Five Below Stock Alpha and Beta Analysis


USD 143.98  3.40  2.31%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Five Below. It also helps investors analyze the systematic and unsystematic risks associated with investing in Five Below over a specified time horizon. Remember, high Five Below'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.
Please check Five Below Backtesting, Five Below Valuation, Five Below Correlation, Five Below Hype Analysis, Five Below Volatility, Five Below History and analyze Five Below Performance.
Please note that although Five Below 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, Five Below did 0.06  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 Five Below stock's relative risk over its benchmark. Five Below has a beta of 1.97  . Let's try to break down what Five Below'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, Five Below will likely underperform.
The current year Price to Book Value is expected to grow to 9.65, whereas Book Value per Share is forecasted to decline to 12.22.
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.

Five Below Quarterly Book Value per Share


Five Below Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Five Below market risk premium is the additional return an investor will receive from holding Five Below 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 Five Below. 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 Five Below's performance over market.
α-0.06   β1.97
90 days against DJI

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

Five Below Market Price Analysis

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

Five Below Return and Market Media

The median price of Five Below for the period between Thu, May 19, 2022 and Wed, Aug 17, 2022 is 125.5 with a coefficient of variation of 7.09. The daily time series for the period is distributed with a sample standard deviation of 9.01, arithmetic mean of 127.06, and mean deviation of 7.7. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Crude futures rise on US stock draw Russian oil output recov...05/25/2022
Dow Futures Up 265 Pts Confident Start to Week Dominated by ...06/06/2022
EPS Reported06/08/2022
Tesla, Five Below, Nio and more - Verve Times06/09/2022
Unclassified Event06/14/2022
Acquisition by Washington Zuhairah Scott of 1367 shares of F...06/16/2022
Deutsche Bank Aktiengesellschaft Trims Five Below Target Pri...06/29/2022
Stock futures slip after Nasdaqs rally as investors digest c...07/20/2022
United Parcel Service Surpasses Q2 Earnings and Revenue Esti...07/26/2022
Acquisition by Dinesh Lathi of 184 shares of Five Below subj...08/11/2022

About Five Below 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 Five Below or other stocks. Alpha measures the amount that position in Five Below 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 2022 (projected)
Long Term Debt to Equity0.280.005363
Interest Coverage35.52339.45

Five Below Upcoming Company Events

As portrayed in its financial statements, the presentation of Five Below's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Five Below's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Five Below's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Five Below. Please utilize our Beneish M Score to check the likelihood of Five Below's management manipulating its earnings.
Upcoming Quarterly Report16th of March 2022
Next Financial Report2nd of June 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End16th of March 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

Build Portfolio with Five Below

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Five Below Backtesting, Five Below Valuation, Five Below Correlation, Five Below Hype Analysis, Five Below Volatility, Five Below History and analyze Five Below Performance. Note that the Five Below information on this page should be used as a complementary analysis to other Five Below's 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 Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

Complementary Tools for Five Below Stock analysis

When running Five Below price analysis, check to measure Five Below'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 Five Below is operating at the current time. Most of Five Below's value examination focuses on studying past and present price action to predict the probability of Five Below's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Five Below's price. Additionally, you may evaluate how the addition of Five Below to your portfolios can decrease your overall portfolio volatility.
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Money Managers
Screen money managers from public funds and ETFs managed around the world
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Five Below 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 Five Below technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Five Below 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...