Silgan Holdings Stock Alpha and Beta Analysis
| SLGN Stock | USD 45.39 0.67 1.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Silgan Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Silgan Holdings over a specified time horizon. Remember, high Silgan Holdings' 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 Silgan Holdings' market risk premium analysis include:
Beta 0.67 | Alpha 0.0363 | Risk 1.28 | Sharpe Ratio 0.0154 | Expected Return 0.0196 |
Enterprise Value |
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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.
Silgan |
Silgan Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Silgan Holdings market risk premium is the additional return an investor will receive from holding Silgan Holdings 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 Silgan Holdings. 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 Silgan Holdings' performance over market.| α | 0.04 | β | 0.67 |
Silgan Holdings 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 Silgan Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Silgan Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Silgan Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Silgan Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Silgan Holdings shares will generate the highest return on investment. By understating and applying Silgan Holdings stock market price indicators, traders can identify Silgan Holdings position entry and exit signals to maximize returns.
Silgan Holdings Return and Market Media
The median price of Silgan Holdings for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 45.2 with a coefficient of variation of 3.86. The daily time series for the period is distributed with a sample standard deviation of 1.76, arithmetic mean of 45.59, and mean deviation of 1.54. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Fuller Thaler Asset Management Inc. Acquires 114,849 Shares of Silgan Holdings Inc. | 02/21/2024 |
2 | Acquisition by Anthony Allott of 2748 shares of Silgan Holdings subject to Rule 16b-3 | 02/28/2024 |
3 | Alberta Investment Management Corp Lowers Stock Position in Silgan Holdings Inc. | 03/04/2024 |
4 | Acquisition by Thomas Snyder of 19100 shares of Silgan Holdings subject to Rule 16b-3 | 03/14/2024 |
5 | Teachers Retirement System of The State of Kentucky Decreases Position in Silgan Holdings Inc. - Defense World | 03/20/2024 |
6 | Silgan Holdings Inc. Given Average Recommendation of Moderate Buy by Brokerages - MarketBeat | 03/26/2024 |
| Silgan Holdings dividend paid on 28th of March 2024 | 03/28/2024 |
7 | Global Plastic Materials and Resins Market Predicted to Reach 998.8 Billion in 2024 with Robust Growth Continued to 2028 | 04/04/2024 |
8 | Raymond James Associates Has 1.97 Million Position in Silgan Holdings Inc. - Defense World | 04/17/2024 |
9 | Daiwa Securities Group Inc. Acquires 28,130 Shares of Silgan Holdings Inc. - MarketBeat | 04/22/2024 |
10 | Crown Holdings Surpasses Q1 Earnings Estimates | 04/29/2024 |
11 | Earnings call Silgan Holdings meets Q1 expectations, confirms full-year outlook | 05/01/2024 |
12 | Silgan Holdings Inc. Q1 2024 Earnings Mixed Results Amid Market Challenges | 05/02/2024 |
About Silgan Holdings 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 Silgan or other stocks. Alpha measures the amount that position in Silgan 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0126 | 0.016 | 0.0101 | Price To Sales Ratio | 0.89 | 0.82 | 0.49 |
Silgan Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Silgan Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Silgan Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Silgan Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Silgan Holdings. Please utilize our Beneish M Score to check the likelihood of Silgan Holdings' management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 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 Silgan Holdings
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 Silgan Holdings Backtesting, Silgan Holdings Valuation, Silgan Holdings Correlation, Silgan Holdings Hype Analysis, Silgan Holdings Volatility, Silgan Holdings History and analyze Silgan Holdings Performance. To learn how to invest in Silgan Stock, please use our How to Invest in Silgan Holdings guide.Note that the Silgan Holdings information on this page should be used as a complementary analysis to other Silgan Holdings' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Complementary Tools for Silgan Stock analysis
When running Silgan Holdings' price analysis, check to measure Silgan Holdings' 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 Silgan Holdings is operating at the current time. Most of Silgan Holdings' value examination focuses on studying past and present price action to predict the probability of Silgan Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Silgan Holdings' price. Additionally, you may evaluate how the addition of Silgan Holdings to your portfolios can decrease your overall portfolio volatility.
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Silgan Holdings 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.