Bjs Wholesale Club Stock Alpha and Beta Analysis
| BJ Stock | USD 97.55 0.01 0.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BJs Wholesale Club. It also helps investors analyze the systematic and unsystematic risks associated with investing in BJs Wholesale over a specified time horizon. Remember, high BJs Wholesale'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 BJs Wholesale's market risk premium analysis include:
Beta 0.58 | Alpha 0.23 | Risk 1.55 | Sharpe Ratio 0.2 | Expected Return 0.32 |
BJs Wholesale Quarterly Cash And Equivalents |
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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.
BJs |
BJs Wholesale Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BJs Wholesale market risk premium is the additional return an investor will receive from holding BJs Wholesale 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 BJs Wholesale. 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 BJs Wholesale's performance over market.| α | 0.23 | β | 0.58 |
BJs Wholesale 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 BJs Wholesale's Buy-and-hold return. Our buy-and-hold chart shows how BJs Wholesale performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BJs Wholesale Market Price Analysis
Market price analysis indicators help investors to evaluate how BJs Wholesale stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BJs Wholesale shares will generate the highest return on investment. By understating and applying BJs Wholesale stock market price indicators, traders can identify BJs Wholesale position entry and exit signals to maximize returns.
BJs Wholesale Return and Market Media
The median price of BJs Wholesale for the period between Wed, Sep 18, 2024 and Tue, Dec 17, 2024 is 86.81 with a coefficient of variation of 6.34. The daily time series for the period is distributed with a sample standard deviation of 5.6, arithmetic mean of 88.32, and mean deviation of 4.55. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | BJs Wholesale Club Early Black Friday Event Delivers Unbeatable Savings on Barbie, Hot Wheels and More as well as Exclusive Deals on TVs, Tech and Holiday Enter... | 10/23/2024 |
2 | Disposition of 2462 shares by Anjana Harve of BJs Wholesale at 84.94 subject to Rule 16b-3 | 10/30/2024 |
3 | Insider Trading | 11/11/2024 |
4 | BJs Wholesale Q3 EPS Beat, Digital Boom, 1B Buyback Program More | 11/21/2024 |
5 | BJs Wholesale Club Holdings Inc Q3 2024 Earnings Call Highlights Strong Membership ... | 11/22/2024 |
6 | Better Stock to Buy Right Now Costco vs. BJs Wholesale | 11/25/2024 |
7 | Disposition of tradable shares by Robert Eddy of BJs Wholesale at 97.13 subject to Rule 16b-3 | 12/02/2024 |
8 | Large-format Grocery General Merchandise Retailer Stocks Q3 Recap Benchmarking Target | 12/04/2024 |
9 | Shop Holiday Deals Now BJs Wholesale Club Offers Unbeatable Savings on Holiday Gifts Through December 24th | 12/05/2024 |
10 | XTX Topco Ltd Acquires 8,847 Shares of BJs Wholesale Club Holdings, Inc. | 12/09/2024 |
11 | Chicken Salad Chick expands to one of North Carolinas hottest counties | 12/10/2024 |
12 | BJs Wholesale Club Holdings, Inc. Position Trimmed by Stifel Financial Corp | 12/11/2024 |
13 | Short Interest in BJs Wholesale Club Holdings, Inc. Expands By 16.2 | 12/16/2024 |
About BJs Wholesale 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 BJs or other stocks. Alpha measures the amount that position in BJs Wholesale Club 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.
| 2010 | 2020 | 2024 (projected) | Dividend Yield | 9.0E-6 | 3.0E-6 | 0.27 | Price To Sales Ratio | 0.21 | 0.43 | 0.22 |
BJs Wholesale Upcoming Company Events
As portrayed in its financial statements, the presentation of BJs Wholesale's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BJs Wholesale's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BJs Wholesale's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BJs Wholesale. Please utilize our Beneish M Score to check the likelihood of BJs Wholesale's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 28th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 14th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with BJs Wholesale
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Check out BJs Wholesale Backtesting, BJs Wholesale Valuation, BJs Wholesale Correlation, BJs Wholesale Hype Analysis, BJs Wholesale Volatility, BJs Wholesale History and analyze BJs Wholesale Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
BJs Wholesale 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.