Cal Maine Foods Stock Alpha and Beta Analysis
| CALM Stock | USD 97.66 0.51 0.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cal Maine Foods. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cal Maine over a specified time horizon. Remember, high Cal Maine'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 Cal Maine's market risk premium analysis include:
Beta 0.53 | Alpha 0.43 | Risk 1.73 | Sharpe Ratio 0.31 | Expected Return 0.53 |
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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.
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Cal Maine Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cal Maine market risk premium is the additional return an investor will receive from holding Cal Maine 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 Cal Maine. 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 Cal Maine's performance over market.| α | 0.43 | β | 0.53 |
Cal Maine 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 Cal Maine's Buy-and-hold return. Our buy-and-hold chart shows how Cal Maine performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cal Maine Market Price Analysis
Market price analysis indicators help investors to evaluate how Cal Maine stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cal Maine shares will generate the highest return on investment. By understating and applying Cal Maine stock market price indicators, traders can identify Cal Maine position entry and exit signals to maximize returns.
Cal Maine Return and Market Media
The median price of Cal Maine for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 87.56 with a coefficient of variation of 12.15. The daily time series for the period is distributed with a sample standard deviation of 10.05, arithmetic mean of 82.74, and mean deviation of 9.34. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Cal-Maine Posts Better-Than-Expected Sales In Q3 | 10/01/2024 |
2 | Q2 Earnings Highs And Lows Dole Vs The Rest Of The Perishable Food Stocks | 10/10/2024 |
3 | Chicken or Egg Does Tyson Have More Upside Than Cal-Maine Stock | 10/14/2024 |
4 | Acquisition by Hughes Letitia Callender of 2620 shares of Cal Maine subject to Rule 16b-3 | 10/22/2024 |
5 | Q2 Earnings Roundup Pilgrims Pride And The Rest Of The Perishable Food Segment | 10/25/2024 |
6 | Perishable Food Stocks Q2 In Review Freshpet Vs Peers | 10/28/2024 |
7 | 3 Top-Ranked Dividend Stocks A Smarter Way to Boost Your Retirement Income | 11/06/2024 |
| Cal Maine dividend paid on 14th of November 2024 | 11/14/2024 |
9 | Cal-Maine Foods, Inc. Shares Bought by Victory Capital Management Inc. - MarketBeat | 11/22/2024 |
10 | Is Cal-Maine Foods, Inc.s Stocks Recent Performance Being Led By Its Attractive Financial Prospects | 11/25/2024 |
11 | Cal-Maine Foods Rating Lowered to Hold at StockNews.com | 11/27/2024 |
About Cal Maine 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 Cal or other stocks. Alpha measures the amount that position in Cal Maine 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.
| 2011 | 2013 | 2019 | 2024 (projected) | Dividend Yield | 0.0284 | 0.0232 | 0.0306 | 0.0146 | Price To Sales Ratio | 0.83 | 1.32 | 1.29 | 1.16 |
Cal Maine Upcoming Company Events
As portrayed in its financial statements, the presentation of Cal Maine's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cal Maine's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cal Maine's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cal Maine. Please utilize our Beneish M Score to check the likelihood of Cal Maine's management manipulating its earnings.
| 26th of March 2024 Upcoming Quarterly Report | View | |
| 23rd of July 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 23rd of July 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 31st of May 2023 Last Financial Announcement | View |
Build Portfolio with Cal Maine
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
Check out Cal Maine Backtesting, Cal Maine Valuation, Cal Maine Correlation, Cal Maine Hype Analysis, Cal Maine Volatility, Cal Maine History and analyze Cal Maine Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Cal Maine 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.