Starwood Property Trust Stock Alpha and Beta Analysis
| STWD Stock | USD 19.93 0.38 1.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Starwood Property Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Starwood Property over a specified time horizon. Remember, high Starwood Property'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 Starwood Property's market risk premium analysis include:
Beta 0.69 | Alpha 0.1 | Risk 1.2 | Sharpe Ratio 0.0235 | Expected Return 0.0281 |
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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.
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Starwood Property Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Starwood Property market risk premium is the additional return an investor will receive from holding Starwood Property 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 Starwood Property. 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 Starwood Property's performance over market.| α | 0.10 | β | 0.69 |
Starwood Property 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 Starwood Property's Buy-and-hold return. Our buy-and-hold chart shows how Starwood Property performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Starwood Property Market Price Analysis
Market price analysis indicators help investors to evaluate how Starwood Property stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Starwood Property shares will generate the highest return on investment. By understating and applying Starwood Property stock market price indicators, traders can identify Starwood Property position entry and exit signals to maximize returns.
Starwood Property Return and Market Media
The median price of Starwood Property for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 19.47 with a coefficient of variation of 2.53. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 19.47, and mean deviation of 0.41. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 8552 shares by Barry Sternlicht of Starwood Property subject to Rule 16b-3 | 12/20/2024 |
2 | Disposition of 233333 shares by Barry Sternlicht of Starwood Property subject to Rule 16b-3 | 12/31/2024 |
3 | Copycat suits corner Tides Kia and Andrade as creditors close in | 01/14/2025 |
| Starwood Property dividend paid on 15th of January 2025 | 01/15/2025 |
4 | Disposition of 21175 shares by Barry Sternlicht of Starwood Property subject to Rule 16b-3 | 01/31/2025 |
5 | Those who invested in Starwood Property Trust three years ago are up 11 | 02/25/2025 |
6 | Decoding Starwood Property Trust Inc A Strategic SWOT Insight | 02/28/2025 |
7 | Acquisition by Jeffrey Dishner of 50051 shares of Starwood Property subject to Rule 16b-3 | 03/03/2025 |
8 | JPMorgan Chase, Starwood Property lend 2B for AI data center - report | 03/04/2025 |
9 | CIM Group and Novva Data Centers Announce 2 Billion in New Financing to Accelerate Growth in Delivering Sustainable, Efficient Data Centers Across the Western U... | 03/05/2025 |
10 | Acquisition by Barry Sternlicht of 1350000 shares of Starwood Property subject to Rule 16b-3 | 03/06/2025 |
11 | Starwood Property Trust Announces 0.48 Per Share Dividend for First Quarter 2025 | 03/13/2025 |
About Starwood Property 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 Starwood or other stocks. Alpha measures the amount that position in Starwood Property Trust 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.
| 2023 | 2025 (projected) | Dividend Yield | 0.0923 | 0.072 | Price To Sales Ratio | 6.41 | 2.96 |
Starwood Property Upcoming Company Events
As portrayed in its financial statements, the presentation of Starwood Property's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Starwood Property's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Starwood Property's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Starwood Property. Please utilize our Beneish M Score to check the likelihood of Starwood Property's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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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Check out Starwood Property Backtesting, Starwood Property Valuation, Starwood Property Correlation, Starwood Property Hype Analysis, Starwood Property Volatility, Starwood Property History and analyze Starwood Property Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Starwood Property 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.