Salesforce Stock Alpha and Beta Analysis

CRM
 Stock
  

USD 144.56  2.44  1.66%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Salesforce. It also helps investors analyze the systematic and unsystematic risks associated with investing in Salesforce over a specified time horizon. Remember, high Salesforce'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.
Continue to Salesforce Backtesting, Salesforce Valuation, Salesforce Correlation, Salesforce Hype Analysis, Salesforce Volatility, Salesforce History and analyze Salesforce Performance.
  
Please note that although Salesforce 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., NYSE Composite index.) So in this particular case, Salesforce did 0.22  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 Salesforce stock's relative risk over its benchmark. Salesforce has a beta of 1.42  . Let's try to break down what Salesforce'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, Salesforce will likely underperform.
Salesforce Enterprise Value is relatively stable at the moment as compared to the past year. The company's current Enterprise Value is estimated at 257.21 Billion. Tangible Asset Value is expected to hike to about 38.8 B this year, although Tangible Assets Book Value per Share will most likely fall to 30.39.
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.

Enterprise Value

257.21 Billion

Salesforce Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Salesforce market risk premium is the additional return an investor will receive from holding Salesforce 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 Salesforce. 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 Salesforce's performance over market.
α-0.22   β1.42
90 days against NYA

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

Salesforce Market Price Analysis

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

Salesforce Return and Market Media

The median price of Salesforce for the period between Sun, Sep 4, 2022 and Sat, Dec 3, 2022 is 152.83 with a coefficient of variation of 4.2. The daily time series for the period is distributed with a sample standard deviation of 6.4, arithmetic mean of 152.47, and mean deviation of 5.36. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Exercise or conversion by Marc Benioff of 2300 shares of Sal...09/09/2022
2
Exercise or conversion by Marc Benioff of 2300 shares of Sal...09/13/2022
3
Sale by Marc Benioff of 569 shares of Salesforce09/14/2022
4
Exercise or conversion by Marc Benioff of 2300 shares of Sal...09/15/2022
5
Sale by Marc Benioff of 260 shares of Salesforce09/16/2022
6
Exercise or conversion by Marc Benioff of 2300 shares of Sal...09/19/2022
7
Sale by Marc Benioff of 884 shares of Salesforce09/20/2022
8
Sale by Marc Benioff of 578 shares of Salesforce09/21/2022
9
Sale by Marc Benioff of 3 shares of Salesforce09/22/2022
10
Exercise or conversion by Marc Benioff of 2300 shares of Sal...09/23/2022
11
Salesforce exotic insider transaction detected09/26/2022
12
Exercise or conversion by Marc Benioff of 2300 shares of Sal...09/28/2022
13
Exercise or conversion by Marc Benioff of 2300 shares of Sal...09/29/2022
14
Exercise or conversion by Marc Benioff of 2300 shares of Sal...09/30/2022
15
Exercise or conversion by Marc Benioff of 2300 shares of Sal...10/03/2022
16
Exercise or conversion by Marc Benioff of 2300 shares of Sal...10/04/2022
17
Exercise or conversion by Marc Benioff of 2300 shares of Sal...10/05/2022
18
Exercise or conversion by Marc Benioff of 2300 shares of Sal...10/06/2022
19
Exercise or conversion by Bret Taylor of 1089 shares of Sale...10/07/2022
20
Exercise or conversion by Marc Benioff of 2300 shares of Sal...10/11/2022
21
Exercise or conversion by Marc Benioff of 2300 shares of Sal...10/12/2022
22
Exercise or conversion by Marc Benioff of 2300 shares of Sal...10/13/2022
23
5 Investors Betting Big on Salesforce Stock - InvestorPlace10/18/2022
24
Salesforce Activist Investors What You Need To Know - Capita...10/26/2022
25
EPS Estimate10/31/2022
26
Salesforce Could Be A Strong Buy Despite CEO Selling Stock -...11/03/2022
27
EPS Reported11/30/2022

About Salesforce 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 Salesforce or other stocks. Alpha measures the amount that position in Salesforce 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.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity0.07890.06440.180.24
Interest Coverage38.859.4471.5977.24

Salesforce Upcoming Company Events

As portrayed in its financial statements, the presentation of Salesforce's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Salesforce's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Salesforce's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Salesforce. Please utilize our Beneish M Score to check the likelihood of Salesforce's management manipulating its earnings.
Upcoming Quarterly Report24th of February 2022
Next Financial Report26th of May 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End24th of February 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

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Continue to Salesforce Backtesting, Salesforce Valuation, Salesforce Correlation, Salesforce Hype Analysis, Salesforce Volatility, Salesforce History and analyze Salesforce Performance. You can also try Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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