Shake Shack Stock Alpha and Beta Analysis
| SHAK Stock | USD 132.35 0.26 0.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shake Shack. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shake Shack over a specified time horizon. Remember, high Shake Shack'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 Shake Shack's market risk premium analysis include:
Beta 1.18 | Alpha 0.2 | Risk 2.21 | Sharpe Ratio 0.21 | Expected Return 0.47 |
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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.
Shake |
Shake Shack Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shake Shack market risk premium is the additional return an investor will receive from holding Shake Shack 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 Shake Shack. 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 Shake Shack's performance over market.| α | 0.20 | β | 1.18 |
Shake Shack 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 Shake Shack's Buy-and-hold return. Our buy-and-hold chart shows how Shake Shack performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shake Shack Market Price Analysis
Market price analysis indicators help investors to evaluate how Shake Shack stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shake Shack shares will generate the highest return on investment. By understating and applying Shake Shack stock market price indicators, traders can identify Shake Shack position entry and exit signals to maximize returns.
Shake Shack Return and Market Media
The median price of Shake Shack for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 108.55 with a coefficient of variation of 9.75. The daily time series for the period is distributed with a sample standard deviation of 10.9, arithmetic mean of 111.78, and mean deviation of 9.13. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 901 shares by Koff Zach of Shake Shack at 57.07 subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 123 shares by Katherine Fogertey of Shake Shack at 98.1404 subject to Rule 16b-3 | 09/16/2024 |
3 | Disposition of 100 shares by Daniel Meyer of Shake Shack at 110.045 subject to Rule 16b-3 | 09/26/2024 |
4 | Disposition of 213 shares by Katherine Fogertey of Shake Shack at 104.5281 subject to Rule 16b-3 | 10/03/2024 |
5 | Disposition of 2691 shares by Daniel Meyer of Shake Shack at 130.0022 subject to Rule 16b-3 | 10/30/2024 |
6 | Yum China Q3 Earnings Surpass Estimates, Revenues Rise YY | 11/05/2024 |
7 | CMPGY or SHAK Which Is the Better Value Stock Right Now | 11/11/2024 |
8 | Why Shake Shack is a Top Momentum Stock for the Long-Term | 11/19/2024 |
9 | Delta to begin serving Shake Shack burgers on flights but only for certain customers | 11/20/2024 |
10 | Investing in Shake Shack five years ago would have delivered you a 97 percent gain | 11/22/2024 |
11 | Shake Shack joins Elk Grove retail center under construction | 11/25/2024 |
12 | Serve Robotics chief hardware officer sells 6,447 in stock | 11/27/2024 |
About Shake Shack 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 Shake or other stocks. Alpha measures the amount that position in Shake Shack 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.
| 2014 | 2024 (projected) | Dividend Yield | 0.0525 | 0.0403 | Price To Sales Ratio | 4.35 | 2.36 |
Shake Shack Upcoming Company Events
As portrayed in its financial statements, the presentation of Shake Shack's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Shake Shack's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Shake Shack's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Shake Shack. Please utilize our Beneish M Score to check the likelihood of Shake Shack's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Shake Shack
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
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Check out Shake Shack Backtesting, Shake Shack Valuation, Shake Shack Correlation, Shake Shack Hype Analysis, Shake Shack Volatility, Shake Shack History and analyze Shake Shack Performance. For more information on how to buy Shake Stock please use our How to buy in Shake Stock guide.You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Shake Shack 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.