Slm Corp Stock Alpha and Beta Analysis
| SLM Stock | USD 27.20 0.22 0.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SLM Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in SLM Corp over a specified time horizon. Remember, high SLM Corp'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 SLM Corp's market risk premium analysis include:
Beta 2.14 | Alpha 0.16 | Risk 2.57 | Sharpe Ratio 0.16 | Expected Return 0.4 |
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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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SLM Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SLM Corp market risk premium is the additional return an investor will receive from holding SLM Corp 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 SLM Corp. 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 SLM Corp's performance over market.| α | 0.16 | β | 2.14 |
SLM Corp 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 SLM Corp's Buy-and-hold return. Our buy-and-hold chart shows how SLM Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SLM Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how SLM Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SLM Corp shares will generate the highest return on investment. By understating and applying SLM Corp stock market price indicators, traders can identify SLM Corp position entry and exit signals to maximize returns.
SLM Corp Return and Market Media
The median price of SLM Corp for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 22.56 with a coefficient of variation of 7.23. The daily time series for the period is distributed with a sample standard deviation of 1.64, arithmetic mean of 22.72, and mean deviation of 1.2. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | 2 Top Stocks to Buy in September | 09/05/2024 |
| SLM Corp dividend paid on 16th of September 2024 | 09/16/2024 |
2 | Acquisition by Lavelle Mark L of 1207 shares of SLM Corp subject to Rule 16b-3 | 09/18/2024 |
3 | Sallie Mae to Release Third-Quarter 2024 Financial Results | 10/09/2024 |
4 | Sallie Mae GAAP EPS of -0.23 misses by 0.29, revenue of 383M beats by 14.5M | 10/23/2024 |
5 | ALLYs Post Q3 Earnings Review Time to Hold or Bet on the Stock | 10/29/2024 |
6 | Disposition of 4500 shares by Strong Robert S. of SLM Corp at 22.1122 subject to Rule 16b-3 | 11/01/2024 |
7 | Sallie Mae Awards 400,000 in Scholarships to Support Access to Higher Education | 11/04/2024 |
8 | Disposition of 4500 shares by Strong Robert S. of SLM Corp at 21.44 subject to Rule 16b-3 | 11/07/2024 |
9 | Sallie Mae Commemorates Veterans Day With 50,000 Grant to Folds Of Honor | 11/08/2024 |
10 | Microsoft-backed startup debuts task optimized enterprise AI models that run on CPUs | 11/12/2024 |
11 | SLM Corp Trading 3.42 percent Higher on Nov 21 | 11/21/2024 |
12 | Equities Analysts Set Expectations for SLM Q3 Earnings | 11/26/2024 |
About SLM Corp 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 SLM or other stocks. Alpha measures the amount that position in SLM 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 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0105 | 0.0284 | 0.0269 | 0.0459 | Price To Sales Ratio | 3.06 | 2.35 | 3.02 | 1.94 |
SLM Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of SLM Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SLM Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SLM Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SLM Corp. Please utilize our Beneish M Score to check the likelihood of SLM Corp's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 24th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with SLM Corp
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Align your risk with return expectations
Check out SLM Corp Backtesting, SLM Corp Valuation, SLM Corp Correlation, SLM Corp Hype Analysis, SLM Corp Volatility, SLM Corp History and analyze SLM Corp Performance. To learn how to invest in SLM Stock, please use our How to Invest in SLM Corp guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
SLM Corp 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.