Stepan Company Stock Alpha and Beta Analysis
| SCL Stock | USD 57.69 0.85 1.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stepan Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stepan over a specified time horizon. Remember, high Stepan'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 Stepan's market risk premium analysis include:
Beta 1.01 | Alpha (0.24) | Risk 1.92 | Sharpe Ratio (0.19) | Expected Return (0.36) |
Stepan Quarterly Cash And Equivalents |
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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.
Stepan |
Stepan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stepan market risk premium is the additional return an investor will receive from holding Stepan 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 Stepan. 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 Stepan's performance over market.| α | -0.24 | β | 1.01 |
Stepan 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 Stepan's Buy-and-hold return. Our buy-and-hold chart shows how Stepan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stepan Market Price Analysis
Market price analysis indicators help investors to evaluate how Stepan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stepan shares will generate the highest return on investment. By understating and applying Stepan stock market price indicators, traders can identify Stepan position entry and exit signals to maximize returns.
Stepan Return and Market Media
The median price of Stepan for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 62.85 with a coefficient of variation of 7.24. The daily time series for the period is distributed with a sample standard deviation of 4.62, arithmetic mean of 63.86, and mean deviation of 3.38. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Stepan dividend paid on 13th of December 2024 | 12/13/2024 |
1 | Insider Trading | 12/16/2024 |
2 | Lipids Industry Trends and Company Analysis 2025-2033, Featuring NOF Corporation, Stepan Company, Archer Daniels Midland, Cargill, Kerry Group, BASF, Merck, Kon... | 01/24/2025 |
3 | Compass Minerals Reports Q1 Loss, Tops Revenue Estimates | 02/10/2025 |
4 | Disposition of 17874 shares by Stepan F Quinn Jr of Stepan at 61.568 subject to Rule 16b-3 | 02/13/2025 |
5 | Stepan Co. Q4 Earnings Snapshot | 02/19/2025 |
6 | Acquisition by Lewis Susan of 500 shares of Stepan at 63.5306 subject to Rule 16b-3 | 02/25/2025 |
7 | We Wouldnt Be Too Quick To Buy Stepan Company Before It Goes Ex-Dividend | 02/26/2025 |
8 | Acquisition by Richard Stepan of 350 shares of Stepan subject to Rule 16b-3 | 02/27/2025 |
9 | Stepan Co Stock Price Down 3.27 percent on Mar 3 | 03/03/2025 |
10 | Disposition of 185 shares by Robert Haire of Stepan at 57.275 subject to Rule 16b-3 | 03/04/2025 |
11 | Acquisition by Samuel Hinrichsen of tradable shares of Stepan subject to Rule 16b-3 | 03/05/2025 |
12 | Disposition of 49154 shares by Stepan F Quinn Jr of Stepan subject to Rule 16b-3 | 03/06/2025 |
13 | Disposition of 857 shares by Luis Rojo of Stepan subject to Rule 16b-3 | 03/07/2025 |
14 | Polyols Market to Reach USD 57.55 Billion by 2032, Driven by Rising Demand for High-Performance Polyurethane Foams SNS Insider | 03/11/2025 |
| Stepan dividend paid on 14th of March 2025 | 03/14/2025 |
About Stepan 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 Stepan or other stocks. Alpha measures the amount that position in Stepan Company 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 | 0.0126 | 0.0153 | 0.0222 | 0.0239 | Price To Sales Ratio | 0.87 | 0.93 | 0.68 | 0.42 |
Stepan Upcoming Company Events
As portrayed in its financial statements, the presentation of Stepan's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Stepan's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Stepan's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Stepan. Please utilize our Beneish M Score to check the likelihood of Stepan's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Stepan 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.