Bjs Wholesale Club Stock Alpha and Beta Analysis
| BJ Stock | USD 75.78 0.86 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BJs Wholesale Club. It also helps investors analyze the systematic and unsystematic risks associated with investing in BJs Wholesale over a specified time horizon. Remember, high BJs 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. Key technical indicators related to BJs Wholesale's market risk premium analysis include:
Beta 0.63 | Alpha 0.15 | Risk 1.9 | Sharpe Ratio 0.13 | Expected Return 0.25 |
BJs Wholesale 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.
BJs |
BJs Wholesale Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BJs Wholesale market risk premium is the additional return an investor will receive from holding BJs 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 BJs 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 BJs Wholesale's performance over market.| α | 0.15 | β | 0.63 |
BJs 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 BJs Wholesale's Buy-and-hold return. Our buy-and-hold chart shows how BJs Wholesale performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BJs Wholesale Market Price Analysis
Market price analysis indicators help investors to evaluate how BJs 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 BJs Wholesale shares will generate the highest return on investment. By understating and applying BJs Wholesale stock market price indicators, traders can identify BJs Wholesale position entry and exit signals to maximize returns.
BJs Wholesale Return and Market Media
The median price of BJs Wholesale for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 73.22 with a coefficient of variation of 6.47. The daily time series for the period is distributed with a sample standard deviation of 4.65, arithmetic mean of 71.88, and mean deviation of 4.07. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Sale by William Werner of tradable shares of BJs Wholesale | 02/22/2024 |
2 | Disposition of 18941 shares by Laura Felice of BJs Wholesale at 72.58 subject to Rule 16b-3 | 02/27/2024 |
3 | Disposition of 179497 shares by Paul Cichocki of BJs Wholesale at 25.07 subject to Rule 16b-3 | 02/28/2024 |
4 | Schonfeld Strategic Advisors LLC Takes 29.77 Million Position in BJs Wholesale Club Holdings, Inc. | 03/01/2024 |
5 | BJs Reports Sales Below Analyst Estimates In Q4 Earnings | 03/07/2024 |
6 | BJs Wholesale stock price target raised to 68 from 63, retains Neutral rating | 03/11/2024 |
7 | BJs Wholesale Club Continues Expansion, Announcing Five New Clubs in the Southeast and Midwest | 03/27/2024 |
8 | Disposition of 15229 shares by Jeff Desroches of BJs Wholesale at 74.64 subject to Rule 16b-3 | 04/03/2024 |
9 | Goldman Sachs raises BJs Wholesale stock target, upgrades to buy | 04/08/2024 |
10 | BJs Wholesale Club Holdings five-year earnings growth trails the impressive shareholder returns | 04/11/2024 |
11 | BJs Wholesale EVP sells over 1m in company stock | 04/12/2024 |
12 | BJs Wholesale Club SVP sells 77,370 in company stock | 04/16/2024 |
13 | Loop Capital cuts BJs Wholesale stock target by 5 | 04/18/2024 |
14 | BJs Wholesale Club Announces First Quarter Fiscal 2024 Earnings Conference Call Date | 04/22/2024 |
About BJs 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 BJs or other stocks. Alpha measures the amount that position in BJs Wholesale Club 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 | 2020 | 2024 (projected) | Dividend Yield | 9.0E-6 | 3.0E-6 | 0.27 | Price To Sales Ratio | 0.21 | 0.43 | 0.22 |
BJs Wholesale Upcoming Company Events
As portrayed in its financial statements, the presentation of BJs Wholesale's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BJs Wholesale's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BJs Wholesale's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BJs Wholesale. Please utilize our Beneish M Score to check the likelihood of BJs Wholesale's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 28th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 14th 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 BJs Wholesale
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
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Check out BJs Wholesale Backtesting, BJs Wholesale Valuation, BJs Wholesale Correlation, BJs Wholesale Hype Analysis, BJs Wholesale Volatility, BJs Wholesale History and analyze BJs Wholesale Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for BJs Stock analysis
When running BJs Wholesale's price analysis, check to measure BJs 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 BJs Wholesale is operating at the current time. Most of BJs Wholesale's value examination focuses on studying past and present price action to predict the probability of BJs Wholesale's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BJs Wholesale's price. Additionally, you may evaluate how the addition of BJs Wholesale to your portfolios can decrease your overall portfolio volatility.
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