Bath Body (UK) Alpha and Beta Analysis
| 0JSC Stock | 39.42 1.68 4.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bath Body Works. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bath Body over a specified time horizon. Remember, high Bath Body'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. Key technical indicators related to Bath Body's market risk premium analysis include:
Beta 0.27 | Alpha 0.5 | Risk 3.2 | Sharpe Ratio 0.15 | Expected Return 0.47 |
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.
Bath |
Bath Body Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bath Body market risk premium is the additional return an investor will receive from holding Bath Body 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 Bath Body. 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 Bath Body's performance over market.| α | 0.50 | β | 0.27 |
Bath Body 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 Bath Body's Buy-and-hold return. Our buy-and-hold chart shows how Bath Body performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bath Body Market Price Analysis
Market price analysis indicators help investors to evaluate how Bath Body stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bath Body shares will generate the highest return on investment. By understating and applying Bath Body stock market price indicators, traders can identify Bath Body position entry and exit signals to maximize returns.
Bath Body Return and Market Media
The median price of Bath Body for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 31.24 with a coefficient of variation of 10.83. The daily time series for the period is distributed with a sample standard deviation of 3.53, arithmetic mean of 32.61, and mean deviation of 3.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Bath Body Works Inc. stock outperforms competitors on strong trading day - MarketWatch | 11/22/2024 |
2 | Bath Body Works Inc. stock underperforms Thursday when compared to competitors - MarketWatch | 12/05/2024 |
3 | Bath Body Works Inc Trading 7.32 percent Higher on Dec 9 - GuruFocus.com | 12/10/2024 |
4 | Bath Body Works, Inc. Given Consensus Rating of Moderate Buy by Analysts - MarketBeat | 12/18/2024 |
About Bath Body 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 Bath or other stocks. Alpha measures the amount that position in Bath Body Works 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Bath Body in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Bath Body's short interest history, or implied volatility extrapolated from Bath Body options trading.
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Additional Tools for Bath Stock Analysis
When running Bath Body's price analysis, check to measure Bath Body'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 Bath Body is operating at the current time. Most of Bath Body's value examination focuses on studying past and present price action to predict the probability of Bath Body's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bath Body's price. Additionally, you may evaluate how the addition of Bath Body to your portfolios can decrease your overall portfolio volatility.