Big 5 Sporting Stock Alpha and Beta Analysis

BGFV Stock  USD 1.01  0.01  1.00%   
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
0.39
Alpha
(0.74)
Risk
2.84
Sharpe Ratio
(0.30)
Expected Return
(0.85)
Please note that although Big 5 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, Big 5 did 0.74  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 Big 5 Sporting stock's relative risk over its benchmark. Big 5 Sporting has a beta of 0.39  . As returns on the market increase, Big 5's returns are expected to increase less than the market. However, during the bear market, the loss of holding Big 5 is expected to be smaller as well. At this time, Big 5's Book Value Per Share is fairly stable compared to the past year. Tangible Book Value Per Share is likely to climb to 10.55 in 2025, whereas Price Fair Value is likely to drop 0.62 in 2025.

Enterprise Value

130.2 Million

130.2M
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 Big 5 Backtesting, Big 5 Valuation, Big 5 Correlation, Big 5 Hype Analysis, Big 5 Volatility, Big 5 History and analyze Big 5 Performance.

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-0.74   Î²0.39
100%

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 29, 2024 and Sat, Mar 29, 2025 is 1.51 with a coefficient of variation of 21.59. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 1.43, and mean deviation of 0.27. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.15123456782025FebMar -40-30-20-100
JavaScript chart by amCharts 3.21.15Big 5 Sporting Big 5 Sporting Dividend Benchmark Dow Jones Industrial
       Timeline  
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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.
 2017 2018 2024 (projected)
Dividend Yield0.07970.120.13
Price To Sales Ratio0.160.190.18

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
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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.