Dollar Tree Stock Alpha and Beta Analysis

DLTR Stock  USD 72.81  1.54  2.16%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dollar Tree. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dollar Tree over a specified time horizon. Remember, high Dollar Tree'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 Dollar Tree's market risk premium analysis include:
Beta
(0.09)
Alpha
(0.16)
Risk
2.47
Sharpe Ratio
0.0981
Expected Return
0.24
Please note that although Dollar Tree 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 Jones Industrial index.) So in this particular case, Dollar Tree did 0.16  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 Dollar Tree stock's relative risk over its benchmark. Dollar Tree has a beta of 0.09  . As returns on the market increase, returns on owning Dollar Tree are expected to decrease at a much lower rate. During the bear market, Dollar Tree is likely to outperform the market. At this time, Dollar Tree's Enterprise Value Over EBITDA is relatively stable compared to the past year. As of 12/03/2024, Enterprise Value Multiple is likely to grow to 7.69, while Tangible Book Value Per Share is likely to drop 2.41.

Enterprise Value

3.08 Billion

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.
  
Check out Dollar Tree Backtesting, Dollar Tree Valuation, Dollar Tree Correlation, Dollar Tree Hype Analysis, Dollar Tree Volatility, Dollar Tree History and analyze Dollar Tree Performance.
To learn how to invest in Dollar Stock, please use our How to Invest in Dollar Tree guide.

Dollar Tree Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dollar Tree market risk premium is the additional return an investor will receive from holding Dollar Tree 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 Dollar Tree. 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 Dollar Tree's performance over market.
α-0.16   β-0.09

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

Dollar Tree Market Price Analysis

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

Dollar Tree Return and Market Media

The median price of Dollar Tree for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 67.89 with a coefficient of variation of 6.7. The daily time series for the period is distributed with a sample standard deviation of 4.6, arithmetic mean of 68.61, and mean deviation of 3.3. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Disposition of 459 shares by Jonathan Leiken of Dollar Tree at 66.45 subject to Rule 16b-3
10/25/2024
2
Dollar Tree Stock Slides as Market Rises Facts to Know Before You Trade
11/05/2024
3
Tesla, Eli Lilly lead market cap stock movers on Monday
11/18/2024
4
Dollar Tree Inc Shares Up 3.63 percent on Nov 19
11/19/2024
5
4 Retail Stocks Primed to Beat Earnings Estimates This Season
11/21/2024
6
Kohls Gears Up for Q3 Earnings Heres What You Should Know
11/22/2024
7
Dollar Tree Inc Trading 5. percent Higher on Nov 25
11/25/2024
8
Dollar Tree and Family Dollar Announce Partnership with No Kid Hungry
11/26/2024
9
Dollar Tree Stock Declines While Market Improves Some Information for Investors
11/29/2024
10
Dollar Tree Inc s Uncertain Future Understanding the Barriers to Outperformance
12/02/2024

About Dollar Tree 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 Dollar or other stocks. Alpha measures the amount that position in Dollar Tree 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 2024 (projected)
Dividend Yield4.4E-43.52E-4
Price To Sales Ratio1.411.19

Dollar Tree Upcoming Company Events

As portrayed in its financial statements, the presentation of Dollar Tree's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Dollar Tree's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Dollar Tree's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Dollar Tree. Please utilize our Beneish M Score to check the likelihood of Dollar Tree's management manipulating its earnings.
6th of March 2024
Upcoming Quarterly Report
View
23rd of May 2024
Next Financial Report
View
31st of January 2024
Next Fiscal Quarter End
View
6th 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 Dollar Tree

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

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

Additional Tools for Dollar Stock Analysis

When running Dollar Tree's price analysis, check to measure Dollar Tree'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 Dollar Tree is operating at the current time. Most of Dollar Tree's value examination focuses on studying past and present price action to predict the probability of Dollar Tree's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dollar Tree's price. Additionally, you may evaluate how the addition of Dollar Tree to your portfolios can decrease your overall portfolio volatility.