Sally Beauty Holdings Stock Alpha and Beta Analysis

SBH Stock  USD 12.17  0.54  4.64%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sally Beauty Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sally Beauty over a specified time horizon. Remember, high Sally Beauty'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 Sally Beauty's market risk premium analysis include:
Beta
3.26
Alpha
(0.51)
Risk
3.16
Sharpe Ratio
(0.03)
Expected Return
(0.09)
Please note that although Sally Beauty 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., NYSE Composite index.) So in this particular case, Sally Beauty did 0.51  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 Sally Beauty Holdings stock's relative risk over its benchmark. Sally Beauty Holdings has a beta of 3.26  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sally Beauty will likely underperform. The Sally Beauty's current Price Book Value Ratio is estimated to increase to 1.67. The Sally Beauty's current Enterprise Value Multiple is estimated to increase to 6.52.

Sally Beauty Quarterly Cash And Equivalents

74.34 Million

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 Sally Beauty Backtesting, Sally Beauty Valuation, Sally Beauty Correlation, Sally Beauty Hype Analysis, Sally Beauty Volatility, Sally Beauty History and analyze Sally Beauty Performance.

Sally Beauty Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sally Beauty market risk premium is the additional return an investor will receive from holding Sally Beauty 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 Sally Beauty. 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 Sally Beauty's performance over market.
α-0.51   β3.26

Sally Beauty 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 Sally Beauty's Buy-and-hold return. Our buy-and-hold chart shows how Sally Beauty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Sally Beauty Market Price Analysis

Market price analysis indicators help investors to evaluate how Sally Beauty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sally Beauty shares will generate the highest return on investment. By understating and applying Sally Beauty stock market price indicators, traders can identify Sally Beauty position entry and exit signals to maximize returns.

Sally Beauty Return and Market Media

The median price of Sally Beauty for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 12.59 with a coefficient of variation of 4.99. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 12.6, and mean deviation of 0.53. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Sally Beauty Dull on Inflation Soft Consumer Traffic - Zacks Investment Research
01/08/2024
2
Sally Beauty Holdings, Inc. Q1 2024 Earnings Call Transcript
02/02/2024
3
Disposition of 2003 shares by Scott Sherman of Sally Beauty at 12.96 subject to Rule 16b-3
02/22/2024
4
Jeff Auxiers 13F Filing Highlights UnitedHealth Groups Position Adjustment
02/23/2024
5
Briogeo Launches at Cosmo Prof, Deepening Commitment to Stylist Community
02/26/2024
6
Bernard Horn Adjusts Portfolio, Exits Honda Motor Co Ltd Position
02/29/2024
7
Exercise or conversion by Gary Winterhalter of 249000 shares of Sally Beauty subject to Rule 16b-3
03/01/2024
8
USOSM Chief Operations and Chief Human Resources Officers to Speak at Women in DSOs Empower and Grow Conference
03/05/2024
9
Sally Beautys Growth Pillars Happy Beauty Co. Solid
03/12/2024
10
DoorDash Increases Its On-Demand Beauty Selection with Sally Beauty and MAC Cosmetics
03/18/2024
11
Cautious Investors Not Rewarding Sally Beauty Holdings, Inc.s Performance Completely
03/19/2024
12
Regal Parent Cineworld Rounds Out Leadership Team Under CEO Eduardo Acuna
03/21/2024

About Sally Beauty 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 Sally or other stocks. Alpha measures the amount that position in Sally Beauty 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.
 2021 2022 2023 2024 (projected)
Price Earnings Ratio7.464.875.65.32
Short Term Coverage Ratios0.691.611.851.76

Sally Beauty Upcoming Company Events

As portrayed in its financial statements, the presentation of Sally Beauty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sally Beauty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sally Beauty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sally Beauty. Please utilize our Beneish M Score to check the likelihood of Sally Beauty's management manipulating its earnings.
1st of February 2024
Upcoming Quarterly Report
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2nd of May 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
12th of November 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
View
30th of September 2023
Last Financial Announcement
View

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Sally Beauty Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sally Beauty's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Sally Beauty Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sally Beauty Holdings Stock:
Check out Sally Beauty Backtesting, Sally Beauty Valuation, Sally Beauty Correlation, Sally Beauty Hype Analysis, Sally Beauty Volatility, Sally Beauty History and analyze Sally Beauty Performance.
Note that the Sally Beauty Holdings information on this page should be used as a complementary analysis to other Sally Beauty's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

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When running Sally Beauty's price analysis, check to measure Sally Beauty'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 Sally Beauty is operating at the current time. Most of Sally Beauty's value examination focuses on studying past and present price action to predict the probability of Sally Beauty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sally Beauty's price. Additionally, you may evaluate how the addition of Sally Beauty to your portfolios can decrease your overall portfolio volatility.
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Sally Beauty 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.
A focus of Sally Beauty technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Sally Beauty trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...