Spectrum Brands Holdings Stock Alpha and Beta Analysis
| SPB Stock | USD 79.71 1.05 1.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Spectrum Brands Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Spectrum Brands over a specified time horizon. Remember, high Spectrum Brands' 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 Spectrum Brands' market risk premium analysis include:
Beta 0.47 | Alpha (0.17) | Risk 1.62 | Sharpe Ratio (0.14) | Expected Return (0.22) |
Spectrum Brands 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.
Spectrum |
Spectrum Brands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Spectrum Brands market risk premium is the additional return an investor will receive from holding Spectrum Brands 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 Spectrum Brands. 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 Spectrum Brands' performance over market.| α | -0.17 | β | 0.47 |
Spectrum Brands 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 Spectrum Brands' Buy-and-hold return. Our buy-and-hold chart shows how Spectrum Brands performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Spectrum Brands Market Price Analysis
Market price analysis indicators help investors to evaluate how Spectrum Brands stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Spectrum Brands shares will generate the highest return on investment. By understating and applying Spectrum Brands stock market price indicators, traders can identify Spectrum Brands position entry and exit signals to maximize returns.
Spectrum Brands Return and Market Media
The median price of Spectrum Brands for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 84.84 with a coefficient of variation of 5.91. The daily time series for the period is distributed with a sample standard deviation of 5.03, arithmetic mean of 85.13, and mean deviation of 3.9. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1526 shares by Jeremy Smeltser of Spectrum Brands at 94.88 subject to Rule 16b-3 | 12/06/2024 |
2 | Despite shrinking by US152m in the past week, Spectrum Brands Holdings shareholders are still up 60 percent over 5 years | 12/16/2024 |
3 | Acquisition by Sherianne James of 2392 shares of Spectrum Brands subject to Rule 16b-3 | 01/06/2025 |
4 | Spectrum Brands to Report Q1 Earnings Whats in the Offing | 02/03/2025 |
5 | Spectrum Fiscal Q1 Earnings Snapshot | 02/06/2025 |
6 | Spectrum Brands Holdings Inc Q1 2025 Earnings Call Highlights Strong EBITDA Growth and ... | 02/07/2025 |
7 | Summit Trail Advisors LLC Purchases New Shares in Spectrum Brands Holdings, Inc. | 02/13/2025 |
8 | Q4 Rundown Spectrum Brands Vs Other Household Products Stocks | 02/24/2025 |
About Spectrum Brands 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 Spectrum or other stocks. Alpha measures the amount that position in Spectrum Brands Holdings 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 | 0.0215 | 0.0176 | 0.0158 | 0.0165 | Price To Sales Ratio | 1.06 | 0.97 | 1.0 | 0.58 |
Spectrum Brands Upcoming Company Events
As portrayed in its financial statements, the presentation of Spectrum Brands' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Spectrum Brands' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Spectrum Brands' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Spectrum Brands. Please utilize our Beneish M Score to check the likelihood of Spectrum Brands' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 10th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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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Check out Spectrum Brands Backtesting, Spectrum Brands Valuation, Spectrum Brands Correlation, Spectrum Brands Hype Analysis, Spectrum Brands Volatility, Spectrum Brands History and analyze Spectrum Brands Performance. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Spectrum Brands 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.