BG Foods Stock Alpha and Beta Analysis

BGS
 Stock
  

USD 12.99  0.66  5.35%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BG Foods. It also helps investors analyze the systematic and unsystematic risks associated with investing in BG Foods over a specified time horizon. Remember, high BG Foods' 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 BG Foods Backtesting, BG Foods Valuation, BG Foods Correlation, BG Foods Hype Analysis, BG Foods Volatility, BG Foods History and analyze BG Foods Performance.
  
Please note that although BG Foods 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, BG Foods did 0.78  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 BG Foods stock's relative risk over its benchmark. BG Foods has a beta of 0.85  . Let's try to break down what BG Foods's beta means in this case. As returns on the market increase, BG Foods returns are expected to increase less than the market. However, during the bear market, the loss on holding BG Foods will be expected to be smaller as well.
BG Foods Enterprise Value over EBITDA is relatively stable at the moment as compared to the past year. BG Foods reported last year Enterprise Value over EBITDA of 14.90. As of 12/05/2022, Price to Book Value is likely to grow to 3.09, while Enterprise Value over EBIT is likely to drop 20.53.
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

4.55 Billion

BG Foods Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BG Foods market risk premium is the additional return an investor will receive from holding BG Foods 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 BG Foods. 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 BG Foods' performance over market.
α-0.78   β0.85
90 days against NYA

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

BG Foods Market Price Analysis

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

BG Foods Return and Market Media

The median price of BG Foods for the period between Tue, Sep 6, 2022 and Mon, Dec 5, 2022 is 15.57 with a coefficient of variation of 14.3. The daily time series for the period is distributed with a sample standard deviation of 2.3, arithmetic mean of 16.06, and mean deviation of 1.86. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Sale by Alfred Poe of 13875 shares of BG Foods09/15/2022
2
EPS Estimate09/30/2022
3
Acquisition by Vogel Andrew D of 2146 shares of BG Foods sub...10/03/2022
4
Stocks fall broadly on Wall Street as inflation worries grow...10/14/2022
5
Oats Market 2022 Key Stakeholders - Nestl S.A., Quaker Oats ...10/20/2022
6
Best Small-Cap Stocks to Watch in November 2022 - Business 2...11/08/2022
7
EPS Reported11/09/2022
8
BG Foods Third Quarter 2022 Earnings Misses Expectations - S...11/11/2022
9
Purchase by David Wenner of 20000 shares of BG Foods11/14/2022
10
Bunge to Acquire 49 percent of BZ Group to Expand in Europe ...12/02/2022

About BG Foods 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 BG Foods or other stocks. Alpha measures the amount that position in BG Foods 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.
 2012 2016 2017 2022 (projected)
Long Term Debt to Equity2.462.182.522.62
Interest Coverage1.833.412.612.34

BG Foods Upcoming Company Events

As portrayed in its financial statements, the presentation of BG Foods' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BG Foods' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BG Foods' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BG Foods. Please utilize our Beneish M Score to check the likelihood of BG Foods' management manipulating its earnings.
Upcoming Quarterly Report1st of March 2022
Next Financial Report10th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End1st of March 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Continue to BG Foods Backtesting, BG Foods Valuation, BG Foods Correlation, BG Foods Hype Analysis, BG Foods Volatility, BG Foods History and analyze BG Foods Performance. Note that the BG Foods information on this page should be used as a complementary analysis to other BG Foods' 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 Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

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