John B Sanfilippo Stock Alpha and Beta Analysis
| JBSS Stock | USD 83.44 0.79 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as John B Sanfilippo. It also helps investors analyze the systematic and unsystematic risks associated with investing in John B over a specified time horizon. Remember, high John B'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 John B's market risk premium analysis include:
Beta 1.17 | Alpha (0.40) | Risk 1.76 | Sharpe Ratio (0.10) | Expected Return (0.18) |
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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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John B Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. John B market risk premium is the additional return an investor will receive from holding John B 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 John B. 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 John B's performance over market.| α | -0.4 | β | 1.17 |
John B 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 John B's Buy-and-hold return. Our buy-and-hold chart shows how John B performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.John B Market Price Analysis
Market price analysis indicators help investors to evaluate how John B stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading John B shares will generate the highest return on investment. By understating and applying John B stock market price indicators, traders can identify John B position entry and exit signals to maximize returns.
John B Return and Market Media
The median price of John B for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 93.38 with a coefficient of variation of 4.99. The daily time series for the period is distributed with a sample standard deviation of 4.57, arithmetic mean of 91.62, and mean deviation of 3.66. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| John B dividend paid on 11th of September 2024 | 09/11/2024 |
1 | John B. Sanfilippo Son Hits New 12-Month Low at 89.80 | 09/13/2024 |
2 | AQR Capital Management LLC Acquires 5,598 Shares of John B. Sanfilippo Son, Inc. - MarketBeat | 10/08/2024 |
3 | John B. Sanfilippo Sons Market Dip Has Given Investors An Opening - Seeking Alpha | 10/18/2024 |
4 | John B. Sanfilippo Son, Inc. 1st Quarter Fiscal Year 2025 Operating Results Conference Call | 10/23/2024 |
5 | Disposition of 5212 shares by Jeffrey Sanfilippo of John B at 105.05 subject to Rule 16b-3 | 10/24/2024 |
6 | John B Sanfilippo Son Inc Reports Q1 2025 Earnings EPS at 1.00, Revenue Hits 276.2 Million | 10/30/2024 |
7 | Earnings call JBSS reports mixed Q1 results amid market pressures | 11/01/2024 |
8 | Disposition of 3 shares by Finn Michael J of John B at 86.29 subject to Rule 16b-3 | 11/08/2024 |
9 | Capital International Investors Reduces Stake in John B Sanfilippo Son Inc | 11/13/2024 |
10 | Acquisition by Finn Michael J of 1073 shares of John B subject to Rule 16b-3 | 11/20/2024 |
About John B 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 John or other stocks. Alpha measures the amount that position in John B Sanfilippo 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.
| 2010 | 2021 | 2024 (projected) | Dividend Yield | 0.0565 | 0.0309 | 0.01 | Price To Sales Ratio | 0.12 | 1.06 | 0.31 |
John B Upcoming Company Events
As portrayed in its financial statements, the presentation of John B's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, John B's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of John B's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of John B. Please utilize our Beneish M Score to check the likelihood of John B's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for John Stock Analysis
When running John B's price analysis, check to measure John B'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 John B is operating at the current time. Most of John B's value examination focuses on studying past and present price action to predict the probability of John B's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move John B's price. Additionally, you may evaluate how the addition of John B to your portfolios can decrease your overall portfolio volatility.