Lovesac Stock Alpha and Beta Analysis

LOVE -  USA Stock  

USD 63.29  14.66  18.81%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Lovesac. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lovesac over a specified time horizon. Remember, high Lovesac'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.
Additionally, see Lovesac Backtesting, Lovesac Valuation, Lovesac Correlation, Lovesac Hype Analysis, Lovesac Volatility, Lovesac History and analyze Lovesac Performance.

Lovesac Beta 

 
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Please note that although Lovesac 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, Lovesac did 0.65  better 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 The Lovesac stock's relative risk over its benchmark. Lovesac has a beta of 1.64  . Let's try to break down what Lovesac'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, Lovesac will likely underperform.
Lovesac Enterprise Value over EBITDA is projected to increase significantly based on the last few years of reporting. The past year's Enterprise Value over EBITDA was at 37.30.
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.

Lovesac Quarterly Book Value per Share

7.745Share

Lovesac Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lovesac market risk premium is the additional return an investor will receive from holding Lovesac 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 Lovesac. 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 Lovesac's performance over market.
α0.65   β1.64
90 days against DJI

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

Lovesac Market Price Analysis

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

Lovesac Return and Market Media

The median price of Lovesac for the period between Fri, Sep 10, 2021 and Thu, Dec 9, 2021 is 72.15 with a coefficient of variation of 10.78. The daily time series for the period is distributed with a sample standard deviation of 7.83, arithmetic mean of 72.61, and mean deviation of 6.44. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Sale by Satori Capital Llc of 15710 shares of Lovesac09/14/2021
2
Sale by Satori Capital Llc of 2700 shares of Lovesac09/22/2021
3
Sale by Satori Capital Llc of 14900 shares of Lovesac09/23/2021
4
Lovesac exotic insider transaction detected09/27/2021
5
Unclassified Event09/28/2021
6
Lovesac exotic insider transaction detected09/29/2021
7
Exercise or conversion by Romig Shirley of 1622 shares of Lo...10/04/2021
8
Unclassified Event10/12/2021
9
Lovesac Company gains 1.41 percent in Active Trading on Octo...10/15/2021
10
Sale by Shawn Nelson of 1324 shares of Lovesac10/19/2021
11
Lovesac exotic insider transaction detected10/21/2021
12
Sale by Satori Capital Llc of 49000 shares of Lovesac10/25/2021
13
Lovesac Company falls 5.55 percent in Active Trading on Octo...10/26/2021
14
Sale by Satori Capital Llc of 1400 shares of Lovesac10/27/2021
15
EPS Estimate10/28/2021
16
Lovesac Company falls 2.73 percent in Light Trading on Novem...11/02/2021
17
Sale by Satori Capital Llc of 1500 shares of Lovesac11/03/2021
18
Sale by Satori Capital Llc of 100 shares of Lovesac11/08/2021
19
The Lovesac Company Announces Key Additions to Leadership Te...11/12/2021
20
Sale by Satori Capital Llc of 30000 shares of Lovesac11/16/2021
21
Lovesac exotic insider transaction detected11/19/2021
22
Sale by Satori Capital Llc of 15468 shares of Lovesac11/22/2021
23
Lovesac exotic insider transaction detected11/24/2021
24
Acquisition by Fox Mary of 9664 shares of Lovesac subject to...11/26/2021
25
Sale by Andrew Heyer of 22127 shares of Lovesac11/30/2021
26
Sale by Andrew Heyer of 102 shares of Lovesac12/01/2021
27
Lovesac exotic insider transaction detected12/02/2021
28
EPS Reported12/03/2021
29
EPS Reported12/08/2021

About Lovesac 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Lovesac 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 2021 (projected)
Book Value per Share6.327.396.85
Asset Turnover2.022.232.17

Lovesac Upcoming Company Events

As portrayed in its financial statements, the presentation of Lovesac's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lovesac's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lovesac's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lovesac. Please utilize our Beneish M Score to check the likelihood of Lovesac's management manipulating its earnings.
Upcoming Quarterly Report8th of December 2021
Next Earnings Report13th of April 2022
Next Fiscal Quarter End31st of October 2021
Next Fiscal Year End13th of April 2022
Last Quarter Report31st of July 2021
Last Earning Announcement31st of October 2020

Build Portfolio with Lovesac

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.

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Align your risk with return expectations

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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
Additionally, see Lovesac Backtesting, Lovesac Valuation, Lovesac Correlation, Lovesac Hype Analysis, Lovesac Volatility, Lovesac History and analyze Lovesac Performance. Note that the Lovesac information on this page should be used as a complementary analysis to other Lovesac'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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

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