Costco Wholesale (UK) Alpha and Beta Analysis
| 0I47 Stock | 952.69 27.64 2.99% |
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 9.47 | Alpha 4.4 | Risk 53.8 | Sharpe Ratio 0.1 | Expected Return 5.4 |
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 | 4.40 | β | 9.47 |
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 892.26 with a coefficient of variation of 10.35. The daily time series for the period is distributed with a sample standard deviation of 91.69, arithmetic mean of 885.99, and mean deviation of 25.38. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Is Costco Wholesale Corporation the Best Stock to Invest in for Medium Term - Yahoo Finance | 09/23/2024 |
2 | Costco Wholesale Trading Down 1.2 percent - MarketBeat | 10/01/2024 |
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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Costco Wholesale in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Costco Wholesale's short interest history, or implied volatility extrapolated from Costco Wholesale options trading.
Build Portfolio with Costco Wholesale
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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.