Bjs Wholesale Club Stock Alpha and Beta Analysis

BJ Stock  USD 76.49  1.77  2.37%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BJs Wholesale Club. It also helps investors analyze the systematic and unsystematic risks associated with investing in BJs Wholesale over a specified time horizon. Remember, high BJs Wholesale'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 BJs Wholesale's market risk premium analysis include:
Beta
0.63
Alpha
0.16
Risk
1.88
Sharpe Ratio
0.13
Expected Return
0.24
Please note that although BJs Wholesale 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, BJs Wholesale did 0.16  better 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 BJs Wholesale Club stock's relative risk over its benchmark. BJs Wholesale Club has a beta of 0.63  . As returns on the market increase, BJs Wholesale's returns are expected to increase less than the market. However, during the bear market, the loss of holding BJs Wholesale is expected to be smaller as well. Enterprise Value Multiple is expected to hike to 15.32 this year, although Price Book Value Ratio will most likely fall to (2.69).

BJs Wholesale Quarterly Cash And Equivalents

26.21 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 BJs Wholesale Backtesting, BJs Wholesale Valuation, BJs Wholesale Correlation, BJs Wholesale Hype Analysis, BJs Wholesale Volatility, BJs Wholesale History and analyze BJs Wholesale Performance.

BJs Wholesale Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BJs Wholesale market risk premium is the additional return an investor will receive from holding BJs Wholesale 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 BJs Wholesale. 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 BJs Wholesale's performance over market.
α0.16   β0.63

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

BJs Wholesale Market Price Analysis

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

BJs Wholesale Return and Market Media

The median price of BJs Wholesale for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 67.49 with a coefficient of variation of 6.25. The daily time series for the period is distributed with a sample standard deviation of 4.33, arithmetic mean of 69.34, and mean deviation of 3.77. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
BJs Wholesale Club Holdings Insiders Sold US8.4m Of Shares Suggesting Hesitancy
02/02/2024
2
Sale by William Werner of tradable shares of BJs Wholesale
02/22/2024
3
Truvestments Capital LLC Has 387,000 Position in BJs Wholesale Club Holdings, Inc.
02/26/2024
4
Disposition of 18941 shares by Laura Felice of BJs Wholesale at 72.58 subject to Rule 16b-3
02/27/2024
5
Disposition of 179497 shares by Paul Cichocki of BJs Wholesale at 25.07 subject to Rule 16b-3
02/28/2024
6
BJs Wholesale shares pressured by mixed Q4 results, EPS guidance
03/07/2024
7
Is BJs Wholesale Club Holdings, Inc. Trading At A 49 percent Discount
03/08/2024
8
Disposition of 8248 shares by Christopher Baldwin of BJs Wholesale at 74.53 subject to Rule 16b-3
03/11/2024
9
One-Hop Shopping BJs Wholesale Club Delivers Fresh Savings for Easter Celebrations
03/12/2024
10
Director Christopher Baldwin Sells 73,062 Shares of BJs Wholesale Club Holdings Inc
03/14/2024
11
Should You Sell BJs Wholesale Club Holdings
03/21/2024
12
BJs Wholesale Club announces five new locations in the Southeast and Midwest
03/27/2024

About BJs Wholesale 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 BJs or other stocks. Alpha measures the amount that position in BJs Wholesale Club 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 2020 2024 (projected)
Price Earnings Ratio14.9316.3955.13
Short Term Coverage Ratios0.761.50.96

BJs Wholesale Upcoming Company Events

As portrayed in its financial statements, the presentation of BJs Wholesale's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BJs Wholesale's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BJs Wholesale's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BJs Wholesale. Please utilize our Beneish M Score to check the likelihood of BJs Wholesale's management manipulating its earnings.
14th of March 2024
Upcoming Quarterly Report
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28th of May 2024
Next Financial Report
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31st of January 2024
Next Fiscal Quarter End
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14th of March 2024
Next Fiscal Year End
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31st of October 2023
Last Quarter Report
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31st of January 2023
Last Financial Announcement
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When determining whether BJs Wholesale Club is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if BJs Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Bjs Wholesale Club Stock. Highlighted below are key reports to facilitate an investment decision about Bjs Wholesale Club Stock:

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When running BJs Wholesale's price analysis, check to measure BJs Wholesale'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 BJs Wholesale is operating at the current time. Most of BJs Wholesale's value examination focuses on studying past and present price action to predict the probability of BJs Wholesale's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BJs Wholesale's price. Additionally, you may evaluate how the addition of BJs Wholesale to your portfolios can decrease your overall portfolio volatility.
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BJs Wholesale 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 BJs Wholesale technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of BJs Wholesale 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...