Lifeway Stock Alpha and Beta Analysis

LWAY Stock  USD 5.49  0.01  0.18%   
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.
Additionally, see Lifeway Foods Backtesting, Lifeway Foods Valuation, Lifeway Foods Correlation, Lifeway Foods Hype Analysis, Lifeway Foods Volatility, Lifeway Foods History and analyze Lifeway Foods Performance.
  
Please note that although Lifeway Foods 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., NYSE Composite index.) So in this particular case, Lifeway Foods 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 Lifeway Foods stock's relative risk over its benchmark. Lifeway Foods has a beta of 0.79  . Let's try to break down what Lifeway's beta means in this case. As returns on the market increase, Lifeway Foods returns are expected to increase less than the market. However, during the bear market, the loss on holding Lifeway Foods will be expected to be smaller as well.
Lifeway Foods Enterprise Value over EBIT is fairly stable at the moment as compared to the past year. Lifeway Foods reported Enterprise Value over EBIT of 10.80 in 2022. Enterprise Value over EBITDA is likely to rise to 7.36 in 2023, whereas Book Value per Share is likely to drop 3.50 in 2023.
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.

Enterprise Value

93.71 Million

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-0.16   β0.79
90 days against NYA

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, Nov 5, 2022 and Fri, Feb 3, 2023 is 5.88 with a coefficient of variation of 10.92. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 6.19, and mean deviation of 0.6. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Disposition of 850340 shares by Ludmila Smolyansky of Lifewa...11/09/2022
2
EPS Reported11/14/2022
3
Lifeway Foods Third Quarter 2022 Earnings Beats Expectations11/17/2022
4
Disposition of 100 shares by Ludmila Smolyansky of Lifeway F...12/02/2022
5
Disposition of 8000 shares by Ludmila Smolyansky of Lifeway ...12/06/2022
6
Disposition of 7500 shares by Ludmila Smolyansky of Lifeway ...12/07/2022
7
Director Ludmila Smolyansky Just Sold A Bunch Of Shares In L...12/08/2022
8
Edward Smolyansky Sells 1,883 Shares of Lifeway Foods, Inc. ...12/13/2022
9
Julie Smolyansky Purchases 2,000 Shares of Lifeway Foods, In...12/15/2022
10
Advocates Raise 211,500 for Whole Planet Foundations Poverty...12/23/2022
11
Lifeway Foods, Inc. to Participate in the 25th Annual ICR Co...01/05/2023
12
The Next Wave of No-Alcohol Beverages in the U.S. Analysis o...02/01/2023

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.
 2022 2023 (projected)
PPandE Turnover3.784.12
Calculated Tax Rate34.4536.16

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.
Upcoming Quarterly Report24th of March 2022
Next Fiscal Quarter End31st of December 2021

Build Portfolio with Lifeway Foods

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Additionally, see Lifeway Foods Backtesting, Lifeway Foods Valuation, Lifeway Foods Correlation, Lifeway Foods Hype Analysis, Lifeway Foods Volatility, Lifeway Foods History and analyze Lifeway Foods Performance. 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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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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 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.
A focus of Lifeway Foods technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Lifeway Foods 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...