Five Below Stock Alpha and Beta Analysis
| FIVE Stock | USD 93.94 2.17 2.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Five Below. It also helps investors analyze the systematic and unsystematic risks associated with investing in Five Below over a specified time horizon. Remember, high Five Below'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 Five Below's market risk premium analysis include:
Beta 0.16 | Alpha 0.0244 | Risk 3.22 | Sharpe Ratio 0.0809 | Expected Return 0.26 |
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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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Five Below Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Five Below market risk premium is the additional return an investor will receive from holding Five Below 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 Five Below. 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 Five Below's performance over market.| α | 0.02 | β | 0.16 |
Five Below 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 Five Below's Buy-and-hold return. Our buy-and-hold chart shows how Five Below performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Five Below Market Price Analysis
Market price analysis indicators help investors to evaluate how Five Below stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Five Below shares will generate the highest return on investment. By understating and applying Five Below stock market price indicators, traders can identify Five Below position entry and exit signals to maximize returns.
Five Below Return and Market Media
The median price of Five Below for the period between Sat, Nov 9, 2024 and Fri, Feb 7, 2025 is 95.86 with a coefficient of variation of 8.72. The daily time series for the period is distributed with a sample standard deviation of 8.48, arithmetic mean of 97.18, and mean deviation of 7.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Ryan Thomas M of 315 shares of Five Below at 67.22 subject to Rule 16b-3 | 11/15/2024 |
2 | Why Is Five Below Stock Soaring Today | 12/05/2024 |
3 | Insider Trading | 12/16/2024 |
4 | Three Reasons Why FIVE is Risky and One Stock to Buy Instead | 01/03/2025 |
5 | Five Below, Inc. Announces Holiday Sales Results for Quarter-To-Date Through January 4, 2025 | 01/13/2025 |
6 | Telsey Advisory Group Reaffirms Market Perform Rating for Five Below | 01/14/2025 |
7 | Disposition of 5494 shares by Eric Specter of Five Below at 28.58 subject to Rule 16b-3 | 01/16/2025 |
8 | Disposition of 4632 shares by Eric Specter of Five Below at .3 subject to Rule 16b-3 | 01/17/2025 |
9 | FIVEs Strategic Focus on Customer Engagement Drives Market Success | 01/21/2025 |
10 | Kuehn Law Encourages Investors of Five Below, Inc. to Contact Law Firm | 01/24/2025 |
11 | Tractor Supply Stock Dips 5 percent as Q4 Earnings Sales Miss Estimates | 01/30/2025 |
12 | Acquisition by Vaughn Mimi Eckel of 242 shares of Five Below at 92.33 subject to Rule 16b-3 | 02/03/2025 |
13 | Five Below, Inc. Short Interest Up 8.5 percent in January | 02/04/2025 |
About Five Below 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 Five or other stocks. Alpha measures the amount that position in Five Below 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.17 | 0.12 | Price To Sales Ratio | 2.66 | 4.46 |
Five Below Upcoming Company Events
As portrayed in its financial statements, the presentation of Five Below's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Five Below's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Five Below's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Five Below. Please utilize our Beneish M Score to check the likelihood of Five Below's management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 6th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 20th 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 Five Below
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 Five Below Backtesting, Five Below Valuation, Five Below Correlation, Five Below Hype Analysis, Five Below Volatility, Five Below History and analyze Five Below Performance. For information on how to trade Five Stock refer to our How to Trade Five Stock guide.You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Five Below 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.