Costco Wholesale Corp Stock Alpha and Beta Analysis
| COST Stock | USD 955.65 27.57 2.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Costco Wholesale Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Costco Wholesale over a specified time horizon. Remember, high Costco 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 Costco Wholesale's market risk premium analysis include:
Beta 0.51 | Alpha 0.0413 | Risk 1.18 | Sharpe Ratio 0.0996 | Expected Return 0.12 |
Costco Wholesale Quarterly Cash And Equivalents |
|
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.
Costco |
Costco Wholesale Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Costco Wholesale market risk premium is the additional return an investor will receive from holding Costco 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 Costco 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 Costco Wholesale's performance over market.| α | 0.04 | β | 0.51 |
Costco 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 Costco Wholesale's Buy-and-hold return. Our buy-and-hold chart shows how Costco Wholesale performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Costco Wholesale Market Price Analysis
Market price analysis indicators help investors to evaluate how Costco 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 Costco Wholesale shares will generate the highest return on investment. By understating and applying Costco Wholesale stock market price indicators, traders can identify Costco Wholesale position entry and exit signals to maximize returns.
Costco Wholesale Return and Market Media
The median price of Costco Wholesale for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 891.33 with a coefficient of variation of 1.91. The daily time series for the period is distributed with a sample standard deviation of 17.12, arithmetic mean of 895.63, and mean deviation of 13.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | NYCs most frightening and fabulous Halloween houses from Brooklyn to the Upper East Side | 10/29/2024 |
2 | Costco trades at an all-time high. Heres why the rally may continue. | 11/08/2024 |
3 | Costco recalls nearly 80,000 pounds of butter due to possible mislabeling | 11/12/2024 |
4 | Costco Wholesale Co. Shares Acquired by Simmons Bank | 11/13/2024 |
5 | Black, red or dead How Omaha became a hub for black squirrel scholarship | 11/14/2024 |
| Costco Wholesale dividend paid on 15th of November 2024 | 11/15/2024 |
7 | Heres How Retirees Can Make the Most of a Costco Membership | 11/18/2024 |
8 | Jim Cramer explains why budget retailers like Walmart are seeing success | 11/19/2024 |
About Costco 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 Costco or other stocks. Alpha measures the amount that position in Costco Wholesale Corp 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.
| 2013 | 2019 | 2024 (projected) | Dividend Yield | 0.008008 | 0.0228 | 0.011 | Price To Sales Ratio | 0.85 | 1.56 | 0.47 |
Costco Wholesale Upcoming Company Events
As portrayed in its financial statements, the presentation of Costco Wholesale's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Costco Wholesale's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Costco Wholesale's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Costco Wholesale. Please utilize our Beneish M Score to check the likelihood of Costco Wholesale's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 23rd of May 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 24th of September 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 31st of August 2023 Last Financial Announcement | View |
Build Portfolio with Costco Wholesale
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
Additional Tools for Costco Stock Analysis
When running Costco Wholesale's price analysis, check to measure Costco Wholesale'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 Costco Wholesale is operating at the current time. Most of Costco Wholesale's value examination focuses on studying past and present price action to predict the probability of Costco Wholesale's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Costco Wholesale's price. Additionally, you may evaluate how the addition of Costco Wholesale to your portfolios can decrease your overall portfolio volatility.