Sprouts Farmers Market Stock Alpha and Beta Analysis
| SFM Stock | USD 66.98 1.08 1.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sprouts Farmers Market. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sprouts Farmers over a specified time horizon. Remember, high Sprouts Farmers' 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 Sprouts Farmers' market risk premium analysis include:
Beta (0.44) | Alpha 0.43 | Risk 1.85 | Sharpe Ratio 0.25 | Expected Return 0.47 |
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.
Sprouts |
Sprouts Farmers Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sprouts Farmers market risk premium is the additional return an investor will receive from holding Sprouts Farmers 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 Sprouts Farmers. 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 Sprouts Farmers' performance over market.| α | 0.43 | β | -0.44 |
Sprouts Farmers 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 Sprouts Farmers' Buy-and-hold return. Our buy-and-hold chart shows how Sprouts Farmers performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sprouts Farmers Market Price Analysis
Market price analysis indicators help investors to evaluate how Sprouts Farmers stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sprouts Farmers shares will generate the highest return on investment. By understating and applying Sprouts Farmers stock market price indicators, traders can identify Sprouts Farmers position entry and exit signals to maximize returns.
Sprouts Farmers Return and Market Media
The median price of Sprouts Farmers for the period between Sun, Jan 28, 2024 and Sat, Apr 27, 2024 is 62.5 with a coefficient of variation of 9.78. The daily time series for the period is distributed with a sample standard deviation of 5.8, arithmetic mean of 59.25, and mean deviation of 5.29. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 13000 shares by Fortunato Joe of Sprouts Farmers at 63.71 subject to Rule 16b-3 | 03/06/2024 |
2 | Disposition of 828 shares by David McGlinchey of Sprouts Farmers at 63.5599 subject to Rule 16b-3 | 03/08/2024 |
3 | Sprouts Farmers Market CMO sells 29.9k in company stock | 03/19/2024 |
4 | Walmart adds oral care brands targeting Gen Z and millennial shoppers | 03/21/2024 |
5 | Sprouts Farmers Market to Report First Quarter Earnings on May 1, 2024 | 04/03/2024 |
6 | JOB ALERT Sprouts Farmers Market in Tyler needs an Assistant VitaminHBA Manager | 04/05/2024 |
7 | Hain Celestial Sells Thinsters, Eyes Focus and Growth | 04/10/2024 |
8 | Sprouts Farmers Rises Yet Lags Behind Market Some Facts Worth Knowing | 04/11/2024 |
9 | Is Sprouts Farmers Market Stock Outpacing Its Retail-Wholesale Peers This Year | 04/12/2024 |
10 | Chosen Foods Launches Better-for-You Dip Drizzle Sauces Made With 100 percent Pure Avocado Oil and Simple Ingredients | 04/16/2024 |
11 | Bet on Winning DuPont Analysis Pick 5 Top Stocks | 04/17/2024 |
12 | Sprouts Farmers Increases Yet Falls Behind Market What Investors Need to Know | 04/23/2024 |
13 | Sprouts will pay 265K to settle federal discrimination charge | 04/24/2024 |
About Sprouts Farmers 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 Sprouts or other stocks. Alpha measures the amount that position in Sprouts Farmers Market 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.
| 2012 | 2023 (projected) | Dividend Yield | 0.0245 | 0.002648 | Price To Sales Ratio | 3.15 | 0.73 |
Sprouts Farmers Upcoming Company Events
As portrayed in its financial statements, the presentation of Sprouts Farmers' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sprouts Farmers' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sprouts Farmers' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sprouts Farmers. Please utilize our Beneish M Score to check the likelihood of Sprouts Farmers' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Sprouts Farmers
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Align your risk with return expectations
Check out Sprouts Farmers Backtesting, Sprouts Farmers Valuation, Sprouts Farmers Correlation, Sprouts Farmers Hype Analysis, Sprouts Farmers Volatility, Sprouts Farmers History and analyze Sprouts Farmers Performance. Note that the Sprouts Farmers Market information on this page should be used as a complementary analysis to other Sprouts Farmers' 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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Complementary Tools for Sprouts Stock analysis
When running Sprouts Farmers' price analysis, check to measure Sprouts Farmers' 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 Sprouts Farmers is operating at the current time. Most of Sprouts Farmers' value examination focuses on studying past and present price action to predict the probability of Sprouts Farmers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sprouts Farmers' price. Additionally, you may evaluate how the addition of Sprouts Farmers to your portfolios can decrease your overall portfolio volatility.
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Sprouts Farmers 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.