Science Applications International Stock Alpha and Beta Analysis
| SAIC Stock | USD 136.75 0.07 0.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Science Applications International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Science Applications over a specified time horizon. Remember, high Science Applications' 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 Science Applications' market risk premium analysis include:
Beta 0.87 | Alpha (0.03) | Risk 1.61 | Sharpe Ratio 0.0244 | Expected Return 0.0392 |
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.
Science |
Science Applications Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Science Applications market risk premium is the additional return an investor will receive from holding Science Applications 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 Science Applications. 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 Science Applications' performance over market.| α | -0.03 | β | 0.87 |
Science Applications 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 Science Applications' Buy-and-hold return. Our buy-and-hold chart shows how Science Applications performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Science Applications Market Price Analysis
Market price analysis indicators help investors to evaluate how Science Applications stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Science Applications shares will generate the highest return on investment. By understating and applying Science Applications stock market price indicators, traders can identify Science Applications position entry and exit signals to maximize returns.
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| Price Series Division | ||
| Inverse Tangent Over Price Movement | ||
| Price Ceiling Movement | ||
| Aroon Oscillator | ||
| Balance Of Power | ||
| Bollinger Bands | ||
| Bollinger Bands | ||
| Belt hold | ||
| Hanging Man |
Science Applications Return and Market Media
The median price of Science Applications for the period between Tue, Feb 20, 2024 and Mon, May 20, 2024 is 131.55 with a coefficient of variation of 4.57. The daily time series for the period is distributed with a sample standard deviation of 6.07, arithmetic mean of 132.61, and mean deviation of 5.3. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | With 77 percent institutional ownership, Science Applications International Corporation is a favorite amongst the big guns | 03/12/2024 |
2 | SAIC Announces Fourth Quarter and Full Fiscal Year 2024 Results | 03/18/2024 |
3 | Acquisition by Ohara Michelle A. of 4326 shares of Science Applications subject to Rule 16b-3 | 04/05/2024 |
4 | Disposition of 669 shares by Ohara Michelle A. of Science Applications at 129.66 subject to Rule 16b-3 | 04/08/2024 |
5 | Saic EVP Hageman buys 12.6k in company stock | 04/15/2024 |
6 | SAIC Down 2.1 percent Since Last Earnings Report Can It Rebound | 04/17/2024 |
7 | Can Science Applications International Corporations ROE Continue To Surpass The Industry Average | 04/24/2024 |
| Science Applications dividend paid on 26th of April 2024 | 04/26/2024 |
8 | Science Applications Trying To Close In On Key Technical Benchmark - Investors Business Daily | 04/30/2024 |
9 | Science Applications Internationals 15 percent CAGR outpaced the companys earnings growth over the same five-year period | 05/08/2024 |
10 | SAIC Awarded 232 Million U.S. Army Contract for Systems Engineering and IT Modernization Services | 05/09/2024 |
11 | Science Applications Secures Contract Worth 232 Million | 05/13/2024 |
About Science Applications 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 Science or other stocks. Alpha measures the amount that position in Science Applications 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 | 2024 (projected) | Dividend Yield | 0.0167 | 0.017 | Price To Sales Ratio | 0.63 | 0.8 |
Science Applications Upcoming Company Events
As portrayed in its financial statements, the presentation of Science Applications' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Science Applications' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Science Applications' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Science Applications. Please utilize our Beneish M Score to check the likelihood of Science Applications' management manipulating its earnings.
| 1st of April 2024 Upcoming Quarterly Report | View | |
| 3rd of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 1st of April 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Science Applications
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 Science Applications Backtesting, Science Applications Valuation, Science Applications Correlation, Science Applications Hype Analysis, Science Applications Volatility, Science Applications History and analyze Science Applications Performance. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Complementary Tools for Science Stock analysis
When running Science Applications' price analysis, check to measure Science Applications' 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 Science Applications is operating at the current time. Most of Science Applications' value examination focuses on studying past and present price action to predict the probability of Science Applications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Science Applications' price. Additionally, you may evaluate how the addition of Science Applications to your portfolios can decrease your overall portfolio volatility.
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