Smith Douglas Homes Stock Alpha and Beta Analysis
| SDHC Stock | 27.49 0.40 1.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Smith Douglas Homes. It also helps investors analyze the systematic and unsystematic risks associated with investing in Smith Douglas over a specified time horizon. Remember, high Smith Douglas' 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 Smith Douglas' market risk premium analysis include:
Beta 0.52 | Alpha (0.47) | Risk 2.99 | Sharpe Ratio (0.12) | Expected Return (0.36) |
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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Smith Douglas Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Smith Douglas market risk premium is the additional return an investor will receive from holding Smith Douglas 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 Smith Douglas. 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 Smith Douglas' performance over market.| α | -0.47 | β | 0.52 |
Smith Douglas 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 Smith Douglas' Buy-and-hold return. Our buy-and-hold chart shows how Smith Douglas performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Smith Douglas Market Price Analysis
Market price analysis indicators help investors to evaluate how Smith Douglas stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Smith Douglas shares will generate the highest return on investment. By understating and applying Smith Douglas stock market price indicators, traders can identify Smith Douglas position entry and exit signals to maximize returns.
Smith Douglas Return and Market Media
The median price of Smith Douglas for the period between Wed, Sep 25, 2024 and Tue, Dec 24, 2024 is 33.95 with a coefficient of variation of 7.68. The daily time series for the period is distributed with a sample standard deviation of 2.62, arithmetic mean of 34.07, and mean deviation of 2.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Smith Douglas Homes Corp Shares Up 3.66 percent on Nov 5 | 11/05/2024 |
2 | Earnings To Watch Smith Douglas Homes Corp Reports Q3 2024 Result | 11/11/2024 |
3 | Smith Douglas Homes Corp Q3 2024 Earnings Revenue Surpasses Estimates at 277. ... | 11/12/2024 |
4 | Q3 2024 Smith Douglas Homes Corp Earnings Call Transcript | 11/13/2024 |
5 | Kayne Anderson Rudnick Investment Management LLC Acquires Shares in Smith Douglas Homes Corp | 11/14/2024 |
6 | Acquisition by Jackson Jeffrey T of 8605 shares of Smith Douglas at 29.7713 subject to Rule 16b-3 | 11/19/2024 |
7 | Smith Douglas Homes director Jackson buys 256k in shares | 11/21/2024 |
8 | Smith Douglas Homes Corp.s SWOT analysis asset-light model faces headwinds | 11/25/2024 |
9 | Wellington Management Group LLP Decreases Stock Holdings in Smith Douglas Homes Corp. | 12/13/2024 |
About Smith Douglas 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 Smith or other stocks. Alpha measures the amount that position in Smith Douglas Homes 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.
| 2010 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.19 | 0.34 | 0.064 | 0.0608 | Price To Sales Ratio | 0.41 | 0.28 | 1.61 | 1.69 |
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 Smith Douglas 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, Smith Douglas' short interest history, or implied volatility extrapolated from Smith Douglas options trading.
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Check out Smith Douglas Backtesting, Smith Douglas Valuation, Smith Douglas Correlation, Smith Douglas Hype Analysis, Smith Douglas Volatility, Smith Douglas History and analyze Smith Douglas Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Smith Douglas 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.