Lifeway Foods Stock Alpha and Beta Analysis

LWAY Stock  USD 20.51  0.17  0.82%   
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
0.85
Alpha
0.7
Risk
5.66
Sharpe Ratio
0.15
Expected Return
0.86
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 0.70  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 Lifeway Foods stock's relative risk over its benchmark. Lifeway Foods has a beta of 0.85  . As returns on the market increase, Lifeway Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lifeway Foods is expected to be smaller as well. At this time, Lifeway Foods' Book Value Per Share is fairly stable compared to the past year. Tangible Book Value Per Share is likely to rise to 2.99 in 2024, whereas Enterprise Value Over EBITDA is likely to drop 8.79 in 2024.

Enterprise Value

291.65 Million

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 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.

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.
α0.70   β0.85

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 Tue, Jan 16, 2024 and Mon, Apr 15, 2024 is 12.52 with a coefficient of variation of 23.51. The daily time series for the period is distributed with a sample standard deviation of 3.25, arithmetic mean of 13.81, and mean deviation of 2.57. The Stock received substential amount of media coverage during this 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
Disposition of 1606 shares by Ludmila Smolyansky of Lifeway Foods at 12.35 subject to Rule 16b-3
02/27/2024
4
Disposition of 13000 shares by Ludmila Smolyansky of Lifeway Foods at 12.87 subject to Rule 16b-3
03/20/2024
5
Lifeway is on the Move, Heres Why the Trend Could be Sustainable
03/25/2024
6
Lifeway Foods Joins Elite List Of Stocks With 95-Plus Composite Rating
03/26/2024
7
Insider Sell CFO Eric Hanson Sells 20,000 Shares of Lifeway Foods Inc
03/28/2024
8
Disposition of 5000 shares by Ludmila Smolyansky of Lifeway Foods at 19.56 subject to Rule 16b-3
04/05/2024
9
Lifeway Foods Suffers a Larger Drop Than the General Market Key Insights
04/08/2024
10
Lifeway Foods insider sells over 300k in company stock
04/10/2024

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 Yield0.0057580.00716
Price To Sales Ratio1.231.17

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
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20th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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25th of March 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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Build Portfolio with Lifeway Foods

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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
When determining whether Lifeway Foods offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Lifeway Foods' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Lifeway Foods Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Lifeway Foods Stock:
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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

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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...