Stoneco Stock Alpha and Beta Analysis
| STNE Stock | USD 9.72 0.50 5.42% |
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 | Alpha 0.14 | Risk 2.76 | Sharpe Ratio 0.0799 | Expected Return 0.22 |
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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.
StoneCo |
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.| α | 0.14 | β | 1.00 |
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.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 15, 2024 and Sat, Mar 15, 2025 is 9.13 with a coefficient of variation of 6.89. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 8.92, and mean deviation of 0.52. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | StoneCo Time To Be Greedy - Seeking Alpha | 01/06/2025 |
2 | StoneCo Stock Price Up 7 percent - Whats Next - MarketBeat | 01/31/2025 |
3 | StoneCo Ltd. Stock Surges Amid Strong Financial Performance | 02/04/2025 |
4 | Tempus Wealth Planning LLC Takes Position in StoneCo Ltd. | 02/05/2025 |
5 | StoneCo Price Target Cut to 14.00 by Analysts at The Goldman Sachs Group | 02/07/2025 |
6 | StoneCo Ltd. Exceeds Market Returns Some Facts to Consider | 02/13/2025 |
7 | StoneCo Ltd. Stock Sinks As Market Gains What You Should Know | 02/19/2025 |
8 | Why StoneCo Ltd. Is Skyrocketing So Far In 2025 | 02/27/2025 |
9 | Is StoneCo Ltd. The Best Performing Fintech Stock to Buy According to Analysts | 03/05/2025 |
10 | StoneCo Ltd. Receives 14.38 Average PT from Brokerages | 03/11/2025 |
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 Outstanding | 863.49 | 782.27 | 899.61 | 854.63 | PTB Ratio | 1.2 | 2.01 | 2.31 | 2.2 |
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 |
Build Portfolio with StoneCo
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
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.