Conagra Stock Alpha and Beta Analysis

CAG
 Stock
  

USD 35.24  0.34  0.97%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Conagra Brands. It also helps investors analyze the systematic and unsystematic risks associated with investing in Conagra Brands over a specified time horizon. Remember, high Conagra Brands' 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 Conagra Brands Backtesting, Conagra Brands Valuation, Conagra Brands Correlation, Conagra Brands Hype Analysis, Conagra Brands Volatility, Conagra Brands History and analyze Conagra Brands Performance.
  
Please note that although Conagra Brands 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, Conagra Brands did 0.08  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 Conagra Brands stock's relative risk over its benchmark. Conagra Brands has a beta of 0.76  . Let's try to break down what Conagra's beta means in this case. As returns on the market increase, Conagra Brands returns are expected to increase less than the market. However, during the bear market, the loss on holding Conagra Brands will be expected to be smaller as well.
Conagra Brands Enterprise Value over EBITDA is projected to drop based on the last few years of reporting. The past year's Enterprise Value over EBITDA was at 12.92. The current year Price to Book Value is expected to grow to 2.08, whereas Book Value per Share is forecasted to decline to 18.15.
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.

Conagra Brands Quarterly Book Value per Share

18.312

Conagra Brands Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Conagra Brands market risk premium is the additional return an investor will receive from holding Conagra Brands 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 Conagra Brands. 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 Conagra Brands' performance over market.
α-0.08   β0.76
90 days against DJI

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

Conagra Brands Market Price Analysis

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

Conagra Brands Return and Market Media

The median price of Conagra Brands for the period between Thu, May 19, 2022 and Wed, Aug 17, 2022 is 33.5 with a coefficient of variation of 3.72. The daily time series for the period is distributed with a sample standard deviation of 1.24, arithmetic mean of 33.37, and mean deviation of 1.07. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
EPS Estimate05/31/2022
2
Acquisition by George Dowdie of 4738 shares of Conagra Brand...06/02/2022
3
Acquisition by Anil Arora of 384 shares of Conagra Brands su...06/03/2022
4
Acquisition by Bartell Carey of 26108 shares of Conagra Bran...06/08/2022
5
McCormick Co. Inc. stock underperforms Thursday when compare...06/16/2022
6
Bullish Two Hundred Day Moving Average Cross - CAG - Nasdaq06/24/2022
7
Conagra A Safe Haven In Times Of Declining Consumer Confiden...06/30/2022
8
Cue the Confetti Canadas Beloved POGO turns 60 this summer -...07/07/2022
9
Unclassified Event07/08/2022
10
DOCK STREET ASSET MANAGEMENT INC Buys 3, Sells 2 in 2nd Quar...07/12/2022
11
EPS Reported07/14/2022
12
Company News for Jul 15, 2022 - Nasdaq07/15/2022
13
Conagra raises dividend by 5.6 percent - MarketWatch07/22/2022
14
Filing07/25/2022
15
Acquisition by Bartell Carey of 8267 shares of Conagra Brand...07/26/2022
16
1 Million Bet On Conagra Brands 3 Stocks Insiders Are Buying...07/27/2022
17
Conagra Brands exotic insider transaction detected08/01/2022
18
Exercise or conversion by Alexandre Eboli of 5107 shares of ...08/04/2022
19
Is Conagra Brands, Inc.s Latest Stock Performance Being Led ...08/16/2022

About Conagra Brands 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 Conagra or other stocks. Alpha measures the amount that position in Conagra Brands 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.
 2010 2014 2019 2022 (projected)
Long Term Debt to Equity1.671.440.921.08
Interest Coverage2.523.13.723.53

Conagra Brands Upcoming Company Events

As portrayed in its financial statements, the presentation of Conagra Brands' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Conagra Brands' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Conagra Brands' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Conagra Brands. Please utilize our Beneish M Score to check the likelihood of Conagra Brands' management manipulating its earnings.
Upcoming Quarterly Report14th of April 2022
Next Financial Report12th of July 2022
Next Fiscal Quarter End28th of February 2022
Next Fiscal Year End12th of July 2022
Last Quarter Report30th of November 2021
Last Financial Announcement28th of February 2021

Build Portfolio with Conagra Brands

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Continue to Conagra Brands Backtesting, Conagra Brands Valuation, Conagra Brands Correlation, Conagra Brands Hype Analysis, Conagra Brands Volatility, Conagra Brands History and analyze Conagra Brands Performance. Note that the Conagra Brands information on this page should be used as a complementary analysis to other Conagra Brands' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

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Conagra Brands 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 Conagra Brands technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Conagra Brands 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...