Campbell Soup Stock Alpha and Beta Analysis

CPB Stock  USD 44.45  0.38  0.86%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Campbell Soup. It also helps investors analyze the systematic and unsystematic risks associated with investing in Campbell Soup over a specified time horizon. Remember, high Campbell Soup'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 Campbell Soup's market risk premium analysis include:
Beta
0.0855
Alpha
0.0468
Risk
1.35
Sharpe Ratio
0.0498
Expected Return
0.0674
Please note that although Campbell Soup 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, Campbell Soup did 0.05  better 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 Campbell Soup stock's relative risk over its benchmark. Campbell Soup has a beta of 0.09  . As returns on the market increase, Campbell Soup's returns are expected to increase less than the market. However, during the bear market, the loss of holding Campbell Soup is expected to be smaller as well. .
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 Campbell Soup Backtesting, Campbell Soup Valuation, Campbell Soup Correlation, Campbell Soup Hype Analysis, Campbell Soup Volatility, Campbell Soup History and analyze Campbell Soup Performance.
For information on how to trade Campbell Stock refer to our How to Trade Campbell Stock guide.

Campbell Soup Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Campbell Soup market risk premium is the additional return an investor will receive from holding Campbell Soup 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 Campbell Soup. 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 Campbell Soup's performance over market.
α0.05   β0.09

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

Campbell Soup Market Price Analysis

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

Campbell Soup Return and Market Media

The median price of Campbell Soup for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 43.35 with a coefficient of variation of 2.2. The daily time series for the period is distributed with a sample standard deviation of 0.95, arithmetic mean of 43.26, and mean deviation of 0.76. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  
 
Campbell Soup dividend paid on 29th of January 2024
01/29/2024

About Campbell Soup 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 Campbell or other stocks. Alpha measures the amount that position in Campbell Soup 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.

Campbell Soup Upcoming Company Events

As portrayed in its financial statements, the presentation of Campbell Soup's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Campbell Soup's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Campbell Soup's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Campbell Soup. Please utilize our Beneish M Score to check the likelihood of Campbell Soup's management manipulating its earnings.
13th of March 2024
Upcoming Quarterly Report
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5th of June 2024
Next Financial Report
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31st of January 2024
Next Fiscal Quarter End
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29th of August 2024
Next Fiscal Year End
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31st of October 2023
Last Quarter Report
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31st of July 2023
Last Financial Announcement
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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 Campbell Soup offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Campbell Soup'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 Campbell Soup Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Campbell Soup Stock:
Check out Campbell Soup Backtesting, Campbell Soup Valuation, Campbell Soup Correlation, Campbell Soup Hype Analysis, Campbell Soup Volatility, Campbell Soup History and analyze Campbell Soup Performance.
For information on how to trade Campbell Stock refer to our How to Trade Campbell Stock 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.

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When running Campbell Soup's price analysis, check to measure Campbell Soup'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 Campbell Soup is operating at the current time. Most of Campbell Soup's value examination focuses on studying past and present price action to predict the probability of Campbell Soup's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Campbell Soup's price. Additionally, you may evaluate how the addition of Campbell Soup to your portfolios can decrease your overall portfolio volatility.
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Campbell Soup 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 Campbell Soup technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Campbell Soup 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...