SLM Corp Stock Alpha and Beta Analysis

SLM
 Stock
  

USD 14.10  0.14  0.98%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SLM Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in SLM Corp over a specified time horizon. Remember, high SLM Corp'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.
Additionally, take a look at SLM Corp Backtesting, SLM Corp Valuation, SLM Corp Correlation, SLM Corp Hype Analysis, SLM Corp Volatility, SLM Corp History and analyze SLM Corp Performance.
  
Please note that although SLM Corp 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, SLM Corp did 0.11  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 SLM Corp stock's relative risk over its benchmark. SLM Corp has a beta of 1.15  . Let's try to break down what SLM Corp's beta means in this case. SLM Corp returns are very sensitive to returns on the market. As the market goes up or down, SLM Corp is expected to follow.
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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.

SLM Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SLM Corp market risk premium is the additional return an investor will receive from holding SLM Corp 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 SLM Corp. 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 SLM Corp's performance over market.
α-0.11   β1.15
90 days against DJI

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

SLM Corp Market Price Analysis

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

SLM Corp Return and Market Media

The median price of SLM Corp for the period between Fri, Jul 1, 2022 and Thu, Sep 29, 2022 is 15.56 with a coefficient of variation of 4.56. The daily time series for the period is distributed with a sample standard deviation of 0.71, arithmetic mean of 15.58, and mean deviation of 0.56. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
SLM to Release Quarterly Earnings on Wednesday - Defense Wor...07/20/2022
2
EPS Reported07/27/2022
3
SLM Co. to Post Q3 2022 Earnings of 0.54 Per Share, Wedbush ...08/04/2022
4
Form 6-K EMX Royalty Corp For Jun 30 - StreetInsider.com08/15/2022
5
SLM Corp. Shares Close in on 52-Week Low - Market Mover - Na...08/25/2022
6
Payment of 14076 shares by Jonathan Boyles of SLM Corp subje...08/30/2022
7
SLM Corp Stock Why Bidens Student Loan Forgiveness Is Good N...08/31/2022
8
Is Invesco SP MidCap 400 Pure Growth ETF a Strong ETF Right ...09/07/2022
9
Acquisition by Manvitz Ted of 1572 shares of SLM Corp subjec...09/23/2022

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

SLM Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of SLM Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SLM Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SLM Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SLM Corp. Please utilize our Beneish M Score to check the likelihood of SLM Corp's 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 SLM Corp

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 SLM Corp Backtesting, SLM Corp Valuation, SLM Corp Correlation, SLM Corp Hype Analysis, SLM Corp Volatility, SLM Corp History and analyze SLM Corp Performance. You can also try Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

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...