Sjw Corporation Stock Alpha and Beta Analysis
| SJW Stock | USD 59.27 0.78 1.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SJW Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in SJW over a specified time horizon. Remember, high SJW'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 SJW's market risk premium analysis include:
Beta 0.72 | Alpha (0.02) | Risk 1.25 | Sharpe Ratio 0.0154 | Expected Return 0.0192 |
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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.
SJW |
SJW Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SJW market risk premium is the additional return an investor will receive from holding SJW 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 SJW. 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 SJW's performance over market.| α | -0.02 | β | 0.72 |
SJW 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 SJW's Buy-and-hold return. Our buy-and-hold chart shows how SJW performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SJW Market Price Analysis
Market price analysis indicators help investors to evaluate how SJW stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SJW shares will generate the highest return on investment. By understating and applying SJW stock market price indicators, traders can identify SJW position entry and exit signals to maximize returns.
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SJW Return and Market Media
The median price of SJW for the period between Tue, Feb 20, 2024 and Mon, May 20, 2024 is 55.84 with a coefficient of variation of 3.68. The daily time series for the period is distributed with a sample standard deviation of 2.06, arithmetic mean of 55.83, and mean deviation of 1.62. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Mohammed Zerhouni of 987 shares of SJW subject to Rule 16b-3 | 02/26/2024 |
| SJW dividend paid on 1st of March 2024 | 03/01/2024 |
2 | Disposition of tradable shares by Moniz-witten Tanya of SJW subject to Rule 16b-3 | 03/25/2024 |
3 | Why SJW is a Top Dividend Stock for Your Portfolio | 04/12/2024 |
4 | SJW Group Sets Date for Release of 2024 First Quarter Financial Results | 04/16/2024 |
5 | 04/24/2024 |
6 | SJW Group Q1 2024 Earnings Navigates Mixed Financial Terrain | 04/26/2024 |
7 | Acquisition by Moniz-witten Tanya of 9367 shares of SJW subject to Rule 16b-3 | 04/30/2024 |
8 | Handelsbanken Fonder AB Increases Stock Position in SJW Group - Defense World | 05/03/2024 |
9 | Disposition of 1400 shares by Craig Patla of SJW at 55.62 subject to Rule 16b-3 | 05/07/2024 |
About SJW 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 SJW or other stocks. Alpha measures the amount that position in SJW Corporation 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 (projected) | Dividend Yield | 0.0177 | 0.0232 | 0.0285 | Price To Sales Ratio | 3.96 | 3.08 | 1.94 |
SJW Upcoming Company Events
As portrayed in its financial statements, the presentation of SJW's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SJW's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SJW's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SJW. Please utilize our Beneish M Score to check the likelihood of SJW's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with SJW
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 SJW Backtesting, SJW Valuation, SJW Correlation, SJW Hype Analysis, SJW Volatility, SJW History and analyze SJW Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Complementary Tools for SJW Stock analysis
When running SJW's price analysis, check to measure SJW'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 SJW is operating at the current time. Most of SJW's value examination focuses on studying past and present price action to predict the probability of SJW's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SJW's price. Additionally, you may evaluate how the addition of SJW to your portfolios can decrease your overall portfolio volatility.
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