Super Retail (Australia) Alpha and Beta Analysis
| SUL Stock | 14.73 0.08 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Super Retail Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Super Retail over a specified time horizon. Remember, high Super Retail'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 Super Retail's market risk premium analysis include:
Beta 0.81 | Alpha (0.32) | Risk 1.76 | Sharpe Ratio (0.15) | Expected Return (0.26) |
Super Retail Quarterly Cash And Equivalents |
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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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Super Retail Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Super Retail market risk premium is the additional return an investor will receive from holding Super Retail 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 Super Retail. 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 Super Retail's performance over market.| α | -0.32 | β | 0.81 |
Super Retail 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 Super Retail's Buy-and-hold return. Our buy-and-hold chart shows how Super Retail performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Super Retail Market Price Analysis
Market price analysis indicators help investors to evaluate how Super Retail stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Super Retail shares will generate the highest return on investment. By understating and applying Super Retail stock market price indicators, traders can identify Super Retail position entry and exit signals to maximize returns.
Super Retail Return and Market Media
The median price of Super Retail for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 17.3 with a coefficient of variation of 9.21. The daily time series for the period is distributed with a sample standard deviation of 1.52, arithmetic mean of 16.53, and mean deviation of 1.42. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Super Retail Group Sets Date for 2024 AGM - TipRanks | 09/23/2024 |
2 | Super Retail Group Limiteds stock price dropped 3.2 percent last week individual investors would not be happy - Yahoo Finance | 11/05/2024 |
3 | Super Retail Group Appoints New Director Kate Burleigh - MSN | 11/20/2024 |
About Super Retail 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 Super or other stocks. Alpha measures the amount that position in Super Retail Group 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Super Retail in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Super Retail's short interest history, or implied volatility extrapolated from Super Retail options trading.
Build Portfolio with Super Retail
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Additional Tools for Super Stock Analysis
When running Super Retail's price analysis, check to measure Super Retail's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Super Retail is operating at the current time. Most of Super Retail's value examination focuses on studying past and present price action to predict the probability of Super Retail's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Super Retail's price. Additionally, you may evaluate how the addition of Super Retail to your portfolios can decrease your overall portfolio volatility.