Stonex Group Stock Alpha and Beta Analysis
| SNEX Stock | USD 120.37 1.56 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stonex Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stonex over a specified time horizon. Remember, high Stonex'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 Stonex's market risk premium analysis include:
Beta 1.22 | Alpha 0.33 | Risk 2.07 | Sharpe Ratio 0.13 | Expected Return 0.28 |
Enterprise Value |
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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.
Stonex |
Stonex Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stonex market risk premium is the additional return an investor will receive from holding Stonex 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 Stonex. 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 Stonex's performance over market.| α | 0.33 | β | 1.22 |
Stonex 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 Stonex's Buy-and-hold return. Our buy-and-hold chart shows how Stonex performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stonex Market Price Analysis
Market price analysis indicators help investors to evaluate how Stonex stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stonex shares will generate the highest return on investment. By understating and applying Stonex stock market price indicators, traders can identify Stonex position entry and exit signals to maximize returns.
Stonex Return and Market Media
The median price of Stonex for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 103.92 with a coefficient of variation of 7.91. The daily time series for the period is distributed with a sample standard deviation of 8.41, arithmetic mean of 106.29, and mean deviation of 6.73. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Zacks.com featured highlights StoneX, Climb Global Solutions, Graham and Kingstone | 12/05/2024 |
2 | Disposition of 5000 shares by Mark Maurer of Stonex at 101.6022 subject to Rule 16b-3 | 12/12/2024 |
3 | Acquisition by Mark Maurer of 6922 shares of Stonex subject to Rule 16b-3 | 12/13/2024 |
4 | Disposition of 551 shares by Aaron Schroeder of Stonex at 99.21 subject to Rule 16b-3 | 12/16/2024 |
5 | Disposition of 100 shares by Charles Lyon of Stonex subject to Rule 16b-3 | 12/17/2024 |
6 | Traxys and HNK Alpha Execute First Nickel Sulphate Futures Block Trade on Abaxx Commodity Futures Exchange and Clearinghouse | 01/13/2025 |
7 | Disposition of 4426 shares by Diego Rotsztain of Stonex at 97.7462 subject to Rule 16b-3 | 01/17/2025 |
8 | Disposition of 6998 shares by Charles Lyon of Stonex at 68.5867 subject to Rule 16b-3 | 01/27/2025 |
9 | Acquisition by Radziwill John of 155 shares of Stonex subject to Rule 16b-3 | 01/31/2025 |
10 | StoneX Group Inc Q1 2025 Everything You Need To Know Ahead Of Earnings | 02/04/2025 |
11 | StoneX Group Inc Q1 2025 Earnings Call Highlights Record Revenues and Strategic Expansions | 02/07/2025 |
12 | What Makes StoneX Group a Good Fit for Trend Investing | 02/10/2025 |
13 | StoneX Group Inc Partners with Fiserv to Enhance Cross-Border Payments | 02/11/2025 |
14 | Advyzon Partners With StoneX Group Inc.s Global Clearing and Custody Services to Provide Comprehensive Wealth Management Platform | 02/12/2025 |
15 | Disposition of 15000 shares by Glenn Stevens of Stonex at 117.8197 subject to Rule 16b-3 | 02/18/2025 |
16 | 2025s The Showdown 5 Sets Sales Pace Record | 02/21/2025 |
About Stonex 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 Stonex or other stocks. Alpha measures the amount that position in Stonex Group 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 | 2024 | 2025 (projected) | Dividend Yield | 0.0192 | 0.0221 | 0.021 | Price To Sales Ratio | 0.0289 | 0.0288 | 0.0273 |
Stonex Upcoming Company Events
As portrayed in its financial statements, the presentation of Stonex's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Stonex's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Stonex's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Stonex. Please utilize our Beneish M Score to check the likelihood of Stonex's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Additional Tools for Stonex Stock Analysis
When running Stonex's price analysis, check to measure Stonex'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 Stonex is operating at the current time. Most of Stonex's value examination focuses on studying past and present price action to predict the probability of Stonex's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stonex's price. Additionally, you may evaluate how the addition of Stonex to your portfolios can decrease your overall portfolio volatility.