Five Below Stock Alpha and Beta Analysis

FIVE Stock  USD 181.38  2.48  1.35%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Five Below. It also helps investors analyze the systematic and unsystematic risks associated with investing in Five Below over a specified time horizon. Remember, high Five Below'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 Five Below's market risk premium analysis include:
Beta
1.17
Alpha
(0.29)
Risk
2.59
Sharpe Ratio
(0.1)
Expected Return
(0.25)
Please note that although Five Below 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, Five Below did 0.29  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 Five Below stock's relative risk over its benchmark. Five Below has a beta of 1.17  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Five Below will likely underperform. At present, Five Below's Price Fair Value is projected to drop based on the last few years of reporting.
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 Five Below Backtesting, Five Below Valuation, Five Below Correlation, Five Below Hype Analysis, Five Below Volatility, Five Below History and analyze Five Below Performance.
For information on how to trade Five Stock refer to our How to Trade Five Stock guide.

Five Below Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Five Below market risk premium is the additional return an investor will receive from holding Five Below 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 Five Below. 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 Five Below's performance over market.
α-0.29   β1.17

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

Five Below Market Price Analysis

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

Five Below Return and Market Media

The median price of Five Below for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 191.73 with a coefficient of variation of 5.64. The daily time series for the period is distributed with a sample standard deviation of 10.95, arithmetic mean of 194.02, and mean deviation of 9.39. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Costco, Five Below And 2 Other Stocks Insiders Are Selling
01/24/2024
2
Five Below, Inc. is Crestwood Capital Management L.P.s 6th Largest Position - MarketBeat
02/14/2024
3
Up More Than 400 percent in the Last 10 Years, Is It Time to Buy This Under-the-Radar Retail Stock
03/04/2024
4
Disposition of 1814 shares by Joel Anderson of Five Below at 206.96 subject to Rule 16b-3
03/07/2024
5
Disposition of 1642 shares by Joel Anderson of Five Below at 204.82 subject to Rule 16b-3
03/08/2024
6
The Analyst Verdict Five Below In The Eyes Of 6 Experts - Five Below - Benzinga
03/15/2024
7
Five Below stock initiated by Mizuho with buy rating, citing growth potential
03/19/2024
8
Five Below Misses Q4 Sales Targets, Stock Drops 12.3
03/20/2024
9
Five Below, Inc. Q4 2023 Earnings Call Transcript
03/21/2024
10
Five Below Rebounded in the Fourth Quarter
03/22/2024
11
Disposition of 68 shares by Joel Anderson of Five Below subject to Rule 16b-3
03/25/2024
12
Heres Why Five Below Appreciated in Q4
03/28/2024

About Five Below 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 Five or other stocks. Alpha measures the amount that position in Five Below 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 2014 2020 2024 (projected)
Price Earnings Ratio60.7736.133.3737.62
Short Term Coverage Ratios1.61.692.072.56

Five Below Upcoming Company Events

As portrayed in its financial statements, the presentation of Five Below's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Five Below's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Five Below's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Five Below. Please utilize our Beneish M Score to check the likelihood of Five Below's management manipulating its earnings.
20th of March 2024
Upcoming Quarterly Report
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6th of June 2024
Next Financial Report
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31st of January 2024
Next Fiscal Quarter End
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20th of March 2024
Next Fiscal Year End
View
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 Five Below is a strong investment it is important to analyze Five Below's 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 Five Below's future performance. For an informed investment choice regarding Five Stock, refer to the following important reports:
Check out Five Below Backtesting, Five Below Valuation, Five Below Correlation, Five Below Hype Analysis, Five Below Volatility, Five Below History and analyze Five Below Performance.
For information on how to trade Five Stock refer to our How to Trade Five Stock guide.
You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

Complementary Tools for Five Stock analysis

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