SLM Corp Stock Market Value

SLM
 Stock
  

USD 17.09  0.07  0.41%   

SLM Corp's market value is the price at which a share of SLM Corp stock trades on a public exchange. It measures the collective expectations of SLM Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of SLM Corp and determine expected loss or profit from investing in SLM Corp over a given investment horizon. Additionally, take a look at SLM Corp Correlation, SLM Corp Volatility and SLM Corp Alpha and Beta module to complement your research on SLM Corp.
Symbol


Is SLM Corp's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of SLM Corp. If investors know SLM Corp will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about SLM Corp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
0.21
Market Capitalization
4.3 B
Quarterly Revenue Growth YOY
0.1
Return On Assets
0.0294
Return On Equity
0.41
The market value of SLM Corp is measured differently than its book value, which is the value of SLM Corp that is recorded on the company's balance sheet. Investors also form their own opinion of SLM Corp's value that differs from its market value or its book value, called intrinsic value, which is SLM Corp's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SLM Corp's market value can be influenced by many factors that don't directly affect SLM Corp's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SLM Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine SLM Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SLM Corp's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

SLM Corp 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to SLM Corp's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of SLM Corp.
0.00
10/27/2022
No Change 0.00  0.0 
In 31 days
11/26/2022
0.00
If you would invest  0.00  in SLM Corp on October 27, 2022 and sell it all today you would earn a total of 0.00 from holding SLM Corp or generate 0.0% return on investment in SLM Corp over 30 days. SLM Corp is related to or competes with Affiliated Managers, Amtd Idea, Credicorp, Franklin Resources, Bgc Partners, Blackrock, and Carlyle. SLM Corporation, through its subsidiaries, originates and services private education loans to students and their familie... More

SLM Corp Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure SLM Corp's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess SLM Corp upside and downside potential and time the market with a certain degree of confidence.

SLM Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for SLM Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SLM Corp's standard deviation. In reality, there are many statistical measures that can use SLM Corp historical prices to predict the future SLM Corp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of SLM Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of SLM Corp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
14.6417.0419.44
Details
Intrinsic
Valuation
LowReal ValueHigh
15.3819.7622.16
Details
Naive
Forecast
LowNext ValueHigh
14.8317.2319.64
Details
4 Analysts
Consensus
LowTarget PriceHigh
21.0023.1024.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SLM Corp. Your research has to be compared to or analyzed against SLM Corp's peers to derive any actionable benefits. When done correctly, SLM Corp's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in SLM Corp.

SLM Corp Backtested Returns

SLM Corp appears to be not too volatile, given 3 months investment horizon. SLM Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had 0.11% of return per unit of standard deviation over the last 3 months. Our approach into measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for SLM Corp, which you can use to evaluate the future volatility of the company. Please review SLM Corp's risk adjusted performance of 0.1516, and Coefficient Of Variation of 958.76 to confirm if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, SLM Corp holds a performance score of 8. The entity has a beta of 1.302, which indicates a somewhat significant risk relative to the market. Let's try to break down what SLM Corp's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SLM Corp will likely underperform. Although it is vital to follow SLM Corp current price movements, it is good to be conservative about what you can do with the information regarding equity historical returns. The approach into measuring future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By examining SLM Corp technical indicators, you can now evaluate if the expected return of 0.26% will be sustainable into the future. Please operates SLM Corp maximum drawdown, as well as the relationship between the expected short fall and rate of daily change to make a quick decision on whether SLM Corp existing price patterns will revert.

Auto-correlation

    
  0.18  

Very weak predictability

SLM Corp has very weak predictability. Overlapping area represents the amount of predictability between SLM Corp time series from 27th of October 2022 to 11th of November 2022 and 11th of November 2022 to 26th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SLM Corp price movement. The serial correlation of 0.18 indicates that over 18.0% of current SLM Corp price fluctuation can be explain by its past prices.
Correlation Coefficient0.18
Spearman Rank Test-0.05
Residual Average0.0
Price Variance0.09

SLM Corp lagged returns against current returns

Autocorrelation, which is SLM Corp stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting SLM Corp's stock expected returns. We can calculate the autocorrelation of SLM Corp returns to help us make a trade decision. For example, suppose you find that SLM Corp stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

SLM Corp regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If SLM Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SLM Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SLM Corp stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

SLM Corp Lagged Returns

When evaluating SLM Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SLM Corp stock have on its future price. SLM Corp autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, SLM Corp autocorrelation shows the relationship between SLM Corp stock current value and its past values and can show if there is a momentum factor associated with investing in SLM Corp.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in SLM Corp without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Currently Active Assets on Macroaxis

Additionally, take a look at SLM Corp Correlation, SLM Corp Volatility and SLM Corp Alpha and Beta module to complement your research on SLM Corp. You can also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for analysis

When running SLM Corp price analysis, check to measure SLM Corp'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 SLM Corp is operating at the current time. Most of SLM Corp's value examination focuses on studying past and present price action to predict the probability of SLM Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move SLM Corp's price. Additionally, you may evaluate how the addition of SLM Corp to your portfolios can decrease your overall portfolio volatility.
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SLM Corp 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 SLM Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of SLM Corp 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...