Stoneco Stock Alpha and Beta Analysis

STNE Stock  USD 10.99  0.46  4.02%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as StoneCo. It also helps investors analyze the systematic and unsystematic risks associated with investing in StoneCo over a specified time horizon. Remember, high StoneCo'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 StoneCo's market risk premium analysis include:
Beta
1.75
Alpha
0.58
Risk
3.28
Sharpe Ratio
0.18
Expected Return
0.6
Please note that although StoneCo alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, StoneCo did 0.58  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of StoneCo stock's relative risk over its benchmark. StoneCo has a beta of 1.75  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, StoneCo will likely underperform. As of March 29, 2025, Book Value Per Share is expected to decline to 23.54. In addition to that, Tangible Book Value Per Share is expected to decline to 14.02.

Enterprise Value

21.18 Billion

22.450.2129.32.919.632.722.321.2125%158%-75%-41%67%-32%-5%100%
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.
  
Check out StoneCo Backtesting, StoneCo Valuation, StoneCo Correlation, StoneCo Hype Analysis, StoneCo Volatility, StoneCo History and analyze StoneCo Performance.
For information on how to trade StoneCo Stock refer to our How to Trade StoneCo Stock guide.

StoneCo Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. StoneCo market risk premium is the additional return an investor will receive from holding StoneCo 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 StoneCo. 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 StoneCo's performance over market.
α0.58   β1.75
0.130.570.680.230.27315%19%-65%16%100%

StoneCo 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 StoneCo's Buy-and-hold return. Our buy-and-hold chart shows how StoneCo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
100%

StoneCo Market Price Analysis

Market price analysis indicators help investors to evaluate how StoneCo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading StoneCo shares will generate the highest return on investment. By understating and applying StoneCo stock market price indicators, traders can identify StoneCo position entry and exit signals to maximize returns.

StoneCo Return and Market Media

The median price of StoneCo for the period between Sun, Dec 29, 2024 and Sat, Mar 29, 2025 is 9.22 with a coefficient of variation of 10.6. The daily time series for the period is distributed with a sample standard deviation of 0.98, arithmetic mean of 9.26, and mean deviation of 0.75. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.15123456789102025FebMar 0102030
JavaScript chart by amCharts 3.21.15StoneCo StoneCo Dividend Benchmark Dow Jones Industrial
       Timeline  
1
Why STNE Stock Is Falling Today
01/16/2025
2
StoneCo Ltd. Exceeds Market Returns Some Facts to Consider
02/13/2025
3
Heres Why StoneCo Ltd. Fell More Than Broader Market
03/11/2025
4
Monaco Asset Management SAM Purchases New Shares in StoneCo Ltd.
03/14/2025
5
StoneCo Q4 2024 Earnings Preview - MSN
03/17/2025
6
StoneCo Ltd. Short Interest Update
03/18/2025
7
StoneCo Ltd Q4 2024 Earnings Call Highlights Surpassing Expectations with Strong ...
03/19/2025
8
StoneCo Full Year 2024 Earnings EPS Misses Expectations
03/20/2025
9
What Analysts Are Saying About StoneCo Stock - Benzinga
03/21/2025
10
STNE or PYCR Which Is the Better Value Stock Right Now
03/26/2025

About StoneCo 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 StoneCo or other stocks. Alpha measures the amount that position in StoneCo 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)
Days Sales Outstanding863.49782.27848.73806.3
PTB Ratio1.22.011.241.18

StoneCo Upcoming Company Events

As portrayed in its financial statements, the presentation of StoneCo's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, StoneCo's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of StoneCo's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of StoneCo. Please utilize our Beneish M Score to check the likelihood of StoneCo's management manipulating its earnings.
12th of March 2024
Upcoming Quarterly Report
View
15th of May 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
12th of March 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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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether StoneCo is a strong investment it is important to analyze StoneCo's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact StoneCo's future performance. For an informed investment choice regarding StoneCo Stock, refer to the following important reports:
Check out StoneCo Backtesting, StoneCo Valuation, StoneCo Correlation, StoneCo Hype Analysis, StoneCo Volatility, StoneCo History and analyze StoneCo Performance.
For information on how to trade StoneCo Stock refer to our How to Trade StoneCo Stock guide.
You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
StoneCo 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.
A focus of StoneCo technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of StoneCo trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

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