Constellation Brands Class Stock Alpha and Beta Analysis
| STZ Stock | USD 178.02 0.95 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Constellation Brands Class. It also helps investors analyze the systematic and unsystematic risks associated with investing in Constellation Brands over a specified time horizon. Remember, high Constellation Brands' 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 Constellation Brands' market risk premium analysis include:
Beta 0.89 | Alpha (0.39) | Risk 2.67 | Sharpe Ratio (0.16) | Expected Return (0.43) |
Constellation Brands Quarterly Cash And Equivalents |
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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.
Constellation |
Constellation Brands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Constellation Brands market risk premium is the additional return an investor will receive from holding Constellation Brands 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 Constellation Brands. 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 Constellation Brands' performance over market.| α | -0.39 | β | 0.89 |
Constellation Brands 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 Constellation Brands' Buy-and-hold return. Our buy-and-hold chart shows how Constellation Brands performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Constellation Brands Market Price Analysis
Market price analysis indicators help investors to evaluate how Constellation Brands stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Constellation Brands shares will generate the highest return on investment. By understating and applying Constellation Brands stock market price indicators, traders can identify Constellation Brands position entry and exit signals to maximize returns.
Constellation Brands Return and Market Media
The median price of Constellation Brands for the period between Wed, Nov 27, 2024 and Tue, Feb 25, 2025 is 219.69 with a coefficient of variation of 14.09. The daily time series for the period is distributed with a sample standard deviation of 29.04, arithmetic mean of 206.03, and mean deviation of 27.66. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Constellation Brands just downgraded at Jefferies, heres why STZ | 01/13/2025 |
2 | Trump tariffs mean Canadian whisky importers may pass costs to Americans | 02/03/2025 |
3 | 17 Capital Partners LLC Has 956,000 Stock Holdings in Constellation Brands, Inc. | 02/10/2025 |
4 | SHAREHOLDER ALERT Levi Korsinsky, LLP Notifies Investors It Has Filed a Complaint to Recover Losses Suffered by Purchasers ofConstellation Brands, Inc. Securiti... | 02/18/2025 |
5 | Gainey McKenna Egleston Announces A Class Action Lawsuit Has Been Filed Against Constellation Brands, Inc. | 02/19/2025 |
6 | Constellation Brands, Inc. Investor Notice Shareholder Rights Law Firm Robbins LLP Reminds ... | 02/20/2025 |
| Constellation Brands dividend paid on 21st of February 2025 | 02/21/2025 |
8 | Heres How Much You Would Have Made Owning Constellation Brands Stock In The Last 20 Years | 02/24/2025 |
About Constellation Brands 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 Constellation or other stocks. Alpha measures the amount that position in Constellation Brands 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0136 | 0.0144 | 0.0129 | 0.007657 | Price To Sales Ratio | 4.56 | 4.57 | 0.76 | 1.5 |
Constellation Brands Upcoming Company Events
As portrayed in its financial statements, the presentation of Constellation Brands' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Constellation Brands' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Constellation Brands' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Constellation Brands. Please utilize our Beneish M Score to check the likelihood of Constellation Brands' management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 5th of July 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 4th of April 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 28th of February 2023 Last Financial Announcement | View |
Build Portfolio with Constellation Brands
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Additional Tools for Constellation Stock Analysis
When running Constellation Brands' price analysis, check to measure Constellation Brands' 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 Constellation Brands is operating at the current time. Most of Constellation Brands' value examination focuses on studying past and present price action to predict the probability of Constellation Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Constellation Brands' price. Additionally, you may evaluate how the addition of Constellation Brands to your portfolios can decrease your overall portfolio volatility.