Big Lots Stock Alpha and Beta Analysis
| BIG Stock | USD 3.41 0.02 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Big Lots. It also helps investors analyze the systematic and unsystematic risks associated with investing in Big Lots over a specified time horizon. Remember, high Big Lots' 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. Key technical indicators related to Big Lots' market risk premium analysis include:
Beta 3.71 | Alpha (0.96) | Risk 6.97 | Sharpe Ratio (0.1) | Expected Return (0.69) |
Big Lots Quarterly Cash And Equivalents |
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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.
Big |
Big Lots Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Big Lots market risk premium is the additional return an investor will receive from holding Big Lots 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 Big Lots. 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 Big Lots' performance over market.| α | -0.96 | β | 3.71 |
Big Lots 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 Big Lots' Buy-and-hold return. Our buy-and-hold chart shows how Big Lots performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Big Lots Market Price Analysis
Market price analysis indicators help investors to evaluate how Big Lots stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Big Lots shares will generate the highest return on investment. By understating and applying Big Lots stock market price indicators, traders can identify Big Lots position entry and exit signals to maximize returns.
Big Lots Return and Market Media
The median price of Big Lots for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 4.12 with a coefficient of variation of 21.11. The daily time series for the period is distributed with a sample standard deviation of 0.96, arithmetic mean of 4.56, and mean deviation of 0.85. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Big Lots stock tumbles, as Wall Streets top bear sees more than 80 percent downside | 02/12/2024 |
2 | Disposition of tradable shares by Short Maureen B of Big Lots subject to Rule 16b-3 | 03/01/2024 |
3 | Big Lots Non-GAAP EPS of -0.28 misses by 0.02, revenue of 1.43B in-line | 03/07/2024 |
4 | Big Lots Full Year 2024 Earnings EPS Misses Expectations | 03/08/2024 |
5 | Big Lots supports the American Heart Associations Life is Why campaign as they champion womens heart health | 03/14/2024 |
6 | Acquisition by Cynthia Jamison of 8185 shares of Big Lots subject to Rule 16b-3 | 03/15/2024 |
7 | Disposition of 1556 shares by Jonathan Ramsden of Big Lots at 4.02 subject to Rule 16b-3 | 03/22/2024 |
8 | Big Lots Downgraded by StockNews.com to Sell - Defense World | 03/28/2024 |
9 | Big Lots Bolsters Global Product Sourcing with Launch of Asia-based Buying Offices | 04/01/2024 |
10 | Big Lots adds borrowing capacity with new term loan facility | 04/18/2024 |
11 | Acquisition by Sebastian DiGrande of 19003 shares of Big Lots subject to Rule 16b-3 | 04/23/2024 |
About Big Lots 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 Big or other stocks. Alpha measures the amount that position in Big Lots 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.
| 2020 | 2024 (projected) | Dividend Yield | 0.0578 | 0.011 | Price To Sales Ratio | 0.0359 | 0.49 |
Big Lots Upcoming Company Events
As portrayed in its financial statements, the presentation of Big Lots' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Big Lots' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Big Lots' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Big Lots. Please utilize our Beneish M Score to check the likelihood of Big Lots' management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 24th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Big Lots
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
Check out Big Lots Backtesting, Big Lots Valuation, Big Lots Correlation, Big Lots Hype Analysis, Big Lots Volatility, Big Lots History and analyze Big Lots Performance. For more detail on how to invest in Big Stock please use our How to Invest in Big Lots guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Big Stock analysis
When running Big Lots' price analysis, check to measure Big Lots' 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 Big Lots is operating at the current time. Most of Big Lots' value examination focuses on studying past and present price action to predict the probability of Big Lots' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Big Lots' price. Additionally, you may evaluate how the addition of Big Lots to your portfolios can decrease your overall portfolio volatility.
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Big Lots 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.