Sally Alpha and Beta Analysis

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SBH -- USA Stock  

Report: 29th of July 2020  

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including Sally Beauty Holdings, as well as systematic risk associated with investing in Sally Beauty over a specified time horizon. Additionally, take a look at Sally Beauty Backtesting, Sally Beauty Valuation, Sally Beauty Correlation, Sally Beauty Hype Analysis, Sally Beauty Volatility, Sally Beauty History and analyze Sally Beauty Performance.

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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., DOW index.) So in this particular case, Sally Beauty did 0.88  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 Sally Beauty Holdings stock's relative risk over its benchmark. Sally Beauty Holdings has a beta of 1.62  . Let's try to break down what Sally's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sally Beauty will likely underperform.
Sally Beauty Enterprise Value over EBIT is most likely to slightly decrease in the upcoming years. The last year's value of Enterprise Value over EBIT was reported at 11.50. The current Enterprise Value over EBITDA is estimated to increase to 11.19, while Book Value per Share is estimated to decrease to (2.36) . 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.

  Sally Beauty Quarterly Book Value per Share

Sally Beauty Market Premiums

α0.88   β1.62
30 days against DJI

Sally Beauty expected buy-and-hold returns

Sally Beauty Market Price Analysis

Sally Beauty Return and Market Media

The median price of Sally Beauty for the period between Sat, Apr 11, 2020 and Fri, Jul 10, 2020 is 11.49 with a coefficient of variation of 21.2. The daily time series for the period is distributed with a sample standard deviation of 2.38, arithmetic mean of 11.21, and mean deviation of 2.06. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Mark Spinks of 11366 shares of Sally Beauty s...04/15/2020
2
Payment of 264 shares by Janna Minton of Sally Beauty subjec...04/16/2020
3
Purchase by John Miller of 1200 shares of Sally Beauty04/21/2020
4
Sale by Gary Winterhalter of 900000 shares of Sally Beauty04/29/2020
5
Purchase by Marshall Eisenberg of 6000 shares of Sally Beaut...05/06/2020
6
Acquisition by Bernick Carol L of 90000 shares of Sally Beau...05/08/2020
7
Sale by Susan Mulder of 4580 shares of Sally Beauty05/11/2020
8
Sally Beauty exotic insider transaction detected05/12/2020
9
Exercise or conversion by Mark Flaherty of 7808 shares of Sa...05/13/2020
10
Purchase by Dorlisa Flur of 500 shares of Sally Beauty05/14/2020
11
Sally Beauty exotic insider transaction detected05/18/2020
12
Purchase by Aaron Alt of 1000 shares of Sally Beauty05/22/2020
13
Payment of 5042 shares by Aaron Alt of Sally Beauty subject ...05/26/2020
14
Acquisition by Dowd W Richard of 82000 shares of Sally Beaut...05/28/2020
15
Exercise or conversion by Matthew Haltom of 5589 shares of S...06/05/2020
16
Purchase by Linda Heasley of 500 shares of Sally Beauty06/08/2020
17
Sally Beauty exotic insider transaction detected06/09/2020
18
Payment of 1648 shares by Mark Flaherty of Sally Beauty subj...06/11/2020
19
Sale by Spinozzi Michael G of 64525 shares of Sally Beauty06/17/2020
20
Purchase by Marshall Eisenberg of 1000 shares of Sally Beaut...06/19/2020

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 equity instruments such as Ford or other stocks, funds, and ETFs. 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.
 2017 2018 2019 2020 (projected)
Calculated Tax Rate21.4325.028.7534.91
Interest Coverage4.354.764.283.95

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