Lifeway Foods Stock Alpha and Beta Analysis
| LWAY Stock | USD 19.12 0.87 4.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lifeway Foods. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lifeway Foods over a specified time horizon. Remember, high Lifeway Foods' 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 Lifeway Foods' market risk premium analysis include:
Beta 0.74 | Alpha 0.66 | Risk 5.66 | Sharpe Ratio 0.12 | Expected Return 0.69 |
Enterprise Value |
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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.
Lifeway |
Lifeway Foods Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lifeway Foods market risk premium is the additional return an investor will receive from holding Lifeway Foods 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 Lifeway Foods. 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 Lifeway Foods' performance over market.| α | 0.66 | β | 0.74 |
Lifeway Foods 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 Lifeway Foods' Buy-and-hold return. Our buy-and-hold chart shows how Lifeway Foods performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lifeway Foods Market Price Analysis
Market price analysis indicators help investors to evaluate how Lifeway Foods stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lifeway Foods shares will generate the highest return on investment. By understating and applying Lifeway Foods stock market price indicators, traders can identify Lifeway Foods position entry and exit signals to maximize returns.
Lifeway Foods Return and Market Media
The median price of Lifeway Foods for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 12.52 with a coefficient of variation of 25.18. The daily time series for the period is distributed with a sample standard deviation of 3.57, arithmetic mean of 14.17, and mean deviation of 3.05. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Sale by Ludmila Smolyansky of 11459 shares of Lifeway Foods | 01/24/2024 |
2 | Sale by Ludmila Smolyansky of 10000 shares of Lifeway Foods | 02/08/2024 |
3 | Lifeway Foods shares upgraded to Outperform, target set at 14 | 02/26/2024 |
4 | Disposition of 1606 shares by Ludmila Smolyansky of Lifeway Foods at 12.35 subject to Rule 16b-3 | 02/27/2024 |
5 | Lifeway Foods, Inc. Q4 2023 Earnings Call Transcript | 03/21/2024 |
6 | Lifeway Foods CFO sells over 383k in company stock | 03/28/2024 |
7 | Lake Street calls Lifeway Foods overlooked, starts shares coverage with buy | 04/05/2024 |
8 | Disposition of 5000 shares by Ludmila Smolyansky of Lifeway Foods at 20.4 subject to Rule 16b-3 | 04/08/2024 |
9 | Disposition of 5000 shares by Ludmila Smolyansky of Lifeway Foods at 21.59 subject to Rule 16b-3 | 04/09/2024 |
10 | Probiotics Market size worth 141.52 Billion, Globally, by 2031 at 8.22 percent CAGR Report By Verified Market Research | 04/10/2024 |
11 | Disposition of 2193 shares by Ludmila Smolyansky of Lifeway Foods at 20.5 subject to Rule 16b-3 | 04/15/2024 |
12 | Lifeway Foods Rises Higher Than Market Key Facts | 04/16/2024 |
13 | Lifeway Foods insider sells over 245k in company stock | 04/18/2024 |
About Lifeway Foods 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 Lifeway or other stocks. Alpha measures the amount that position in Lifeway Foods 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.005758 | 0.00716 | Price To Sales Ratio | 1.23 | 1.17 |
Lifeway Foods Upcoming Company Events
As portrayed in its financial statements, the presentation of Lifeway Foods' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lifeway Foods' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lifeway Foods' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lifeway Foods. Please utilize our Beneish M Score to check the likelihood of Lifeway Foods' management manipulating its earnings.
| 25th of March 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 25th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Lifeway Foods
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 Lifeway Foods Backtesting, Lifeway Foods Valuation, Lifeway Foods Correlation, Lifeway Foods Hype Analysis, Lifeway Foods Volatility, Lifeway Foods History and analyze Lifeway Foods Performance. For more information on how to buy Lifeway Stock please use our How to Invest in Lifeway Foods guide.Note that the Lifeway Foods information on this page should be used as a complementary analysis to other Lifeway Foods' 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 the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Complementary Tools for Lifeway Stock analysis
When running Lifeway Foods' price analysis, check to measure Lifeway Foods' 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 Lifeway Foods is operating at the current time. Most of Lifeway Foods' value examination focuses on studying past and present price action to predict the probability of Lifeway Foods' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lifeway Foods' price. Additionally, you may evaluate how the addition of Lifeway Foods to your portfolios can decrease your overall portfolio volatility.
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Lifeway Foods 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.