - MarketBeat
03/20/2025

About Sandy Spring 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 Sandy or other stocks. Alpha measures the amount that position in Sandy Spring Bancorp 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 Yield0.03880.05010.04060.0234
Price To Sales Ratio3.182.912.262.15

Sandy Spring Upcoming Company Events

As portrayed in its financial statements, the presentation of Sandy Spring's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sandy Spring's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sandy Spring's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sandy Spring. Please utilize our Beneish M Score to check the likelihood of Sandy Spring's management manipulating its earnings.
18th of April 2024
Upcoming Quarterly Report
View
23rd of July 2024
Next Financial Report
View
31st of March 2024
Next Fiscal Quarter End
View
28th of January 2025
Next Fiscal Year End
View
31st of December 2023
Last Quarter Report
View
31st of December 2023
Last Financial Announcement
View

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Additional Tools for Sandy Stock Analysis

When running Sandy Spring's price analysis, check to measure Sandy Spring's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sandy Spring is operating at the current time. Most of Sandy Spring's value examination focuses on studying past and present price action to predict the probability of Sandy Spring's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sandy Spring's price. Additionally, you may evaluate how the addition of Sandy Spring to your portfolios can decrease your overall portfolio volatility.

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