Sigma Lithium Resources Stock Alpha and Beta Analysis
| SGML Stock | USD 11.75 0.05 0.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sigma Lithium Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sigma Lithium over a specified time horizon. Remember, high Sigma Lithium'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 Sigma Lithium's market risk premium analysis include:
Beta 0.73 | Alpha (0.19) | Risk 3.09 | Sharpe Ratio (0.06) | Expected Return (0.18) |
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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Sigma Lithium Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sigma Lithium market risk premium is the additional return an investor will receive from holding Sigma Lithium 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 Sigma Lithium. 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 Sigma Lithium's performance over market.| α | -0.19 | β | 0.73 |
Sigma Lithium 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 Sigma Lithium's Buy-and-hold return. Our buy-and-hold chart shows how Sigma Lithium performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sigma Lithium Market Price Analysis
Market price analysis indicators help investors to evaluate how Sigma Lithium stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sigma Lithium shares will generate the highest return on investment. By understating and applying Sigma Lithium stock market price indicators, traders can identify Sigma Lithium position entry and exit signals to maximize returns.
Sigma Lithium Return and Market Media
The median price of Sigma Lithium for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 11.52 with a coefficient of variation of 6.15. The daily time series for the period is distributed with a sample standard deviation of 0.72, arithmetic mean of 11.64, and mean deviation of 0.58. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sigma Lithium 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 Sigma or other stocks. Alpha measures the amount that position in Sigma Lithium Resources 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.
Sigma Lithium Upcoming Company Events
As portrayed in its financial statements, the presentation of Sigma Lithium's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sigma Lithium's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sigma Lithium's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sigma Lithium. Please utilize our Beneish M Score to check the likelihood of Sigma Lithium's management manipulating its earnings.
| 10th of June 2024 Upcoming Quarterly Report | View | |
| 8th of August 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 10th of June 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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Check out Sigma Lithium Backtesting, Sigma Lithium Valuation, Sigma Lithium Correlation, Sigma Lithium Hype Analysis, Sigma Lithium Volatility, Sigma Lithium History and analyze Sigma Lithium Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Sigma Lithium 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.