Sypris Solutions Stock Alpha and Beta Analysis
| SYPR Stock | USD 1.51 0.09 6.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sypris Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sypris Solutions over a specified time horizon. Remember, high Sypris Solutions' 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 Sypris Solutions' market risk premium analysis include:
Beta 0.48 | Alpha (0.1) | Risk 2.22 | Sharpe Ratio 0.0301 | Expected Return 0.0668 |
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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.
Sypris |
Sypris Solutions Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sypris Solutions market risk premium is the additional return an investor will receive from holding Sypris Solutions 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 Sypris Solutions. 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 Sypris Solutions' performance over market.| α | -0.1 | β | 0.48 |
Sypris Solutions 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 Sypris Solutions' Buy-and-hold return. Our buy-and-hold chart shows how Sypris Solutions performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sypris Solutions Market Price Analysis
Market price analysis indicators help investors to evaluate how Sypris Solutions stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sypris Solutions shares will generate the highest return on investment. By understating and applying Sypris Solutions stock market price indicators, traders can identify Sypris Solutions position entry and exit signals to maximize returns.
Sypris Solutions Return and Market Media
The median price of Sypris Solutions for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 1.52 with a coefficient of variation of 6.82. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 1.5, and mean deviation of 0.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 37500 shares by Petrie Curtis S of Sypris Solutions at 1.97 subject to Rule 16b-3 | 09/18/2024 |
2 | Acquisition by Richard Davis of 75000 shares of Sypris Solutions at 0.82 subject to Rule 16b-3 | 10/16/2024 |
3 | Sypris Solutions GAAP EPS of 0.02, revenue of 35.66M | 11/12/2024 |
4 | Sypris Solutions Is Experiencing Growth In Returns On Capital | 11/15/2024 |
5 | StockNews.com Begins Coverage on Sypris Solutions | 11/19/2024 |
About Sypris Solutions 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 Sypris or other stocks. Alpha measures the amount that position in Sypris Solutions 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 | 2024 (projected) | PTB Ratio | 1.98 | 1.06 | Dividend Yield | 0.0172 | 0.025 |
Sypris Solutions Upcoming Company Events
As portrayed in its financial statements, the presentation of Sypris Solutions' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sypris Solutions' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sypris Solutions' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sypris Solutions. Please utilize our Beneish M Score to check the likelihood of Sypris Solutions' management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Sypris Stock Analysis
When running Sypris Solutions' price analysis, check to measure Sypris Solutions' 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 Sypris Solutions is operating at the current time. Most of Sypris Solutions' value examination focuses on studying past and present price action to predict the probability of Sypris Solutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sypris Solutions' price. Additionally, you may evaluate how the addition of Sypris Solutions to your portfolios can decrease your overall portfolio volatility.