Yeti Holdings Stock Alpha and Beta Analysis
| YETI Stock | USD 40.33 0.51 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as YETI Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in YETI Holdings over a specified time horizon. Remember, high YETI Holdings' 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 YETI Holdings' market risk premium analysis include:
Beta 0.54 | Alpha (0.05) | Risk 2.28 | Sharpe Ratio 0.0112 | Expected Return 0.0255 |
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.
YETI |
YETI Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. YETI Holdings market risk premium is the additional return an investor will receive from holding YETI Holdings 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 YETI Holdings. 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 YETI Holdings' performance over market.| α | -0.05 | β | 0.54 |
YETI Holdings 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 YETI Holdings' Buy-and-hold return. Our buy-and-hold chart shows how YETI Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.YETI Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how YETI Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading YETI Holdings shares will generate the highest return on investment. By understating and applying YETI Holdings stock market price indicators, traders can identify YETI Holdings position entry and exit signals to maximize returns.
YETI Holdings Return and Market Media
The median price of YETI Holdings for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 39.1 with a coefficient of variation of 4.96. The daily time series for the period is distributed with a sample standard deviation of 1.93, arithmetic mean of 38.92, and mean deviation of 1.62. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | YETI Holdings Has A Rock Solid Balance Sheet | 10/30/2024 |
2 | YETI Surprises With Q3 Sales | 11/07/2024 |
3 | YETI Holdings Inc Q3 2024 Earnings Call Highlights Strong International Growth and ... | 11/08/2024 |
4 | Yeti shares price target cut, maintains hold rating on tariff concerns | 11/11/2024 |
5 | YETI Responds to Rumors of Mystery Ranch Phase-Out | 11/13/2024 |
6 | YETI Holdings Inc Stock Price Down 2.68 percent on Nov 14 | 11/14/2024 |
7 | YETI Holdings Stock A Great, Undervalued Small Cap - Seeking Alpha | 11/19/2024 |
8 | Disposition of 9 shares by Martin Duff of YETI Holdings at 40.94 subject to Rule 16b-3 | 11/27/2024 |
About YETI Holdings 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 YETI or other stocks. Alpha measures the amount that position in YETI Holdings 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 | 2023 | 2024 (projected) | Dividend Yield | 0.002029 | 0.002334 | 0.002217 | Price To Sales Ratio | 2.17 | 2.58 | 2.45 |
YETI Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of YETI Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, YETI Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of YETI Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of YETI Holdings. Please utilize our Beneish M Score to check the likelihood of YETI Holdings' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with YETI Holdings
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Check out YETI Holdings Backtesting, YETI Holdings Valuation, YETI Holdings Correlation, YETI Holdings Hype Analysis, YETI Holdings Volatility, YETI Holdings History and analyze YETI Holdings Performance. For more detail on how to invest in YETI Stock please use our How to Invest in YETI Holdings guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
YETI Holdings 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.