Tractor Supply Stock Alpha and Beta Analysis
| TSCO Stock | USD 57.14 0.15 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tractor Supply. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tractor Supply over a specified time horizon. Remember, high Tractor Supply'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 Tractor Supply's market risk premium analysis include:
Beta 0.49 | Alpha (0.01) | Risk 1.77 | Sharpe Ratio 0.0416 | Expected Return 0.0735 |
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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.
Tractor |
Tractor Supply Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tractor Supply market risk premium is the additional return an investor will receive from holding Tractor Supply 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 Tractor Supply. 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 Tractor Supply's performance over market.| α | -0.005 | β | 0.49 |
Tractor Supply 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 Tractor Supply's Buy-and-hold return. Our buy-and-hold chart shows how Tractor Supply performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tractor Supply Market Price Analysis
Market price analysis indicators help investors to evaluate how Tractor Supply stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tractor Supply shares will generate the highest return on investment. By understating and applying Tractor Supply stock market price indicators, traders can identify Tractor Supply position entry and exit signals to maximize returns.
Tractor Supply Return and Market Media
The median price of Tractor Supply for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 55.15 with a coefficient of variation of 2.99. The daily time series for the period is distributed with a sample standard deviation of 1.65, arithmetic mean of 55.25, and mean deviation of 1.44. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Tractor Supply dividend paid on 10th of December 2024 | 12/10/2024 |
1 | Acquisition by Krishnan Ramkumar of 494 shares of Tractor Supply at 53.06 subject to Rule 16b-3 | 12/31/2024 |
2 | Is DEI dying Heres the list of companies that have rolled back the woke policies | 01/13/2025 |
3 | Heres How Much a 1000 Investment in Tractor Supply Made 10 Years Ago Would Be Worth Today | 01/27/2025 |
4 | Tractor Supply misses Q4 expectations but sees improvement ahead - Seeking Alpha | 01/30/2025 |
5 | Tractor Supply partners with Field Stream to sell products in store, online | 02/03/2025 |
6 | NFL to scrap End Racism messaging on field for Super Bowl | 02/04/2025 |
7 | Disposition of 8709 shares by Melissa Kersey of Tractor Supply at 53.17 subject to Rule 16b-3 | 02/06/2025 |
8 | Tractor Supply Co Announces Growing Life Out Here Open Buying Days Event | 02/10/2025 |
9 | Disposition of 5470 shares by Colin Yankee of Tractor Supply at 46.55 subject to Rule 16b-3 | 02/11/2025 |
10 | Missouri AG accuses Starbucks of race-and-sex-based discrimination in lawsuit | 02/12/2025 |
11 | Tractor Supply Co Announces Dividend Increase and Share Repurchase Program Expansion | 02/13/2025 |
About Tractor Supply 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 Tractor or other stocks. Alpha measures the amount that position in Tractor Supply 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.
| 2016 | 2021 | 2022 | 2025 (projected) | Dividend Yield | 0.0121 | 0.0161 | 0.0164 | 0.0172 | Price To Sales Ratio | 1.49 | 1.97 | 1.76 | 1.85 |
Tractor Supply Upcoming Company Events
As portrayed in its financial statements, the presentation of Tractor Supply's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Tractor Supply's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Tractor Supply's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Tractor Supply. Please utilize our Beneish M Score to check the likelihood of Tractor Supply's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Tractor Supply
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Align your risk with return expectations
Check out Tractor Supply Backtesting, Tractor Supply Valuation, Tractor Supply Correlation, Tractor Supply Hype Analysis, Tractor Supply Volatility, Tractor Supply History and analyze Tractor Supply Performance. To learn how to invest in Tractor Stock, please use our How to Invest in Tractor Supply guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Tractor Supply 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.