Smart Digital Group Stock Alpha and Beta Analysis
| SDM Stock | 25.23 7.62 43.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Smart Digital Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Smart Digital over a specified time horizon. Remember, high Smart Digital'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 Smart Digital's market risk premium analysis include:
Beta 0.53 | Alpha 3.42 | Risk 15.82 | Sharpe Ratio 0.27 | Expected Return 4.2 |
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.
Check out Smart Digital Backtesting, Smart Digital Valuation, Smart Digital Correlation, Smart Digital Hype Analysis, Smart Digital Volatility, Smart Digital History and analyze Smart Digital Performance. Smart Digital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Smart Digital market risk premium is the additional return an investor will receive from holding Smart Digital 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 Smart Digital. 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 Smart Digital's performance over market.| α | 3.42 | β | 0.53 |
Smart Digital 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 Smart Digital's Buy-and-hold return. Our buy-and-hold chart shows how Smart Digital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Smart Digital Market Price Analysis
Market price analysis indicators help investors to evaluate how Smart Digital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Smart Digital shares will generate the highest return on investment. By understating and applying Smart Digital stock market price indicators, traders can identify Smart Digital position entry and exit signals to maximize returns.
Smart Digital Return and Market Media
The median price of Smart Digital for the period between Wed, Apr 30, 2025 and Tue, Jul 29, 2025 is 7.3 with a coefficient of variation of 50.28. The daily time series for the period is distributed with a sample standard deviation of 4.67, arithmetic mean of 9.29, and mean deviation of 3.82. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Smart Digital Technology Group Takes Strategic Steps to Enhance Financial Stability - TipRanks | 05/23/2025 |
2 | Smart Digital Technology Completes HK6.9 Million Share Placement - TipRanks | 06/02/2025 |
3 | ORR Protection, Ranked Top 30 on the SDM 100, Appoints Woodie Andrawos as Chief Executive Officer | 06/16/2025 |
4 | Zillow Makes Sneaky Smart Deal with Buffetts Real Estate Business - The Globe and Mail | 06/26/2025 |
5 | AeroVironments Strategic Crossroads Is the Stock Drop a Buying Opportunity - AInvest | 07/01/2025 |
6 | Smart Digital Faces Trading Halt Due to Volatility SDM Stock News | 07/11/2025 |
7 | Convergint Named 1 Systems Integrator by SDM Magazine for Eighth Year in a Row | 07/16/2025 |
8 | What drives Smart Digital Group Limited stock price - Exceptional trading performance - Autocar Professional | 07/23/2025 |
About Smart Digital 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 Smart or other stocks. Alpha measures the amount that position in Smart Digital 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Days Sales Outstanding | 365.57 | 173.24 | 199.23 | 189.26 | PTB Ratio | 35.16 | 25.38 | 29.19 | 44.96 |
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 Smart Digital 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, Smart Digital's short interest history, or implied volatility extrapolated from Smart Digital options trading.
Build Portfolio with Smart Digital
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 Smart Digital Backtesting, Smart Digital Valuation, Smart Digital Correlation, Smart Digital Hype Analysis, Smart Digital Volatility, Smart Digital History and analyze Smart Digital Performance. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Smart Digital 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.