Standard Motor Products Stock Alpha and Beta Analysis
| SMP Stock | USD 26.54 0.36 1.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Standard Motor Products. It also helps investors analyze the systematic and unsystematic risks associated with investing in Standard over a specified time horizon. Remember, high Standard'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 Standard's market risk premium analysis include:
Beta 0.6 | Alpha (0.28) | Risk 1.55 | Sharpe Ratio (0.23) | Expected Return (0.35) |
Standard 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.
Standard |
Standard Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Standard market risk premium is the additional return an investor will receive from holding Standard 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 Standard. 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 Standard's performance over market.| α | -0.28 | β | 0.60 |
Standard 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 Standard's Buy-and-hold return. Our buy-and-hold chart shows how Standard performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Standard Market Price Analysis
Market price analysis indicators help investors to evaluate how Standard stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Standard shares will generate the highest return on investment. By understating and applying Standard stock market price indicators, traders can identify Standard position entry and exit signals to maximize returns.
Standard Return and Market Media
The median price of Standard for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 30.72 with a coefficient of variation of 5.48. The daily time series for the period is distributed with a sample standard deviation of 1.68, arithmetic mean of 30.57, and mean deviation of 1.13. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Ray Nicholas of 1909 shares of Standard subject to Rule 16b-3 | 01/16/2025 |
2 | Standard Motor Products, Inc. is a favorite amongst institutional investors who own 81 | 01/17/2025 |
3 | Standard Motor Products, Inc. Releases Fourth Quarter and 2024 Year-End Results | 02/27/2025 |
4 | Standard Motor Products Inc Q4 2024 Earnings Call Highlights Strong Finish with Robust ... | 02/28/2025 |
5 | Standard Motor Products, Inc. Q4 2024 Earnings Call Transcript | 03/03/2025 |
6 | Standard Motor Products, Inc. Sees Large Increase in Short Interest | 03/05/2025 |
7 | Standard Motor Products Loses -10.22 percent in 4 Weeks, Heres Why a Trend Reversal May be Around the Corner | 03/07/2025 |
8 | Disposition of 11005 shares by Dale Burks of Standard at 27.2 subject to Rule 16b-3 | 03/11/2025 |
9 | Standard Motor Products Hits New 1-Year Low Following Insider Selling | 03/13/2025 |
About Standard 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 Standard or other stocks. Alpha measures the amount that position in Standard Motor Products 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 | 0.031 | 0.0291 | 0.0375 | 0.0276 | Price To Sales Ratio | 0.55 | 0.64 | 0.46 | 0.42 |
Standard Upcoming Company Events
As portrayed in its financial statements, the presentation of Standard's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Standard's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Standard's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Standard. Please utilize our Beneish M Score to check the likelihood of Standard's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Standard
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Additional Tools for Standard Stock Analysis
When running Standard's price analysis, check to measure Standard's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Standard is operating at the current time. Most of Standard's value examination focuses on studying past and present price action to predict the probability of Standard's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Standard's price. Additionally, you may evaluate how the addition of Standard to your portfolios can decrease your overall portfolio volatility.