Symbotic Stock Alpha and Beta Analysis
| SYM Stock | USD 20.56 0.79 3.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Symbotic. It also helps investors analyze the systematic and unsystematic risks associated with investing in Symbotic over a specified time horizon. Remember, high Symbotic'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 Symbotic's market risk premium analysis include:
Beta 2.11 | Alpha (0.02) | Risk 5.53 | Sharpe Ratio (0.06) | Expected Return (0.31) |
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.
Symbotic |
Symbotic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Symbotic market risk premium is the additional return an investor will receive from holding Symbotic 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 Symbotic. 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 Symbotic's performance over market.| α | -0.02 | β | 2.11 |
Symbotic 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 Symbotic's Buy-and-hold return. Our buy-and-hold chart shows how Symbotic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Symbotic Market Price Analysis
Market price analysis indicators help investors to evaluate how Symbotic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Symbotic shares will generate the highest return on investment. By understating and applying Symbotic stock market price indicators, traders can identify Symbotic position entry and exit signals to maximize returns.
Symbotic Return and Market Media
The median price of Symbotic for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 25.59 with a coefficient of variation of 12.61. The daily time series for the period is distributed with a sample standard deviation of 3.3, arithmetic mean of 26.13, and mean deviation of 2.68. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Symbotic 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 Symbotic or other stocks. Alpha measures the amount that position in Symbotic 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.
Symbotic Upcoming Company Events
As portrayed in its financial statements, the presentation of Symbotic's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Symbotic's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Symbotic's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Symbotic. Please utilize our Beneish M Score to check the likelihood of Symbotic's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 18th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Symbotic
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 Symbotic Backtesting, Symbotic Valuation, Symbotic Correlation, Symbotic Hype Analysis, Symbotic Volatility, Symbotic History and analyze Symbotic Performance. To learn how to invest in Symbotic Stock, please use our How to Invest in Symbotic guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Symbotic 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.