Autozone Stock Alpha and Beta Analysis
| AZO Stock | USD 3,634 46.97 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AutoZone. It also helps investors analyze the systematic and unsystematic risks associated with investing in AutoZone over a specified time horizon. Remember, high AutoZone'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 AutoZone's market risk premium analysis include:
Beta 0.41 | Alpha (0.05) | Risk 1.68 | Sharpe Ratio (0.02) | Expected Return (0.04) |
AutoZone Quarterly Cash And Equivalents |
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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.
Check out AutoZone Analysis, AutoZone Valuation, AutoZone Correlation, AutoZone Hype Analysis, AutoZone Volatility, AutoZone Price History and analyze AutoZone Performance. AutoZone Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AutoZone market risk premium is the additional return an investor will receive from holding AutoZone 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 AutoZone. 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 AutoZone's performance over market.| α | -0.05 | β | 0.41 |
AutoZone 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 AutoZone's Buy-and-hold return. Our buy-and-hold chart shows how AutoZone performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AutoZone Market Price Analysis
Market price analysis indicators help investors to evaluate how AutoZone stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AutoZone shares will generate the highest return on investment. By understating and applying AutoZone stock market price indicators, traders can identify AutoZone position entry and exit signals to maximize returns.
AutoZone Return and Market Media
The median price of AutoZone for the period between Tue, Nov 11, 2025 and Mon, Feb 9, 2026 is 3673.66 with a coefficient of variation of 5.42. The daily time series for the period is distributed with a sample standard deviation of 196.62, arithmetic mean of 3627.59, and mean deviation of 173.41. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Dennis Leriche of tradable shares of AutoZone subject to Rule 16b-3 | 01/05/2026 |
2 | Mexican restaurants close due to fear over ICE raids | 01/12/2026 |
3 | What to Expect From AutoZones Next Quarterly Earnings Report | 01/22/2026 |
4 | Automotive Stocks To Follow Now January 26th | 01/29/2026 |
5 | Is It Too Late To Consider AutoZone After Strong Multi Year Share Price Gains | 01/30/2026 |
6 | AutoZone Showing Ambition Towards Accelerating Store Growth | 02/02/2026 |
7 | Jim Cramer on AutoZone I Am Not Backing Away | 02/03/2026 |
8 | Is It Worth Investing in AutoZone Based on Wall Streets Bullish Views | 02/04/2026 |
9 | AutoZone Price Target Raised to 4,274.00 at The Goldman Sachs Group | 02/05/2026 |
About AutoZone 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 AutoZone or other stocks. Alpha measures the amount that position in AutoZone 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.
| 2018 | 2023 | 2026 (projected) | Inventory Turnover | 1.45 | 1.28 | 1.99 | ROIC | 0.35 | 0.28 | 0.22 |
AutoZone Upcoming Company Events
As portrayed in its financial statements, the presentation of AutoZone's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AutoZone's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AutoZone's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AutoZone. Please utilize our Beneish M Score to check the likelihood of AutoZone's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 28th of May 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 17th 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 AutoZone
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 AutoZone Analysis, AutoZone Valuation, AutoZone Correlation, AutoZone Hype Analysis, AutoZone Volatility, AutoZone Price History and analyze AutoZone Performance. To learn how to invest in AutoZone Stock, please use our How to Invest in AutoZone guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
AutoZone 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.