Costco Wholesale Corp Stock Alpha and Beta Analysis
| COST Stock | 41.59 0.66 1.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Costco Wholesale Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Costco Wholesale over a specified time horizon. Remember, high Costco 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 Costco Wholesale's market risk premium analysis include:
Beta 0.7 | Alpha (0.07) | Risk 1.61 | Sharpe Ratio (0.09) | Expected Return (0.15) |
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.
Costco |
Costco Wholesale Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Costco Wholesale market risk premium is the additional return an investor will receive from holding Costco 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 Costco 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 Costco Wholesale's performance over market.| α | -0.07 | β | 0.70 |
Costco 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 Costco Wholesale's Buy-and-hold return. Our buy-and-hold chart shows how Costco Wholesale performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Costco Wholesale Market Price Analysis
Market price analysis indicators help investors to evaluate how Costco 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 Costco Wholesale shares will generate the highest return on investment. By understating and applying Costco Wholesale stock market price indicators, traders can identify Costco Wholesale position entry and exit signals to maximize returns.
Costco Wholesale Return and Market Media
The median price of Costco Wholesale for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 44.63 with a coefficient of variation of 5.34. The daily time series for the period is distributed with a sample standard deviation of 2.42, arithmetic mean of 45.33, and mean deviation of 2.12. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Costco Wholesale Trading 0.7 percent Higher - Should You Buy - MarketBeat | 01/09/2025 |
2 | Costco Announces 1.16 Per Share Dividend, Showcases Global Expansion Across 897 Warehouses - StockTitan | 01/23/2025 |
3 | Palantir, Nvidia, Paypal, Costco, Tesla Why These 5 Stocks Are On Investors Radars Today - Benzinga | 02/03/2025 |
4 | Lion Street Advisors LLC Increases Stock Holdings in Costco Wholesale Co. - MarketBeat | 02/06/2025 |
5 | Costco Wholesale Trading Down 0 percent - Heres What Happened - MarketBeat | 02/14/2025 |
6 | Top Analyst Reports for Costco, ATT and Marsh McLennan - Yahoo Finance | 03/03/2025 |
7 | Costco shares slip after profit and revenue miss - MarketWatch | 03/06/2025 |
8 | Costco Stock Suffers Biggest 1-Day Drop in Over 3 Years. Is The Dividend-Paying Growth Stock a Buy Now - The Motley Fool | 03/12/2025 |
About Costco 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 Costco or other stocks. Alpha measures the amount that position in Costco Wholesale Corp 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Costco Wholesale in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Costco Wholesale's short interest history, or implied volatility extrapolated from Costco Wholesale options trading.
Build Portfolio with Costco Wholesale
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 Costco Wholesale Backtesting, Costco Wholesale Valuation, Costco Wholesale Correlation, Costco Wholesale Hype Analysis, Costco Wholesale Volatility, Costco Wholesale History and analyze Costco Wholesale Performance. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Costco 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.