Sage Group (UK) Alpha and Beta Analysis
| SGE Stock | 1,290 15.50 1.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sage Group PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sage Group over a specified time horizon. Remember, high Sage Group'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 Sage Group's market risk premium analysis include:
Beta 0.0629 | Alpha 0.39 | Risk 2.45 | Sharpe Ratio 0.16 | Expected Return 0.39 |
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.
Sage |
Sage Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sage Group market risk premium is the additional return an investor will receive from holding Sage Group 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 Sage Group. 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 Sage Group's performance over market.| α | 0.39 | β | 0.06 |
Sage Group 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 Sage Group's Buy-and-hold return. Our buy-and-hold chart shows how Sage Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sage Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Sage Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sage Group shares will generate the highest return on investment. By understating and applying Sage Group stock market price indicators, traders can identify Sage Group position entry and exit signals to maximize returns.
Sage Group Return and Market Media
The median price of Sage Group for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 1036.5 with a coefficient of variation of 12.12. The daily time series for the period is distributed with a sample standard deviation of 135.64, arithmetic mean of 1119.51, and mean deviation of 126.45. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Sage Group 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 Sage or other stocks. Alpha measures the amount that position in Sage Group PLC 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.
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 Sage Group 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, Sage Group's short interest history, or implied volatility extrapolated from Sage Group options trading.
Build Portfolio with Sage Group
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.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in Sage Stock
Sage Group financial ratios help investors to determine whether Sage Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sage with respect to the benefits of owning Sage Group security.