Levi Strauss Co Stock Alpha and Beta Analysis
| LEVI Stock | USD 16.01 0.03 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Levi Strauss Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Levi Strauss over a specified time horizon. Remember, high Levi Strauss' 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 Levi Strauss' market risk premium analysis include:
Beta 1.13 | Alpha (0.03) | Risk 2.1 | Sharpe Ratio (0.05) | Expected Return (0.11) |
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.
Levi |
Levi Strauss Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Levi Strauss market risk premium is the additional return an investor will receive from holding Levi Strauss 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 Levi Strauss. 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 Levi Strauss' performance over market.| α | -0.03 | β | 1.13 |
Levi Strauss 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 Levi Strauss' Buy-and-hold return. Our buy-and-hold chart shows how Levi Strauss performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Levi Strauss Market Price Analysis
Market price analysis indicators help investors to evaluate how Levi Strauss stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Levi Strauss shares will generate the highest return on investment. By understating and applying Levi Strauss stock market price indicators, traders can identify Levi Strauss position entry and exit signals to maximize returns.
Levi Strauss Return and Market Media
The median price of Levi Strauss for the period between Wed, Dec 25, 2024 and Tue, Mar 25, 2025 is 17.44 with a coefficient of variation of 5.05. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 17.41, and mean deviation of 0.69. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Jill Beraud of tradable shares of Levi Strauss subject to Rule 16b-3 | 01/13/2025 |
2 | Disposition of 3002 shares by Flore Gianluca of Levi Strauss at 17.54 subject to Rule 16b-3 | 01/24/2025 |
3 | Levi Strauss Co Q4 2024 Earnings Call Highlights Record Gross Margin and Strong ... | 01/31/2025 |
4 | Disposition of 4166 shares by David Friedman of Levi Strauss at 18.44 subject to Rule 16b-3 | 02/03/2025 |
| Levi Strauss dividend paid on 12th of February 2025 | 02/12/2025 |
6 | Acquisition by Patrick Artemis of tradable shares of Levi Strauss subject to Rule 16b-3 | 02/28/2025 |
7 | Market is not liking Levi Strauss earnings decline as stock retreats 6.2 percent this week | 03/06/2025 |
8 | Levi Strauss Co. Announces Participation in Upcoming Investor Conferences | 03/07/2025 |
9 | Allbirds, Inc. Reports Q4 Loss, Tops Revenue Estimates | 03/11/2025 |
10 | American Eagle Outfitters Surpasses Q4 Earnings and Revenue Estimates | 03/12/2025 |
11 | Levi Strauss Co Trading Down 4.1 percent on Mar 13 | 03/13/2025 |
12 | Levi Strauss Outpaces Stock Market Gains What You Should Know | 03/19/2025 |
13 | Torrid Holdings Reports Q4 Loss, Tops Revenue Estimates | 03/20/2025 |
14 | Levi Strauss Co Stock Price Down 1.74 percent on Mar 21 | 03/21/2025 |
15 | Quantbot Technologies LP Makes New 2.73 Million Investment in Levi Strauss Co. - MarketBeat | 03/24/2025 |
About Levi Strauss 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 Levi or other stocks. Alpha measures the amount that position in Levi Strauss 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.
| 2010 | 2024 | 2025 (projected) | |
| Dividend Yield | 0.0274 | 0.003577 | 0.003398 |
| Price To Sales Ratio | 1.14 | 1.76 | 1.85 |
Levi Strauss Upcoming Company Events
As portrayed in its financial statements, the presentation of Levi Strauss' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Levi Strauss' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Levi Strauss' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Levi Strauss. Please utilize our Beneish M Score to check the likelihood of Levi Strauss' management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 4th of July 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 30th of November 2023 Last Financial Announcement | View |
Build Portfolio with Levi Strauss
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 Levi Strauss Backtesting, Levi Strauss Valuation, Levi Strauss Correlation, Levi Strauss Hype Analysis, Levi Strauss Volatility, Levi Strauss History and analyze Levi Strauss Performance. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Levi Strauss 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.