Allbirds Stock Alpha and Beta Analysis
| BIRD Stock | USD 8.45 0.41 5.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Allbirds. It also helps investors analyze the systematic and unsystematic risks associated with investing in Allbirds over a specified time horizon. Remember, high Allbirds' 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 Allbirds' market risk premium analysis include:
Beta 0.22 | Alpha (0.21) | Risk 4.66 | Sharpe Ratio (0.13) | Expected Return (0.58) |
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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.
Allbirds |
Allbirds Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Allbirds market risk premium is the additional return an investor will receive from holding Allbirds 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 Allbirds. 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 Allbirds' performance over market.| α | -0.21 | β | 0.22 |
Allbirds 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 Allbirds' Buy-and-hold return. Our buy-and-hold chart shows how Allbirds performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Allbirds Market Price Analysis
Market price analysis indicators help investors to evaluate how Allbirds stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Allbirds shares will generate the highest return on investment. By understating and applying Allbirds stock market price indicators, traders can identify Allbirds position entry and exit signals to maximize returns.
Allbirds Return and Market Media
The median price of Allbirds for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 10.44 with a coefficient of variation of 17.29. The daily time series for the period is distributed with a sample standard deviation of 1.74, arithmetic mean of 10.09, and mean deviation of 1.49. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | More Unpleasant Surprises Could Be In Store For Allbirds, Inc.s Shares After Tumbling 28 | 09/23/2024 |
2 | Will Allbirds, Inc. Report Negative Earnings Next Week What You Should Know | 10/30/2024 |
3 | Disposition of 92643 shares by Joseph Zwillinger of Allbirds subject to Rule 16b-3 | 11/01/2024 |
4 | Allbirds Reports Third Quarter 2024 Financial Results | 11/06/2024 |
5 | Allbirds Inc Q3 2024 Earnings Call Highlights Navigating Challenges with Strategic ... | 11/07/2024 |
6 | Acquisition by Mitchell Ann of 600 shares of Allbirds at 8.16 subject to Rule 16b-3 | 11/11/2024 |
7 | FMR LLC Increases Stake in Allbirds Inc A Strategic Investment Move - GuruFocus.com | 11/13/2024 |
8 | Disposition of 2532 shares by Vernachio Joseph of Allbirds at 8.1909 subject to Rule 16b-3 | 12/02/2024 |
9 | The U.S. Department of Homeland Security, Israels National Cyber Directorate, and the BIRD Foundation, Announce a Cybersecurity Call for Proposals | 12/09/2024 |
About Allbirds 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 Allbirds or other stocks. Alpha measures the amount that position in Allbirds 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) | Payables Turnover | 4.26 | 13.73 | 25.61 | 26.89 | Days Of Inventory On Hand | 298.22 | 253.54 | 140.71 | 234.51 |
Allbirds Upcoming Company Events
As portrayed in its financial statements, the presentation of Allbirds' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Allbirds' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Allbirds' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Allbirds. Please utilize our Beneish M Score to check the likelihood of Allbirds' management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Allbirds Backtesting, Allbirds Valuation, Allbirds Correlation, Allbirds Hype Analysis, Allbirds Volatility, Allbirds History and analyze Allbirds Performance. For information on how to trade Allbirds Stock refer to our How to Trade Allbirds Stock guide.You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Allbirds 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.