Big 5 Sporting Stock Alpha and Beta Analysis
| BGFV Stock | USD 0.99 0.05 5.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Big 5 Sporting. It also helps investors analyze the systematic and unsystematic risks associated with investing in Big 5 over a specified time horizon. Remember, high Big 5'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 Big 5's market risk premium analysis include:
Beta (0.98) | Alpha (0.98) | Risk 5.69 | Sharpe Ratio (0.15) | Expected Return (0.87) |
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.
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Big 5 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Big 5 market risk premium is the additional return an investor will receive from holding Big 5 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 Big 5. 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 Big 5's performance over market.| α | -0.98 | β | -0.98 |
Big 5 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 Big 5's Buy-and-hold return. Our buy-and-hold chart shows how Big 5 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Big 5 Market Price Analysis
Market price analysis indicators help investors to evaluate how Big 5 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Big 5 shares will generate the highest return on investment. By understating and applying Big 5 stock market price indicators, traders can identify Big 5 position entry and exit signals to maximize returns.
Big 5 Return and Market Media
The median price of Big 5 for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 1.61 with a coefficient of variation of 19.13. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 1.52, and mean deviation of 0.23. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Big 5 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 Big or other stocks. Alpha measures the amount that position in Big 5 Sporting 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.
Big 5 Upcoming Company Events
As portrayed in its financial statements, the presentation of Big 5's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Big 5's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Big 5's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Big 5. Please utilize our Beneish M Score to check the likelihood of Big 5's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Big Stock Analysis
When running Big 5's price analysis, check to measure Big 5'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 Big 5 is operating at the current time. Most of Big 5's value examination focuses on studying past and present price action to predict the probability of Big 5's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Big 5's price. Additionally, you may evaluate how the addition of Big 5 to your portfolios can decrease your overall portfolio volatility.