Burlington Stores Stock Alpha and Beta Analysis
| BURL Stock | USD 291.66 5.49 1.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Burlington Stores. It also helps investors analyze the systematic and unsystematic risks associated with investing in Burlington Stores over a specified time horizon. Remember, high Burlington Stores' 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 Burlington Stores' market risk premium analysis include:
Beta 0.72 | Alpha 0.0176 | Risk 1.8 | Sharpe Ratio 0.031 | Expected Return 0.0557 |
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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.
Burlington |
Burlington Stores Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Burlington Stores market risk premium is the additional return an investor will receive from holding Burlington Stores 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 Burlington Stores. 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 Burlington Stores' performance over market.| α | 0.02 | β | 0.72 |
Burlington Stores 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 Burlington Stores' Buy-and-hold return. Our buy-and-hold chart shows how Burlington Stores performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Burlington Stores Market Price Analysis
Market price analysis indicators help investors to evaluate how Burlington Stores stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Burlington Stores shares will generate the highest return on investment. By understating and applying Burlington Stores stock market price indicators, traders can identify Burlington Stores position entry and exit signals to maximize returns.
Burlington Stores Return and Market Media
The median price of Burlington Stores for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 264.06 with a coefficient of variation of 3.64. The daily time series for the period is distributed with a sample standard deviation of 9.57, arithmetic mean of 263.3, and mean deviation of 8.03. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 451 shares by Stephen Ferroni of Burlington Stores at 54.58 subject to Rule 16b-3 | 09/09/2024 |
2 | Disposition of 182 shares by Travis Marquette of Burlington Stores at 264.28 subject to Rule 16b-3 | 10/04/2024 |
3 | Victims IDd After 2 Killed In Fiery Burlington Car Crash | 10/22/2024 |
4 | Brush Fire Spreads Smoke Around Burlington Co. | 10/28/2024 |
5 | Values of Commercial and Residential Properties in Burlington Township Experienced an 8 percent Increase | 11/06/2024 |
6 | Burlington Stores, Inc. Announces Third Quarter Fiscal Year 2024 Earnings Release Date, Conference Call and Webcast | 11/12/2024 |
7 | Burlington Co. Seeks Voter Input On Issue-Plagued Election Day | 11/13/2024 |
8 | AI Stock Cellebrite Fights For Support At Key Level After 65 percent Rally | 11/14/2024 |
9 | 3 Killed In Crashes, Reignited Wildfire Forces Evacuation NJ Weekend | 11/18/2024 |
10 | TJX Q3 Earnings and Revenues Top Estimates | 11/20/2024 |
11 | Man Killed His Cellmate In Burlington Co. Jail Prosecutor | 11/21/2024 |
12 | Dow Jones Futures Stay Cool In Hot Market Forget Nvidia, Meet The New AI Chip Leader | 11/22/2024 |
About Burlington Stores 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 Burlington or other stocks. Alpha measures the amount that position in Burlington Stores 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 | 2014 | 2024 (projected) | Dividend Yield | 0.0355 | 9.55E-4 | 0.001043 | Price To Sales Ratio | 2.12 | 1.97 | 0.76 |
Burlington Stores Upcoming Company Events
As portrayed in its financial statements, the presentation of Burlington Stores' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Burlington Stores' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Burlington Stores' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Burlington Stores. Please utilize our Beneish M Score to check the likelihood of Burlington Stores' management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 23rd of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 7th 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 Burlington Stores
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Align your risk with return expectations
Check out Burlington Stores Backtesting, Burlington Stores Valuation, Burlington Stores Correlation, Burlington Stores Hype Analysis, Burlington Stores Volatility, Burlington Stores History and analyze Burlington Stores Performance. For more information on how to buy Burlington Stock please use our How to buy in Burlington Stock guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Burlington Stores 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.