Yelp Stock Alpha and Beta Analysis

YELP -  USA Stock  

USD 37.14  0.22  0.60%

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

Search Beta 

 
Refresh
Please note that although Yelp 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, Yelp did 0.07  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 Yelp Inc stock's relative risk over its benchmark. Yelp Inc has a beta of 0.15  . Let's try to break down what Yelp's beta means in this case. As returns on the market increase, returns on owning Yelp are expected to decrease at a much lower rate. During the bear market, Yelp is likely to outperform the market.
Yelp Book Value per Share is very stable at the moment as compared to the past year. Yelp reported last year Book Value per Share of 8.28. As of 27th of September 2021, Enterprise Value over EBITDA is likely to grow to 270.44, while Tangible Asset Value is likely to drop about 403.2 M.
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

2.12 BillionShare

Yelp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Yelp market risk premium is the additional return an investor will receive from holding Yelp 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 Yelp. 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 Yelp's performance over market.
α-0.07   β-0.15
90 days against DJI

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

Yelp Market Price Analysis

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

Yelp Return and Market Media

The median price of Yelp for the period between Tue, Jun 29, 2021 and Mon, Sep 27, 2021 is 38.12 with a coefficient of variation of 3.71. The daily time series for the period is distributed with a sample standard deviation of 1.41, arithmetic mean of 38.06, and mean deviation of 1.15. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
EPS Estimate06/30/2021
2
Should You Consider Investing in Yelp - Yahoo Finance07/09/2021
3
Yelp SVP and Head of GTM, National discusses Yelp Audiences ...07/14/2021
4
Hitting tech on Covid lies is a healthy compromise - Nasdaq07/23/2021
5
Yelp Top RV and Campground Destinations of 2021 - Marketscre...08/02/2021
6
EPS Reported08/05/2021
7
SIMO 3 Tech Stocks with More Room to Run This Month - StockN...08/16/2021
8
Sale by Miriam Warren of 2535 shares of Yelp08/24/2021
9
U.S. DOJ Readying Google Antitrust Lawsuit Over Ad-Tech Busi...09/01/2021
10
Yelp An Update on Yelps Office Reopenings - Marketscreener.c...09/09/2021
11
Sale by Sam Eaton of 4085 shares of Yelp09/20/2021
12
Yelp gains 1.01 percent on Strong Volume September 22 - Equi...09/22/2021

About Yelp 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 Yelp Inc 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.
 2018 2019 2020 2021 (projected)
Receivables Turnover11.5310.458.9211.58
PPandE Turnover8.638.998.199.57

Yelp Upcoming Company Events

As portrayed in its financial statements, the presentation of Yelp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Yelp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Yelp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Yelp. Please utilize our Beneish M Score to check the likelihood of Yelp's management manipulating its earnings.
Upcoming Quarterly Report4th of November 2021
Next Earnings Report8th of February 2022
Next Fiscal Quarter End30th of September 2021
Next Fiscal Year End8th of February 2022
Last Quarter Report30th of June 2021
Last Earning Announcement30th of September 2020

Build Portfolio with Yelp

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

Fix your portfolio
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
Check out Yelp Backtesting, Yelp Valuation, Yelp Correlation, Yelp Hype Analysis, Yelp Volatility, Yelp History and analyze Yelp Performance. Note that the Yelp Inc information on this page should be used as a complementary analysis to other Yelp'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 Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

Complementary Tools for Yelp Stock analysis

When running Yelp Inc price analysis, check to measure Yelp'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 Yelp is operating at the current time. Most of Yelp's value examination focuses on studying past and present price action to predict the probability of Yelp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Yelp's price. Additionally, you may evaluate how the addition of Yelp to your portfolios can decrease your overall portfolio volatility.
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Go
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Go
Yelp 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 Yelp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Yelp 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...