Siriuspoint Stock Alpha and Beta Analysis
| SPNT Stock | USD 14.15 0.26 1.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Siriuspoint. It also helps investors analyze the systematic and unsystematic risks associated with investing in Siriuspoint over a specified time horizon. Remember, high Siriuspoint'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 Siriuspoint's market risk premium analysis include:
Beta (0.23) | Alpha 0.009273 | Risk 2.13 | Sharpe Ratio (0.01) | Expected Return (0.01) |
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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.
Siriuspoint |
Siriuspoint Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Siriuspoint market risk premium is the additional return an investor will receive from holding Siriuspoint 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 Siriuspoint. 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 Siriuspoint's performance over market.| α | 0.01 | β | -0.23 |
Siriuspoint 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 Siriuspoint's Buy-and-hold return. Our buy-and-hold chart shows how Siriuspoint performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Siriuspoint Market Price Analysis
Market price analysis indicators help investors to evaluate how Siriuspoint stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Siriuspoint shares will generate the highest return on investment. By understating and applying Siriuspoint stock market price indicators, traders can identify Siriuspoint position entry and exit signals to maximize returns.
Siriuspoint Return and Market Media
The median price of Siriuspoint for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 14.32 with a coefficient of variation of 5.95. The daily time series for the period is distributed with a sample standard deviation of 0.86, arithmetic mean of 14.42, and mean deviation of 0.73. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Investors in SiriusPoint have seen notable returns of 55 percent over the past three years | 09/30/2024 |
2 | Contrasting Fundamental Global and SiriusPoint | 10/18/2024 |
3 | Acquisition by Egan Scott of 300000 shares of Siriuspoint subject to Rule 16b-3 | 10/25/2024 |
4 | Insider Trading | 10/30/2024 |
5 | SiriusPoint Q3 Earnings Snapshot | 10/31/2024 |
6 | Earnings call SiriusPoint reports robust Q3 results, strong underwriting profit | 11/04/2024 |
7 | Disposition of 15177 shares by Stephen Yendall of Siriuspoint subject to Rule 16b-3 | 11/15/2024 |
8 | Disposition of 52800 shares by David Govrin of Siriuspoint subject to Rule 16b-3 | 11/29/2024 |
9 | PRIVATE MANAGEMENT GROUP INC Reduces Stake in Inspired Entertainment Inc | 12/06/2024 |
10 | Disposition of 2198 shares by Evan Cabat of Siriuspoint subject to Rule 16b-3 | 12/12/2024 |
11 | Will Weakness in SiriusPoint Ltd.s Stock Prove Temporary Given Strong Fundamentals | 12/20/2024 |
About Siriuspoint 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 Siriuspoint or other stocks. Alpha measures the amount that position in Siriuspoint 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0101 | 0.0169 | 0.008444 | 0.008867 | Price To Sales Ratio | 0.54 | 14.32 | 0.69 | 0.66 |
Siriuspoint Upcoming Company Events
As portrayed in its financial statements, the presentation of Siriuspoint's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Siriuspoint's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Siriuspoint's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Siriuspoint. Please utilize our Beneish M Score to check the likelihood of Siriuspoint's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Siriuspoint Stock Analysis
When running Siriuspoint's price analysis, check to measure Siriuspoint'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 Siriuspoint is operating at the current time. Most of Siriuspoint's value examination focuses on studying past and present price action to predict the probability of Siriuspoint's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siriuspoint's price. Additionally, you may evaluate how the addition of Siriuspoint to your portfolios can decrease your overall portfolio volatility.