Slm Corp Pb Preferred Stock Alpha and Beta Analysis
| SLMBP Preferred Stock | USD 76.38 1.48 1.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SLM Corp Pb. It also helps investors analyze the systematic and unsystematic risks associated with investing in SLM Corp over a specified time horizon. Remember, high SLM Corp'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 SLM Corp's market risk premium analysis include:
Beta 0.21 | Alpha 0.2 | Risk 1.18 | Sharpe Ratio 0.12 | Expected Return 0.14 |
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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SLM Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SLM Corp market risk premium is the additional return an investor will receive from holding SLM Corp 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 SLM Corp. 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 SLM Corp's performance over market.| α | 0.20 | β | 0.21 |
SLM Corp 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 SLM Corp's Buy-and-hold return. Our buy-and-hold chart shows how SLM Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SLM Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how SLM Corp preferred stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SLM Corp shares will generate the highest return on investment. By understating and applying SLM Corp preferred stock market price indicators, traders can identify SLM Corp position entry and exit signals to maximize returns.
SLM Corp Return and Market Media
The median price of SLM Corp for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 72.7 with a coefficient of variation of 3.53. The daily time series for the period is distributed with a sample standard deviation of 2.58, arithmetic mean of 73.07, and mean deviation of 2.26. The Preferred Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About SLM Corp 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 SLM or other preferred stocks. Alpha measures the amount that position in SLM Corp Pb 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 SLM Corp 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, SLM Corp's short interest history, or implied volatility extrapolated from SLM Corp options trading.
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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 SLM Corp Backtesting, SLM Corp Valuation, SLM Corp Correlation, SLM Corp Hype Analysis, SLM Corp Volatility, SLM Corp History and analyze SLM Corp Performance. To learn how to invest in SLM Preferred Stock, please use our How to Invest in SLM Corp guide.Note that the SLM Corp Pb information on this page should be used as a complementary analysis to other SLM Corp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Complementary Tools for SLM Preferred Stock analysis
When running SLM Corp's price analysis, check to measure SLM Corp'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 SLM Corp is operating at the current time. Most of SLM Corp's value examination focuses on studying past and present price action to predict the probability of SLM Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SLM Corp's price. Additionally, you may evaluate how the addition of SLM Corp to your portfolios can decrease your overall portfolio volatility.
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SLM Corp technical preferred 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, preferred stock market cycles, or different charting patterns.