Smurfit Westrock Plc Stock Alpha and Beta Analysis
| SW Stock | 44.21 1.50 3.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Smurfit WestRock plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Smurfit WestRock over a specified time horizon. Remember, high Smurfit WestRock'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 Smurfit WestRock's market risk premium analysis include:
Beta 1.41 | Alpha (0.17) | Risk 2.35 | Sharpe Ratio (0.12) | Expected Return (0.28) |
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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.
Smurfit |
Smurfit WestRock Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Smurfit WestRock market risk premium is the additional return an investor will receive from holding Smurfit WestRock 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 Smurfit WestRock. 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 Smurfit WestRock's performance over market.| α | -0.17 | β | 1.41 |
Smurfit WestRock 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 Smurfit WestRock's Buy-and-hold return. Our buy-and-hold chart shows how Smurfit WestRock performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Smurfit WestRock Market Price Analysis
Market price analysis indicators help investors to evaluate how Smurfit WestRock stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Smurfit WestRock shares will generate the highest return on investment. By understating and applying Smurfit WestRock stock market price indicators, traders can identify Smurfit WestRock position entry and exit signals to maximize returns.
Smurfit WestRock Return and Market Media
The median price of Smurfit WestRock for the period between Mon, Dec 23, 2024 and Sun, Mar 23, 2025 is 52.99 with a coefficient of variation of 6.82. The daily time series for the period is distributed with a sample standard deviation of 3.51, arithmetic mean of 51.47, and mean deviation of 2.75. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | IPs Q4 Earnings Beat Estimates, Sales Dip YY on Low Volumes | 01/30/2025 |
2 | Is Smurfit Westrock Ltd Seeing Increased Institutional Interest | 02/10/2025 |
3 | Disposition of 1576 shares by Finan Irial of Smurfit WestRock at 54.65 subject to Rule 16b-3 | 02/14/2025 |
4 | Smurfit Westrock plc Announces Board Member Departure | 02/28/2025 |
5 | SWS Partners Sells 1,217 Shares of Smurfit Westrock Ltd | 03/04/2025 |
6 | Smurfit Westrock Drops 12 percent Despite US7,5 Million Q4 Earnings | 03/05/2025 |
7 | Smurfit Westrock Sees 11 percent Dip As Board Member Dmitri Stockton Departs | 03/10/2025 |
8 | Acquisition by Fergusonmchugh Marylynn of 1332 shares of Smurfit WestRock subject to Rule 16b-3 | 03/13/2025 |
| Smurfit WestRock dividend paid on 18th of March 2025 | 03/18/2025 |
10 | SW Graduate School of Banking Announces New Leadership and Additions to Its Board of Trustees | 03/19/2025 |
About Smurfit WestRock 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 Smurfit or other stocks. Alpha measures the amount that position in Smurfit WestRock plc 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) | |
| Dividend Yield | 0.0392 | 0.0416 | 0.0238 | 0.0363 |
| Price To Sales Ratio | 0.66 | 0.78 | 1.3 | 0.76 |
Smurfit WestRock Investors Sentiment
The influence of Smurfit WestRock's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Smurfit. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Smurfit WestRock's public news can be used to forecast risks associated with an investment in Smurfit. The trend in average sentiment can be used to explain how an investor holding Smurfit can time the market purely based on public headlines and social activities around Smurfit WestRock plc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Smurfit WestRock's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Smurfit WestRock's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Smurfit WestRock's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Smurfit WestRock.
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 Smurfit WestRock 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, Smurfit WestRock's short interest history, or implied volatility extrapolated from Smurfit WestRock options trading.
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Additional Tools for Smurfit Stock Analysis
When running Smurfit WestRock's price analysis, check to measure Smurfit WestRock'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 Smurfit WestRock is operating at the current time. Most of Smurfit WestRock's value examination focuses on studying past and present price action to predict the probability of Smurfit WestRock's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Smurfit WestRock's price. Additionally, you may evaluate how the addition of Smurfit WestRock to your portfolios can decrease your overall portfolio volatility.