Costco Stock Alpha and Beta Analysis

COST
 Stock
  

USD 482.49  2.17  0.45%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Costco Wholesale. It also helps investors analyze the systematic and unsystematic risks associated with investing in Costco Wholesale over a specified time horizon. Remember, high Costco Wholesale'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 Costco Wholesale Backtesting, Costco Wholesale Valuation, Costco Wholesale Correlation, Costco Wholesale Hype Analysis, Costco Wholesale Volatility, Costco Wholesale History and analyze Costco Wholesale Performance.
  
Please note that although Costco Wholesale 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, Costco Wholesale did 0.014161  better 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 Costco Wholesale stock's relative risk over its benchmark. Costco Wholesale has a beta of 0.96  . Let's try to break down what Costco's beta means in this case. Costco Wholesale returns are very sensitive to returns on the market. As the market goes up or down, Costco Wholesale 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.

Costco Wholesale Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Costco Wholesale market risk premium is the additional return an investor will receive from holding Costco Wholesale 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 Costco Wholesale. 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 Costco Wholesale's performance over market.
α0.014161   β0.96
90 days against DJI

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

Costco Wholesale Market Price Analysis

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

Costco Wholesale Return and Market Media

The median price of Costco Wholesale for the period between Fri, Jul 8, 2022 and Thu, Oct 6, 2022 is 524.14 with a coefficient of variation of 4.72. The daily time series for the period is distributed with a sample standard deviation of 24.5, arithmetic mean of 518.9, and mean deviation of 20.91. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Financial Statements07/13/2022
2
Sale by Kenneth Denman of 300 shares of Costco Wholesale07/15/2022
3
Costco Stock is Springing Back to Life - MarketBeat07/18/2022
4
Sale by James Murphy of 1500 shares of Costco Wholesale07/21/2022
5
Payment of 855 shares by James Klauer of Costco Wholesale su...07/22/2022
6
Got 1,000 Here Is 1 Stock to Buy for the Long Term - Nasdaq08/18/2022
7
Costco Wholesale Corporation Is a Trending Stock Facts to Kn...08/22/2022
8
Costco Wholesale Costco Wholesale Corporation Reports August...08/31/2022
9
Costco Wholesale Golden Cross Appears Before Costco Wholesal...09/06/2022
10
Payment of 662 shares by Callans Patrick J of Costco Wholesa...09/14/2022
11
Payment of 1793 shares by James Murphy of Costco Wholesale s...09/15/2022
12
FedEx, UPS, General Mills, Costco and Adobe are part of Zack...09/19/2022
13
EPS Reported09/21/2022
14
Costco Stock A Hedge Against a Potential Recession - Nasdaq09/23/2022
15
Will Costco Wholesale shadow Amazon price upswing10/05/2022

About Costco Wholesale 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 Costco or other stocks. Alpha measures the amount that position in Costco Wholesale 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.

Costco Wholesale Upcoming Company Events

As portrayed in its financial statements, the presentation of Costco Wholesale's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Costco Wholesale's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Costco Wholesale's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Costco Wholesale. Please utilize our Beneish M Score to check the likelihood of Costco Wholesale's management manipulating its earnings.
Upcoming Quarterly Report3rd of March 2022
Next Financial Report26th of May 2022
Next Fiscal Quarter End28th of February 2022
Next Fiscal Year End22nd of September 2022
Last Quarter Report30th of November 2021
Last Financial Announcement28th of February 2021

Build Portfolio with Costco Wholesale

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Continue to Costco Wholesale Backtesting, Costco Wholesale Valuation, Costco Wholesale Correlation, Costco Wholesale Hype Analysis, Costco Wholesale Volatility, Costco Wholesale History and analyze Costco Wholesale Performance. You can also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

Complementary Tools for analysis

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