Sociedad Quimica Y Stock Alpha and Beta Analysis
| SQM Stock | USD 43.07 1.00 2.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sociedad Quimica y. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sociedad Quimica over a specified time horizon. Remember, high Sociedad Quimica'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 Sociedad Quimica's market risk premium analysis include:
Beta 0.003 | Alpha 0.17 | Risk 2.38 | Sharpe Ratio 0.11 | Expected Return 0.26 |
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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.
Sociedad |
Sociedad Quimica Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sociedad Quimica market risk premium is the additional return an investor will receive from holding Sociedad Quimica 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 Sociedad Quimica. 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 Sociedad Quimica's performance over market.| α | 0.17 | β | 0 |
Sociedad Quimica 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 Sociedad Quimica's Buy-and-hold return. Our buy-and-hold chart shows how Sociedad Quimica performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sociedad Quimica Market Price Analysis
Market price analysis indicators help investors to evaluate how Sociedad Quimica stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sociedad Quimica shares will generate the highest return on investment. By understating and applying Sociedad Quimica stock market price indicators, traders can identify Sociedad Quimica position entry and exit signals to maximize returns.
Sociedad Quimica Return and Market Media
The median price of Sociedad Quimica for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 38.9 with a coefficient of variation of 3.81. The daily time series for the period is distributed with a sample standard deviation of 1.49, arithmetic mean of 39.0, and mean deviation of 1.2. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SQM Stock Surges 5 percent Amid Positive Market Activity | 01/06/2025 |
2 | February 2025s Stocks That May Be Priced Below Estimated Value | 02/06/2025 |
3 | Sociedad Quimica Y Minera De Chile SA Shares Gap Down to on Feb 14 | 02/14/2025 |
4 | ICL Group Rallies 31 percent in 3 Months Time to Snap Up the Stock | 02/24/2025 |
5 | Robeco Schweiz AG Sells 82,403 Shares of Sociedad Qumica y Minera de Chile S.A. - MarketBeat | 02/27/2025 |
6 | SQM sees 500M less spending this year due to lithium price slump | 03/06/2025 |
7 | Scotiabank Has Pessimistic Outlook of SQM FY2025 Earnings - Defense World | 03/13/2025 |
About Sociedad Quimica 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 Sociedad or other stocks. Alpha measures the amount that position in Sociedad Quimica y 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 | 2025 (projected) | Dividend Yield | 0.0973 | 0.0854 | 0.006096 | Price To Sales Ratio | 2.15 | 2.31 | 4.09 |
Sociedad Quimica Upcoming Company Events
As portrayed in its financial statements, the presentation of Sociedad Quimica's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sociedad Quimica's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sociedad Quimica's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sociedad Quimica. Please utilize our Beneish M Score to check the likelihood of Sociedad Quimica's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 16th 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 Sociedad Quimica
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Check out Sociedad Quimica Backtesting, Sociedad Quimica Valuation, Sociedad Quimica Correlation, Sociedad Quimica Hype Analysis, Sociedad Quimica Volatility, Sociedad Quimica History and analyze Sociedad Quimica Performance. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Sociedad Quimica 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.