Jack In The Stock Alpha and Beta Analysis
| JACK Stock | USD 38.66 0.86 2.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jack In The. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jack In over a specified time horizon. Remember, high Jack In'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 Jack In's market risk premium analysis include:
Beta 0.25 | Alpha (0.17) | Risk 2.8 | Sharpe Ratio (0.08) | Expected Return (0.21) |
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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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Jack In Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jack In market risk premium is the additional return an investor will receive from holding Jack In 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 Jack In. 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 Jack In's performance over market.| α | -0.17 | β | 0.25 |
Jack In 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 Jack In's Buy-and-hold return. Our buy-and-hold chart shows how Jack In performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jack In Market Price Analysis
Market price analysis indicators help investors to evaluate how Jack In stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jack In shares will generate the highest return on investment. By understating and applying Jack In stock market price indicators, traders can identify Jack In position entry and exit signals to maximize returns.
Jack In Return and Market Media
The median price of Jack In for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 45.89 with a coefficient of variation of 8.42. The daily time series for the period is distributed with a sample standard deviation of 3.78, arithmetic mean of 44.86, and mean deviation of 3.21. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 118 shares by Timothy Linderman of Jack In at 78.36 subject to Rule 16b-3 | 10/29/2024 |
2 | Disposition of 153 shares by Richard Cook of Jack In at 49.94 subject to Rule 16b-3 | 11/05/2024 |
3 | Jack in the Box Introduces the Noggy or Nice Menu A Festive Way to Tis the Seasoning | 11/13/2024 |
4 | Jack in the Box Inc. Given Average Rating of Hold by Brokerages | 11/29/2024 |
5 | Acquisition by Darin Harris of 47269 shares of Jack In subject to Rule 16b-3 | 12/02/2024 |
6 | Invenomic Capital Management LP Purchases Shares of 253,581 Jack in the Box Inc. | 12/03/2024 |
7 | Disposition of 4114 shares by Darin Harris of Jack In at 48.9313 subject to Rule 16b-3 | 12/04/2024 |
8 | Jack in the Box Inc. SVP Timothy T. Linderman Sells 255 Shares | 12/05/2024 |
9 | Acquisition by Goebel David of tradable shares of Jack In subject to Rule 16b-3 | 12/06/2024 |
10 | Point72 Asset Management L.P. Acquires 57,810 Shares of Jack in the Box Inc. | 12/09/2024 |
11 | Disposition of 237 shares by Dawn Hooper of Jack In at 44.8075 subject to Rule 16b-3 | 12/16/2024 |
12 | Acquisition by Darin Harris of 20726 shares of Jack In subject to Rule 16b-3 | 12/20/2024 |
13 | Disposition of 210 shares by Dawn Hooper of Jack In at 40.52 subject to Rule 16b-3 | 12/23/2024 |
14 | Acquisition by Goebel David of 122 shares of Jack In subject to Rule 16b-3 | 12/30/2024 |
15 | UBS Group Lowers Jack in the Box Price Target to 44.00 | 01/07/2025 |
16 | Taco Bout Fan Art Jack in the Boxs Calendar is a Feast for the Eyes | 01/15/2025 |
17 | Acquisition by Murphy Michael W of 603 shares of Jack In subject to Rule 16b-3 | 01/16/2025 |
About Jack In 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 Jack or other stocks. Alpha measures the amount that position in Jack In 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.
| 2017 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0256 | 0.0192 | 0.0173 | 0.0132 | Price To Sales Ratio | 0.83 | 0.75 | 2.72 | 2.85 |
Jack In Upcoming Company Events
As portrayed in its financial statements, the presentation of Jack In's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Jack In's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Jack In's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Jack In. Please utilize our Beneish M Score to check the likelihood of Jack In's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 19th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out Jack In Backtesting, Jack In Valuation, Jack In Correlation, Jack In Hype Analysis, Jack In Volatility, Jack In History and analyze Jack In Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Jack In 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.