Spirit Aerosystems Holdings Stock Alpha and Beta Analysis
| SPR Stock | USD 35.61 0.62 1.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Spirit Aerosystems Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Spirit Aerosystems over a specified time horizon. Remember, high Spirit Aerosystems' 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 Spirit Aerosystems' market risk premium analysis include:
Beta 0.56 | Alpha 0.15 | Risk 1.28 | Sharpe Ratio 0.0913 | Expected Return 0.12 |
Spirit Aerosystems 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.
Spirit |
Spirit Aerosystems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Spirit Aerosystems market risk premium is the additional return an investor will receive from holding Spirit Aerosystems 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 Spirit Aerosystems. 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 Spirit Aerosystems' performance over market.| α | 0.15 | β | 0.56 |
Spirit Aerosystems 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 Spirit Aerosystems' Buy-and-hold return. Our buy-and-hold chart shows how Spirit Aerosystems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Spirit Aerosystems Market Price Analysis
Market price analysis indicators help investors to evaluate how Spirit Aerosystems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Spirit Aerosystems shares will generate the highest return on investment. By understating and applying Spirit Aerosystems stock market price indicators, traders can identify Spirit Aerosystems position entry and exit signals to maximize returns.
Spirit Aerosystems Return and Market Media
The median price of Spirit Aerosystems for the period between Mon, Dec 23, 2024 and Sun, Mar 23, 2025 is 33.95 with a coefficient of variation of 1.87. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 33.95, and mean deviation of 0.49. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Brown Gregory Lewis of 8014 shares of Spirit Aerosystems subject to Rule 16b-3 | 01/28/2025 |
2 | Spirit Airlines New Chattanooga Service Arriving Soon with Nonstop Flights to Three East Coast Cities | 03/05/2025 |
3 | James Anderson snubbed in Hundred draft Rocky Flintoff overlooked by father | 03/12/2025 |
4 | Acquisition by Patrick Shanahan of 12820 shares of Spirit Aerosystems subject to Rule 16b-3 | 03/14/2025 |
5 | Spirit Airlines adding nonstop flights from Milwaukee to Los Angeles, Nashville and Baltimore in May | 03/17/2025 |
6 | Washington Spirit post huge jump in season-ticket holders | 03/18/2025 |
7 | Spirit Blockchain Capital Supports EOS Networks Vaulta Evolution, Reinforcing Commitment to Web3 Banking | 03/19/2025 |
8 | Tikis Grill Bar Brings Aloha Spirit to Japan with the Opening of Tikis Tokyo in Shibuya on April 25, 2025 | 03/20/2025 |
9 | Spirit AeroSystems Holdings Inc Shares Up 2.3 percent on Mar 21 | 03/21/2025 |
About Spirit Aerosystems 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 Spirit or other stocks. Alpha measures the amount that position in Spirit Aerosystems 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 | 0.001357 | 0.00156 | 0.001482 |
| Price To Sales Ratio | 0.62 | 0.63 | 1.06 |
Spirit Aerosystems Upcoming Company Events
As portrayed in its financial statements, the presentation of Spirit Aerosystems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Spirit Aerosystems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Spirit Aerosystems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Spirit Aerosystems. Please utilize our Beneish M Score to check the likelihood of Spirit Aerosystems' 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 | |
| 6th of February 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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Additional Tools for Spirit Stock Analysis
When running Spirit Aerosystems' price analysis, check to measure Spirit Aerosystems' 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 Spirit Aerosystems is operating at the current time. Most of Spirit Aerosystems' value examination focuses on studying past and present price action to predict the probability of Spirit Aerosystems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Spirit Aerosystems' price. Additionally, you may evaluate how the addition of Spirit Aerosystems to your portfolios can decrease your overall portfolio volatility.