Stellantis Nv Stock Alpha and Beta Analysis
| STLA Stock | USD 13.20 0.41 3.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stellantis NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stellantis over a specified time horizon. Remember, high Stellantis' 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 Stellantis' market risk premium analysis include:
Beta 0.85 | Alpha (0.44) | Risk 2.51 | 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.
Stellantis |
Stellantis Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stellantis market risk premium is the additional return an investor will receive from holding Stellantis 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 Stellantis. 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 Stellantis' performance over market.| α | -0.44 | β | 0.85 |
Stellantis 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 Stellantis' Buy-and-hold return. Our buy-and-hold chart shows how Stellantis performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stellantis Market Price Analysis
Market price analysis indicators help investors to evaluate how Stellantis stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stellantis shares will generate the highest return on investment. By understating and applying Stellantis stock market price indicators, traders can identify Stellantis position entry and exit signals to maximize returns.
Stellantis Return and Market Media
The median price of Stellantis for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 13.63 with a coefficient of variation of 8.25. The daily time series for the period is distributed with a sample standard deviation of 1.16, arithmetic mean of 14.09, and mean deviation of 1.01. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Stellantis And Infineon Forge Partnership For Future EV Power Solutions Details | 11/07/2024 |
2 | Over 5,000 New 2023 Dodge Chargers And Challengers Are Still Sitting On Dealer Lots | 11/13/2024 |
3 | Fam Fave Chrysler Fuels Family Fun, Best-in-class Overall Cargo Volume With New Chrysler Pacifica FAV Edition | 11/20/2024 |
4 | Jeep Owners Sue Stellantis Over Wranglers And Gladiators That Might Spontaneously Catch Fire | 11/21/2024 |
5 | Bosch recortar 5.500 empleos ante problemas de la industria automotriz | 11/22/2024 |
6 | The auto industry is pulling back on its capital junkie tendencies after unprecedented spending on EVs, self-driving | 11/25/2024 |
7 | UK to water down electric car making rules as Vauxhall closes factory, putting 1,100 jobs at risk | 11/26/2024 |
8 | Rising Jeep Prices Scaring Buyers Away To Rival Manufacturers | 11/27/2024 |
About Stellantis 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 Stellantis or other stocks. Alpha measures the amount that position in Stellantis NV 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.
| 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0833 | 0.0805 | 0.0946 | Price To Sales Ratio | 0.34 | 0.23 | 0.35 |
Stellantis Upcoming Company Events
As portrayed in its financial statements, the presentation of Stellantis' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Stellantis' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Stellantis' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Stellantis. Please utilize our Beneish M Score to check the likelihood of Stellantis' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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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Check out Stellantis Backtesting, Stellantis Valuation, Stellantis Correlation, Stellantis Hype Analysis, Stellantis Volatility, Stellantis History and analyze Stellantis Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Stellantis 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.