Baozun Inc Stock Alpha and Beta Analysis
| BZUN Stock | USD 2.53 0.16 6.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Baozun Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Baozun over a specified time horizon. Remember, high Baozun'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 Baozun's market risk premium analysis include:
Beta 0.4 | Alpha 0.14 | Risk 4.82 | Sharpe Ratio 0.0569 | Expected Return 0.27 |
Enterprise Value |
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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.
Baozun |
Baozun Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Baozun market risk premium is the additional return an investor will receive from holding Baozun 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 Baozun. 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 Baozun's performance over market.| α | 0.14 | β | 0.40 |
Baozun 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 Baozun's Buy-and-hold return. Our buy-and-hold chart shows how Baozun performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Baozun Market Price Analysis
Market price analysis indicators help investors to evaluate how Baozun stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Baozun shares will generate the highest return on investment. By understating and applying Baozun stock market price indicators, traders can identify Baozun position entry and exit signals to maximize returns.
Baozun Return and Market Media
The median price of Baozun for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 2.68 with a coefficient of variation of 18.53. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 2.89, and mean deviation of 0.47. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Baozun Inc. Second-Quarter Results Just Came Out Heres What Analysts Are Forecasting For This Year | 08/30/2024 |
2 | Baozun Conducts Share Buyback - TipRanks | 09/05/2024 |
3 | Baozun Inc. Short Interest Update | 10/02/2024 |
4 | Baozun to Announce Third Quarter Financial Results of 2024 Unaudited Financial Results on November 21, 2024 | 11/07/2024 |
5 | Baozun Scheduled to Post Earnings on Thursday - MarketBeat | 11/13/2024 |
6 | Earnings call Baozun reports growth and strategic gains in Q3 2024 | 11/21/2024 |
7 | Baozun Inc. Q3 2024 Earnings Call Transcript | 11/22/2024 |
About Baozun 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 Baozun or other stocks. Alpha measures the amount that position in Baozun Inc 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.
| 2023 | 2024 (projected) | Dividend Yield | 8.71E-4 | 7.74E-4 | Price To Sales Ratio | 0.13 | 0.12 |
Baozun Upcoming Company Events
As portrayed in its financial statements, the presentation of Baozun's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Baozun's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Baozun's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Baozun. Please utilize our Beneish M Score to check the likelihood of Baozun's management manipulating its earnings.
| 27th of March 2024 Upcoming Quarterly Report | View | |
| 23rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Baozun Backtesting, Baozun Valuation, Baozun Correlation, Baozun Hype Analysis, Baozun Volatility, Baozun History and analyze Baozun Performance. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Baozun 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.