Loblaw Companies Limited Stock Alpha and Beta Analysis
| L Stock | CAD 178.14 0.88 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Loblaw Companies Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Loblaw Companies over a specified time horizon. Remember, high Loblaw Companies' 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 Loblaw Companies' market risk premium analysis include:
Beta 0.4 | Alpha 0.0208 | Risk 1.11 | Sharpe Ratio 0.0497 | Expected Return 0.0554 |
Loblaw Companies 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.
Loblaw |
Loblaw Companies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Loblaw Companies market risk premium is the additional return an investor will receive from holding Loblaw Companies 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 Loblaw Companies. 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 Loblaw Companies' performance over market.| α | 0.02 | β | 0.40 |
Loblaw Companies 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 Loblaw Companies' Buy-and-hold return. Our buy-and-hold chart shows how Loblaw Companies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Loblaw Companies Market Price Analysis
Market price analysis indicators help investors to evaluate how Loblaw Companies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Loblaw Companies shares will generate the highest return on investment. By understating and applying Loblaw Companies stock market price indicators, traders can identify Loblaw Companies position entry and exit signals to maximize returns.
Loblaw Companies Return and Market Media
The median price of Loblaw Companies for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 176.17 with a coefficient of variation of 2.09. The daily time series for the period is distributed with a sample standard deviation of 3.7, arithmetic mean of 176.83, and mean deviation of 2.8. The Stock received some media coverage during the period.About Loblaw Companies 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 Loblaw or other stocks. Alpha measures the amount that position in Loblaw Companies 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.
| 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0138 | 0.0135 | 0.0132 | Price To Sales Ratio | 0.66 | 0.7 | 0.36 |
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 Loblaw Companies 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, Loblaw Companies' short interest history, or implied volatility extrapolated from Loblaw Companies options trading.
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Other Information on Investing in Loblaw Stock
Loblaw Companies financial ratios help investors to determine whether Loblaw Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Loblaw with respect to the benefits of owning Loblaw Companies security.