Sei Investments Stock Alpha and Beta Analysis


USD 51.14  0.91  1.81%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sei Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sei Investments over a specified time horizon. Remember, high Sei Investments' 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 Sei Investments Backtesting, Sei Investments Valuation, Sei Investments Correlation, Sei Investments Hype Analysis, Sei Investments Volatility, Sei Investments History and analyze Sei Investments Performance.
Please note that although Sei Investments 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, Sei Investments did 0.030947  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 Sei Investments stock's relative risk over its benchmark. Sei Investments has a beta of 0.99  . Let's try to break down what Sei Investments's beta means in this case. Sei Investments returns are very sensitive to returns on the market. As the market goes up or down, Sei Investments is expected to follow.
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.

Sei Investments Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sei Investments market risk premium is the additional return an investor will receive from holding Sei Investments 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 Sei Investments. 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 Sei Investments' performance over market.
α-0.03   β0.99
90 days against DJI

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

Sei Investments Market Price Analysis

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

Sei Investments Return and Market Media

The median price of Sei Investments for the period between Thu, Jun 30, 2022 and Wed, Sep 28, 2022 is 54.56 with a coefficient of variation of 3.36. The daily time series for the period is distributed with a sample standard deviation of 1.84, arithmetic mean of 54.75, and mean deviation of 1.38. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Form 485APOS Global X Funds - StreetInsider.com07/14/2022
EPS Reported07/20/2022
Alkermes Releases FY22 Earnings Guidance - MarketBeat07/27/2022
Exercise or conversion by Dennis McGonigle of 17500 shares o...08/01/2022
SEIC Stock Recovery Postponed, Not Cancelled - Investing.com08/08/2022
Exercise or conversion by Wayne Withrow of 15000 shares of S...08/10/2022
SEI Up 6.6 percent Since Last Earnings Report Can It Continu...08/19/2022
European equity funds see biggest outflows since Brexit refe...09/08/2022
EPS Estimate09/23/2022

About Sei Investments 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 Sei Investments or other stocks. Alpha measures the amount that position in Sei Investments 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.

Sei Investments Upcoming Company Events

As portrayed in its financial statements, the presentation of Sei Investments' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sei Investments' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sei Investments' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sei Investments. Please utilize our Beneish M Score to check the likelihood of Sei Investments' management manipulating its earnings.
Upcoming Quarterly Report26th of January 2022
Next Financial Report20th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End26th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Sei Investments

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

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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 Sei Investments Backtesting, Sei Investments Valuation, Sei Investments Correlation, Sei Investments Hype Analysis, Sei Investments Volatility, Sei Investments History and analyze Sei Investments Performance. You can also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

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