Bg Foods Stock Alpha and Beta Analysis

BGS Stock  USD 10.56  0.19  1.77%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BG Foods. It also helps investors analyze the systematic and unsystematic risks associated with investing in BG Foods over a specified time horizon. Remember, high BG Foods' 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 BG Foods' market risk premium analysis include:
Beta
1.85
Alpha
(0.13)
Risk
3.75
Sharpe Ratio
0.0262
Expected Return
0.0981
Please note that although BG Foods alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, BG Foods did 0.13  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of BG Foods stock's relative risk over its benchmark. BG Foods has a beta of 1.85  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, BG Foods will likely underperform. .

BG Foods Quarterly Cash And Equivalents

359.93 Million

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.
  
Check out BG Foods Backtesting, BG Foods Valuation, BG Foods Correlation, BG Foods Hype Analysis, BG Foods Volatility, BG Foods History and analyze BG Foods Performance.
For more information on how to buy BGS Stock please use our How to Invest in BG Foods guide.

BG Foods Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BG Foods market risk premium is the additional return an investor will receive from holding BG Foods 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 BG Foods. 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 BG Foods' performance over market.
α-0.13   β1.85

BG Foods 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 BG Foods' Buy-and-hold return. Our buy-and-hold chart shows how BG Foods performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

BG Foods Market Price Analysis

Market price analysis indicators help investors to evaluate how BG Foods stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BG Foods shares will generate the highest return on investment. By understating and applying BG Foods stock market price indicators, traders can identify BG Foods position entry and exit signals to maximize returns.

BG Foods Return and Market Media

The median price of BG Foods for the period between Wed, Dec 20, 2023 and Tue, Mar 19, 2024 is 10.43 with a coefficient of variation of 5.62. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 10.4, and mean deviation of 0.47. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
 
BG Foods dividend paid on 30th of January 2024
01/30/2024
1
BG Foods Releases Inaugural Corporate Social Responsibility Report
01/31/2024
2
BG Foods Q4 Earnings What To Expect
02/26/2024
3
With 66 percent ownership, BG Foods, Inc. boasts of strong institutional backing
02/27/2024
4
BG Foods, Inc. Announces Quarterly Dividend of 0.19
02/28/2024
5
BG Foods PT Raised to 9.00
03/01/2024
6
BG Foods, Inc. Sees Significant Increase in Short Interest
03/06/2024
7
Are Investors Undervaluing BG Foods, Inc. By 20
03/18/2024

About BG Foods 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 BGS or other stocks. Alpha measures the amount that position in BG Foods 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.

BG Foods Upcoming Company Events

As portrayed in its financial statements, the presentation of BG Foods' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BG Foods' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BG Foods' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BG Foods. Please utilize our Beneish M Score to check the likelihood of BG Foods' management manipulating its earnings.
27th of February 2024
Upcoming Quarterly Report
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2nd of May 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
27th 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 BG Foods

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether BG Foods is a strong investment it is important to analyze BG Foods' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact BG Foods' future performance. For an informed investment choice regarding BGS Stock, refer to the following important reports:
Check out BG Foods Backtesting, BG Foods Valuation, BG Foods Correlation, BG Foods Hype Analysis, BG Foods Volatility, BG Foods History and analyze BG Foods Performance.
For more information on how to buy BGS Stock please use our How to Invest in BG Foods guide.
Note that the BG Foods information on this page should be used as a complementary analysis to other BG Foods' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stocks Directory module to find actively traded stocks across global markets.

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When running BG Foods' price analysis, check to measure BG Foods' 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 BG Foods is operating at the current time. Most of BG Foods' value examination focuses on studying past and present price action to predict the probability of BG Foods' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BG Foods' price. Additionally, you may evaluate how the addition of BG Foods to your portfolios can decrease your overall portfolio volatility.
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BG Foods 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.
A focus of BG Foods technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of BG Foods trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...