Grocery Stock Alpha and Beta Analysis


USD 35.41  0.86  2.49%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grocery Outlet Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grocery Outlet over a specified time horizon. Remember, high Grocery Outlet'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 Grocery Outlet Backtesting, Grocery Outlet Valuation, Grocery Outlet Correlation, Grocery Outlet Hype Analysis, Grocery Outlet Volatility, Grocery Outlet History and analyze Grocery Outlet Performance.
Please note that although Grocery Outlet 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, Grocery Outlet did 0.19  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 Grocery Outlet Holding stock's relative risk over its benchmark. Grocery Outlet Holding has a beta of 0.34  . Let's try to break down what Grocery's beta means in this case. As returns on the market increase, Grocery Outlet returns are expected to increase less than the market. However, during the bear market, the loss on holding Grocery Outlet 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.

Grocery Outlet Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grocery Outlet market risk premium is the additional return an investor will receive from holding Grocery Outlet 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 Grocery Outlet. 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 Grocery Outlet's performance over market.
α-0.19   β0.34
90 days against DJI

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

Grocery Outlet Market Price Analysis

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

Grocery Outlet Return and Market Media

The median price of Grocery Outlet for the period between Sun, Jun 26, 2022 and Sat, Sep 24, 2022 is 42.3 with a coefficient of variation of 7.5. The daily time series for the period is distributed with a sample standard deviation of 3.1, arithmetic mean of 41.39, and mean deviation of 2.59. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
EPS Estimate06/30/2022
Exercise or conversion by Wilson Steven K of 5556 shares of ...07/05/2022
Exercise or conversion by Burke Pamela B of 18060 shares of ...07/06/2022
Exercise or conversion by Sheedy Robert Joseph Jr of 6667 sh...07/12/2022
Grocery Outlet exotic insider transaction detected07/15/2022
Grocery Outlet exotic insider transaction detected07/18/2022
Exercise or conversion by Sheedy Robert Joseph Jr of 6667 sh...07/26/2022
Acquisition by Thompson Luke D of 5412 shares of Grocery Out...07/27/2022
Insiders at Grocery Outlet Holding Corp. sold US5.6m worth o...07/28/2022
EPS Reported08/09/2022
GROCERY OUTLET HOLDING CORP. Managements Discussion and Anal...08/10/2022
Exercise or conversion by Wilson Steven K of 5555 shares of ...08/12/2022
Exercise or conversion by Lindberg Eric J Jr of 25000 shares...08/15/2022
Sale by Herman Thomas F of 2000 shares of Grocery Outlet08/16/2022
Exercise or conversion by Mcandrews Brian of 2763 shares of ...08/17/2022
Exercise or conversion by Mcandrews Brian of 20000 shares of...08/18/2022
Exercise or conversion by Mcandrews Brian of 20000 shares of...08/19/2022
Exercise or conversion by Gray Lindsay E of 10075 shares of ...08/23/2022
Exercise or conversion by Sheedy Robert Joseph Jr of 6667 sh...08/26/2022
Exercise or conversion by Lindberg Eric J Jr of 25000 shares...08/30/2022
Grocery Outlet Holding Corp. Announces Retirement of Vice Ch...09/02/2022
Exercise or conversion by Wilson Steven K of 5556 shares of ...09/06/2022
Sale by York Jeffrey of 50000 shares of Grocery Outlet09/09/2022
Exercise or conversion by Lindberg Eric J Jr of 25000 shares...09/13/2022
Grocery Outlet exotic insider transaction detected09/15/2022
Grocery Outlet exotic insider transaction detected09/16/2022
Exercise or conversion by Sheedy Robert Joseph Jr of 6667 sh...09/23/2022

About Grocery Outlet 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 Grocery or other stocks. Alpha measures the amount that position in Grocery Outlet Holding 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.

Grocery Outlet Upcoming Company Events

As portrayed in its financial statements, the presentation of Grocery Outlet's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Grocery Outlet's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Grocery Outlet's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Grocery Outlet. Please utilize our Beneish M Score to check the likelihood of Grocery Outlet's 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

Build Portfolio with Grocery Outlet

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