Sitio Stock Alpha and Beta Analysis


USD 21.82  1.53  6.55%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sitio Royalties Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sitio Royalties over a specified time horizon. Remember, high Sitio Royalties' 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.
Additionally, take a look at Sitio Royalties Backtesting, Sitio Royalties Valuation, Sitio Royalties Correlation, Sitio Royalties Hype Analysis, Sitio Royalties Volatility, Sitio Royalties History and analyze Sitio Royalties Performance.
Please note that although Sitio Royalties alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Sitio Royalties did 0.016696  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Sitio Royalties Corp stock's relative risk over its benchmark. Sitio Royalties Corp has a beta of 0.48  . Let's try to break down what Sitio's beta means in this case. As returns on the market increase, Sitio Royalties returns are expected to increase less than the market. However, during the bear market, the loss on holding Sitio Royalties will be expected to be smaller as well.
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.

Sitio Royalties Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sitio Royalties market risk premium is the additional return an investor will receive from holding Sitio Royalties 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 Sitio Royalties. 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 Sitio Royalties' performance over market.
α-0.02   β0.48
90 days against DJI

Sitio Royalties 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 Sitio Royalties' Buy-and-hold return. Our buy-and-hold chart shows how Sitio Royalties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Sitio Royalties Market Price Analysis

Market price analysis indicators help investors to evaluate how Sitio Royalties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sitio Royalties shares will generate the highest return on investment. By understating and applying Sitio Royalties stock market price indicators, traders can identify Sitio Royalties position entry and exit signals to maximize returns.

Sitio Royalties Return and Market Media

The median price of Sitio Royalties for the period between Tue, Jun 28, 2022 and Mon, Sep 26, 2022 is 25.79 with a coefficient of variation of 7.33. The daily time series for the period is distributed with a sample standard deviation of 1.9, arithmetic mean of 25.9, and mean deviation of 1.62. The Stock received some media coverage during the period.
 Price Growth (%)  
EPS Estimate06/30/2022
Sitio Royalties exotic insider transaction detected07/05/2022
EPS Reported08/08/2022
Acquisition by Ocm Fie Llc of 10431 shares of Sitio Royaltie...08/23/2022
Questar Corp. Looking Into Sitio Royaltiess Return On Capita...09/01/2022
SHAREHOLDER ALERT Weiss Law Reminds MNRL, ECOM, SBTX, and IR...09/14/2022

About Sitio Royalties 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 Sitio or other stocks. Alpha measures the amount that position in Sitio Royalties Corp 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.

Sitio Royalties Upcoming Company Events

As portrayed in its financial statements, the presentation of Sitio Royalties' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sitio Royalties' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sitio Royalties' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sitio Royalties. Please utilize our Beneish M Score to check the likelihood of Sitio Royalties' management manipulating its earnings.
Upcoming Quarterly Report2nd of November 2016
Next Financial Report15th of February 2017
Next Fiscal Quarter End30th of September 2016
Next Fiscal Year End15th of February 2017
Last Quarter Report30th of June 2016
Last Financial Announcement30th of September 2015

Build Portfolio with Sitio Royalties

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at Sitio Royalties Backtesting, Sitio Royalties Valuation, Sitio Royalties Correlation, Sitio Royalties Hype Analysis, Sitio Royalties Volatility, Sitio Royalties History and analyze Sitio Royalties Performance. You can also try Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

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When running Sitio Royalties Corp price analysis, check to measure Sitio Royalties' 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 Sitio Royalties is operating at the current time. Most of Sitio Royalties' value examination focuses on studying past and present price action to predict the probability of Sitio Royalties' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Sitio Royalties' price. Additionally, you may evaluate how the addition of Sitio Royalties to your portfolios can decrease your overall portfolio volatility.
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Sitio Royalties 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.
A focus of Sitio Royalties technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Sitio Royalties trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...