Albertsons Stock Alpha and Beta Analysis


USD 25.59  0.93  3.77%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Albertsons Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Albertsons Companies over a specified time horizon. Remember, high Albertsons Companies' 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.
Please continue to Albertsons Companies Backtesting, Albertsons Companies Valuation, Albertsons Companies Correlation, Albertsons Companies Hype Analysis, Albertsons Companies Volatility, Albertsons Companies History and analyze Albertsons Companies Performance.
Please note that although Albertsons Companies 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, Albertsons Companies did 0.18  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 Albertsons Companies stock's relative risk over its benchmark. Albertsons Companies has a beta of 0.49  . Let's try to break down what Albertsons's beta means in this case. As returns on the market increase, Albertsons Companies returns are expected to increase less than the market. However, during the bear market, the loss on holding Albertsons Companies will be expected to be smaller as well.
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.

Albertsons Companies Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Albertsons Companies market risk premium is the additional return an investor will receive from holding Albertsons Companies 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 Albertsons Companies. 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 Albertsons Companies' performance over market.
α-0.18   β0.49
90 days against DJI

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

Albertsons Companies Market Price Analysis

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

Albertsons Companies Return and Market Media

The median price of Albertsons Companies for the period between Fri, Jul 1, 2022 and Thu, Sep 29, 2022 is 27.4 with a coefficient of variation of 4.14. The daily time series for the period is distributed with a sample standard deviation of 1.14, arithmetic mean of 27.42, and mean deviation of 0.95. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
Be Sure To Check Out Albertsons Companies, Inc. Before It Go...07/20/2022
EPS Reported07/26/2022
ALBERTSONS COMPANIES, INC. Managements Discussion and Analys...07/27/2022
Sale by Larson Robert Bruce of 35000 shares of Albertsons Co...08/02/2022
Albertsons stock ticks higher on Ahold takeover speculation ...08/08/2022
Acquisition by Rainwater Evan of 214 shares of Albertsons Co...08/11/2022
When quarterly earnings miss Wall Street expectations, whose...08/17/2022
Exercise or conversion by Michael Theilmann of 31444 shares ...08/23/2022
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Albertsons stock gains after as sponsor lock-up expiration e...09/09/2022
Exercise or conversion by Gajial Omer of 9045 shares of Albe...09/13/2022
Beyond Meat Stock Slides As COO Suspended Following Weekend ...09/21/2022

About Albertsons Companies 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 Albertsons or other stocks. Alpha measures the amount that position in Albertsons Companies 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.

Albertsons Companies Upcoming Company Events

As portrayed in its financial statements, the presentation of Albertsons Companies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Albertsons Companies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Albertsons Companies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Albertsons Companies. Please utilize our Beneish M Score to check the likelihood of Albertsons Companies' management manipulating its earnings.
Upcoming Quarterly Report25th of April 2022
Next Financial Report4th of August 2022
Next Fiscal Quarter End28th of February 2022
Next Fiscal Year End25th of April 2022
Last Quarter Report30th of November 2021
Last Financial Announcement28th of February 2021

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Please continue to Albertsons Companies Backtesting, Albertsons Companies Valuation, Albertsons Companies Correlation, Albertsons Companies Hype Analysis, Albertsons Companies Volatility, Albertsons Companies History and analyze Albertsons Companies Performance. Note that the Albertsons Companies information on this page should be used as a complementary analysis to other Albertsons Companies' 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 Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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