Seneca Foods Corp Stock Alpha and Beta Analysis
| SENEA Stock | USD 71.00 0.76 1.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Seneca Foods Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Seneca Foods over a specified time horizon. Remember, high Seneca Foods' 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 Seneca Foods' market risk premium analysis include:
Beta 0.86 | Alpha 0.15 | Risk 1.72 | Sharpe Ratio 0.16 | Expected Return 0.28 |
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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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Seneca Foods Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Seneca Foods market risk premium is the additional return an investor will receive from holding Seneca Foods 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 Seneca Foods. 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 Seneca Foods' performance over market.| α | 0.15 | β | 0.86 |
Seneca Foods 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 Seneca Foods' Buy-and-hold return. Our buy-and-hold chart shows how Seneca Foods performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Seneca Foods Market Price Analysis
Market price analysis indicators help investors to evaluate how Seneca Foods stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Seneca Foods shares will generate the highest return on investment. By understating and applying Seneca Foods stock market price indicators, traders can identify Seneca Foods position entry and exit signals to maximize returns.
Seneca Foods Return and Market Media
The median price of Seneca Foods for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 62.45 with a coefficient of variation of 5.23. The daily time series for the period is distributed with a sample standard deviation of 3.32, arithmetic mean of 63.43, and mean deviation of 2.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Discretionary transaction by Stuart Donald J of tradable shares of Seneca Foods subject to Rule 16b-3 | 09/06/2024 |
2 | Seneca Foods Corp stock hits 52-week high at 64.5 - Investing.com | 09/26/2024 |
3 | Acquisition by Carl Cichetti of 1 shares of Seneca Foods subject to Rule 16b-3 | 11/05/2024 |
4 | SENEA Stock Down Following YY Q2 Earnings Decline, Gross Margin Down | 11/07/2024 |
5 | Acquisition by Michael Wolcott of 476 shares of Seneca Foods at 50.0 subject to Rule 16b-3 | 11/08/2024 |
6 | Seneca Foods stock soars to all-time high of 68.98 - Investing.com | 11/15/2024 |
7 | Seneca Foods Corporation A Bull Case Theory | 11/22/2024 |
About Seneca Foods 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 Seneca or other stocks. Alpha measures the amount that position in Seneca Foods Corp 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.
| 2021 | 2024 (projected) | Dividend Yield | 5.1E-5 | 5.3E-5 | Price To Sales Ratio | 0.32 | 0.39 |
Seneca Foods Upcoming Company Events
As portrayed in its financial statements, the presentation of Seneca Foods' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Seneca Foods' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Seneca Foods' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Seneca Foods. Please utilize our Beneish M Score to check the likelihood of Seneca Foods' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Seneca Foods
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Check out Seneca Foods Backtesting, Seneca Foods Valuation, Seneca Foods Correlation, Seneca Foods Hype Analysis, Seneca Foods Volatility, Seneca Foods History and analyze Seneca Foods Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Seneca Foods 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.