Ollies Bargain Outlet Stock Alpha and Beta Analysis

OLLI Stock  USD 117.91  0.28  0.24%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ollies Bargain Outlet. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ollies Bargain over a specified time horizon. Remember, high Ollies Bargain'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 Ollies Bargain's market risk premium analysis include:
Beta
0.64
Alpha
0.29
Risk
2.59
Sharpe Ratio
0.0996
Expected Return
0.26
Please note that although Ollies Bargain 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 Jones Industrial index.) So in this particular case, Ollies Bargain did 0.29  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 Ollies Bargain Outlet stock's relative risk over its benchmark. Ollies Bargain Outlet has a beta of 0.64  . As returns on the market increase, Ollies Bargain's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ollies Bargain is expected to be smaller as well. As of now, Ollies Bargain's Enterprise Value Over EBITDA is decreasing as compared to previous years. The Ollies Bargain's current Enterprise Value Multiple is estimated to increase to 19.91, while Book Value Per Share is projected to decrease to 7.83.

Enterprise Value

1.12 Billion

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 Ollies Bargain Backtesting, Ollies Bargain Valuation, Ollies Bargain Correlation, Ollies Bargain Hype Analysis, Ollies Bargain Volatility, Ollies Bargain History and analyze Ollies Bargain Performance.

Ollies Bargain Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ollies Bargain market risk premium is the additional return an investor will receive from holding Ollies Bargain 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 Ollies Bargain. 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 Ollies Bargain's performance over market.
α0.29   β0.64

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

Ollies Bargain Market Price Analysis

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

Ollies Bargain Return and Market Media

The median price of Ollies Bargain for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 96.08 with a coefficient of variation of 7.55. The daily time series for the period is distributed with a sample standard deviation of 7.4, arithmetic mean of 98.03, and mean deviation of 5.43. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Disposition of 705 shares by James Comitale of Ollies Bargain subject to Rule 16b-3
10/18/2024
2
Energizer Holdings Q4 Earnings Top Estimates
11/19/2024
3
Disposition of 300 shares by Baglivo Mary of Ollies Bargain subject to Rule 16b-3
11/29/2024
4
Ollies Bargain Outlet Earnings Expected to Grow Should You Buy
12/03/2024
5
Ollies Stock Trades Up, Here Is Why
12/10/2024
6
Ollies Bargain Outlet Holdings Third Quarter 2025 Earnings EPS Beats Expectations
12/11/2024
7
US119 - Thats What Analysts Think Ollies Bargain Outlet Holdings, Inc. Is Worth After These Results
12/12/2024
8
Ollies Bargain Outlet Raises Over 1.1 Million for Marine Toys for Tots
12/17/2024
9
Citi double upgrades shares of this retailer, sees more than 15 percent upside from here
12/18/2024
10
Implied Volatility Surging for Ollies Bargain Stock Options
12/19/2024
11
Jim Cramer on Ollies Bargain Outlet Holdings, Inc. Ollies The Biggest Roadmap Of All Of These Close Out Stores
12/20/2024

About Ollies Bargain 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 Ollies or other stocks. Alpha measures the amount that position in Ollies Bargain Outlet 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.
 2010 2024 (projected)
Dividend Yield0.04060.0506
Price To Sales Ratio2.381.76

Ollies Bargain Upcoming Company Events

As portrayed in its financial statements, the presentation of Ollies Bargain's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ollies Bargain's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ollies Bargain's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ollies Bargain. Please utilize our Beneish M Score to check the likelihood of Ollies Bargain's management manipulating its earnings.
27th 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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27th of March 2024
Next Fiscal Year End
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31st of October 2023
Last Quarter Report
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31st of January 2023
Last Financial Announcement
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When determining whether Ollies Bargain Outlet offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Ollies Bargain'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 Ollies Bargain Outlet Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ollies Bargain Outlet Stock:
Ollies Bargain 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 Ollies Bargain technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ollies Bargain 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...