Su Group Holdings Stock Alpha and Beta Analysis
| SUGP Stock | 0.71 0.01 1.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SU Group Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in SU Group over a specified time horizon. Remember, high SU Group'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 SU Group's market risk premium analysis include:
Beta (0.34) | Alpha (0.54) | Risk 7.74 | Sharpe Ratio (0.06) | Expected Return (0.44) |
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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.
SUGP |
SU Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SU Group market risk premium is the additional return an investor will receive from holding SU Group 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 SU Group. 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 SU Group's performance over market.| α | -0.54 | β | -0.34 |
SU Group 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 SU Group's Buy-and-hold return. Our buy-and-hold chart shows how SU Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SU Group Market Price Analysis
Market price analysis indicators help investors to evaluate how SU Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SU Group shares will generate the highest return on investment. By understating and applying SU Group stock market price indicators, traders can identify SU Group position entry and exit signals to maximize returns.
SU Group Return and Market Media
The median price of SU Group for the period between Sun, Jan 12, 2025 and Sat, Apr 12, 2025 is 0.91 with a coefficient of variation of 20.05. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 0.89, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SU Group Holdings Reports 11 percent Revenue Growth For Fiscal Year 2024 | 01/28/2025 |
2 | Investors Will Want SU Group Holdings Growth In ROCE To Persist | 01/30/2025 |
3 | SU Group announces 50M mixed shelf offering | 02/12/2025 |
4 | DBS Says Tan Su Shan To Become CEO Effective March 28, 2025 - Marketscreener.com | 03/26/2025 |
About SU Group 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 SUGP or other stocks. Alpha measures the amount that position in SU Group Holdings 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.002841 | 0.004278 | Price To Sales Ratio | 0.14 | 0.13 |
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 SU Group 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, SU Group's short interest history, or implied volatility extrapolated from SU Group options trading.
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Additional Tools for SUGP Stock Analysis
When running SU Group's price analysis, check to measure SU Group'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 SU Group is operating at the current time. Most of SU Group's value examination focuses on studying past and present price action to predict the probability of SU Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SU Group's price. Additionally, you may evaluate how the addition of SU Group to your portfolios can decrease your overall portfolio volatility.