Bath Body Works Stock Alpha and Beta Analysis

BBWI Stock  USD 29.50  1.05  3.69%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bath Body Works. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bath Body over a specified time horizon. Remember, high Bath Body'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 Bath Body's market risk premium analysis include:
Beta
1.07
Alpha
(0.20)
Risk
2.9
Sharpe Ratio
(0.14)
Expected Return
(0.40)
Please note that although Bath Body 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., Dow Jones Industrial index.) So in this particular case, Bath Body did 0.20  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 Bath Body Works stock's relative risk over its benchmark. Bath Body Works has a beta of 1.07  . Bath Body returns are very sensitive to returns on the market. As the market goes up or down, Bath Body is expected to follow. As of now, Bath Body's Price Book Value Ratio is increasing as compared to previous years. The Bath Body's current Price Fair Value is estimated to increase to 1,112, while Book Value Per Share is projected to decrease to 0.06.

Bath Body Quarterly Cash And Equivalents

790 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 Bath Body Backtesting, Bath Body Valuation, Bath Body Correlation, Bath Body Hype Analysis, Bath Body Volatility, Bath Body History and analyze Bath Body Performance.

Bath Body Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bath Body market risk premium is the additional return an investor will receive from holding Bath Body 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 Bath Body. 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 Bath Body's performance over market.
α-0.2   β1.07

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

Bath Body Market Price Analysis

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

Bath Body Return and Market Media

The median price of Bath Body for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 37.29 with a coefficient of variation of 6.68. The daily time series for the period is distributed with a sample standard deviation of 2.46, arithmetic mean of 36.9, and mean deviation of 1.69. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
How a CEOs exit and a Jeep comeback led to Stellantis being the only automaker to advertise during Super Bowl 59
02/10/2025
2
Bath Body Works Inc Shares Down 0.33 percent on Feb 19
02/19/2025
3
Bath Body Works Shares Gap Down Heres What Happened
02/27/2025
4
Bath Body Works Inc Q4 2024 Earnings Call Highlights Strategic Collaborations and ...
02/28/2025
5
From Irelands Primark to Spains Mango, foreign retailers are planting their flags in more U.S. malls and cities
03/03/2025
6
Bath Body Works to Present at the Bank of America Consumer Retail Conference
03/04/2025
7
Disposition of 4082 shares by Deon Riley of Bath Body at 48.31 subject to Rule 16b-3
03/06/2025
 
Bath Body dividend paid on 7th of March 2025
03/07/2025
8
Bath Body Works, Inc. Among the Most Undervalued Mid Cap Stocks to Buy According to Hedge Funds
03/10/2025
9
What Is Driving Institutional Interest in Bath Body Works
03/12/2025

About Bath Body 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 Bath or other stocks. Alpha measures the amount that position in Bath Body Works 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.
 2014 2020 2024 2025 (projected)
Dividend Yield0.06430.01850.03620.0375
Price To Sales Ratio0.961.321.661.75

Bath Body Upcoming Company Events

As portrayed in its financial statements, the presentation of Bath Body's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bath Body's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bath Body's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bath Body. Please utilize our Beneish M Score to check the likelihood of Bath Body's management manipulating its earnings.
22nd of February 2024
Upcoming Quarterly Report
View
16th of May 2024
Next Financial Report
View
31st of January 2024
Next Fiscal Quarter End
View
22nd of February 2024
Next Fiscal Year End
View
31st of October 2023
Last Quarter Report
View
31st of January 2023
Last Financial Announcement
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When determining whether Bath Body Works offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Bath Body's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Bath Body Works Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Bath Body Works Stock:
Bath Body 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 Bath Body technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Bath Body 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...