Sally Beauty Holdings Stock Alpha and Beta Analysis
| SBH Stock | USD 10.87 0.04 0.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sally Beauty Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sally Beauty over a specified time horizon. Remember, high Sally Beauty'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 Sally Beauty's market risk premium analysis include:
Beta (0.39) | Alpha (0.03) | Risk 3.15 | Sharpe Ratio (0.06) | Expected Return (0.18) |
Sally Beauty 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.
Sally |
Sally Beauty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sally Beauty market risk premium is the additional return an investor will receive from holding Sally Beauty 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 Sally Beauty. 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 Sally Beauty's performance over market.| α | -0.03 | β | -0.39 |
Sally Beauty 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 Sally Beauty's Buy-and-hold return. Our buy-and-hold chart shows how Sally Beauty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sally Beauty Market Price Analysis
Market price analysis indicators help investors to evaluate how Sally Beauty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sally Beauty shares will generate the highest return on investment. By understating and applying Sally Beauty stock market price indicators, traders can identify Sally Beauty position entry and exit signals to maximize returns.
Sally Beauty Return and Market Media
The median price of Sally Beauty for the period between Sat, Jan 27, 2024 and Fri, Apr 26, 2024 is 12.29 with a coefficient of variation of 7.54. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 12.13, and mean deviation of 0.74. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Heres What Key Metrics Tell Us About Sally Beauty Q1 Earnings | 02/01/2024 |
2 | Disposition of 2003 shares by Scott Sherman of Sally Beauty at 12.96 subject to Rule 16b-3 | 02/22/2024 |
3 | Exercise or conversion by Gary Winterhalter of 249000 shares of Sally Beauty subject to Rule 16b-3 | 03/01/2024 |
4 | Sally Beautys Growth Pillars Happy Beauty Co. Solid | 03/12/2024 |
5 | DoorDash Increases Its On-Demand Beauty Selection with Sally Beauty and MAC Cosmetics | 03/18/2024 |
6 | Cautious Investors Not Rewarding Sally Beauty Holdings, Inc.s Performance Completely | 03/19/2024 |
7 | Regal Parent Cineworld Rounds Out Leadership Team Under CEO Eduardo Acuna | 03/21/2024 |
8 | Sally Beautys Strategic Initiatives Aid Amid Soft Traffic - Zacks Investment Research | 04/01/2024 |
9 | Where can I find it sewing machine restoration, multi-purpose glue, heat protection spray | 04/05/2024 |
10 | Acquisition by Denise Paulonis of 40709 shares of Sally Beauty subject to Rule 16b-3 | 04/15/2024 |
11 | TD Cowen Trims Sally Beauty Target Price to 11.00 - Defense World | 04/19/2024 |
About Sally Beauty 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 Sally or other stocks. Alpha measures the amount that position in Sally Beauty Holdings 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 | 2023 | 2024 (projected) | Inventory Turnover | 2.03 | 2.16 | 2.49 | ROIC | 0.0984 | 0.13 | 0.12 |
Sally Beauty Upcoming Company Events
As portrayed in its financial statements, the presentation of Sally Beauty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sally Beauty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sally Beauty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sally Beauty. Please utilize our Beneish M Score to check the likelihood of Sally Beauty's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Sally Beauty
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.Build Diversified Portfolios
Align your risk with return expectations
Check out Sally Beauty Backtesting, Sally Beauty Valuation, Sally Beauty Correlation, Sally Beauty Hype Analysis, Sally Beauty Volatility, Sally Beauty History and analyze Sally Beauty Performance. Note that the Sally Beauty Holdings information on this page should be used as a complementary analysis to other Sally Beauty's 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 CEOs Directory module to screen CEOs from public companies around the world.
Complementary Tools for Sally Stock analysis
When running Sally Beauty's price analysis, check to measure Sally Beauty'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 Sally Beauty is operating at the current time. Most of Sally Beauty's value examination focuses on studying past and present price action to predict the probability of Sally Beauty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sally Beauty's price. Additionally, you may evaluate how the addition of Sally Beauty to your portfolios can decrease your overall portfolio volatility.
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Sally Beauty 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.