Abercrombie Fitch Stock Alpha and Beta Analysis
| ANF Stock | USD 154.50 2.51 1.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Abercrombie Fitch. It also helps investors analyze the systematic and unsystematic risks associated with investing in Abercrombie Fitch over a specified time horizon. Remember, high Abercrombie Fitch'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 Abercrombie Fitch's market risk premium analysis include:
Beta 1.54 | Alpha (0.25) | Risk 3.75 | Sharpe Ratio (0.02) | Expected Return (0.07) |
Abercrombie Fitch Quarterly Cash And Equivalents |
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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.
Abercrombie |
Abercrombie Fitch Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Abercrombie Fitch market risk premium is the additional return an investor will receive from holding Abercrombie Fitch 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 Abercrombie Fitch. 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 Abercrombie Fitch's performance over market.| α | -0.25 | β | 1.54 |
Abercrombie Fitch 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 Abercrombie Fitch's Buy-and-hold return. Our buy-and-hold chart shows how Abercrombie Fitch performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Abercrombie Fitch Market Price Analysis
Market price analysis indicators help investors to evaluate how Abercrombie Fitch stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Abercrombie Fitch shares will generate the highest return on investment. By understating and applying Abercrombie Fitch stock market price indicators, traders can identify Abercrombie Fitch position entry and exit signals to maximize returns.
Abercrombie Fitch Return and Market Media
The median price of Abercrombie Fitch for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 141.56 with a coefficient of variation of 6.68. The daily time series for the period is distributed with a sample standard deviation of 9.57, arithmetic mean of 143.29, and mean deviation of 7.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1949 shares by Jay Rust of Abercrombie Fitch subject to Rule 16b-3 | 10/11/2024 |
2 | Abercrombie Fitch Stock Falls Amid Market Uptick What Investors Need to Know | 11/01/2024 |
3 | Interparfums, Inc. Reports Record 2024 Third Quarter Results | 11/06/2024 |
4 | FMR LLC Adjusts Stake in Abercrombie Fitch Co. | 11/13/2024 |
5 | Abercrombie Fitch Clears Key Benchmark, Hitting 80-Plus RS Rating | 11/15/2024 |
6 | Fitch raises outlook for New Jersey City University | 11/18/2024 |
7 | Abercrombie Fitch Reports Next Week Wall Street Expects Earnings Growth | 11/19/2024 |
8 | Paris Department Store Printemps Starts Accepting Cryptocurrencies | 11/20/2024 |
9 | As Anderson University struggles with deficits, Fitchs outlook turns negative | 11/21/2024 |
10 | Diddys prosecutors compare him to R. Kelly in fighting his latest bail application | 11/22/2024 |
About Abercrombie Fitch 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 Abercrombie or other stocks. Alpha measures the amount that position in Abercrombie Fitch 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.
| 2020 | 2024 (projected) | Dividend Yield | 0.008701 | 0.0208 | Price To Sales Ratio | 1.29 | 0.49 |
Abercrombie Fitch Upcoming Company Events
As portrayed in its financial statements, the presentation of Abercrombie Fitch's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Abercrombie Fitch's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Abercrombie Fitch's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Abercrombie Fitch. Please utilize our Beneish M Score to check the likelihood of Abercrombie Fitch's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Abercrombie Fitch
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Check out Abercrombie Fitch Backtesting, Abercrombie Fitch Valuation, Abercrombie Fitch Correlation, Abercrombie Fitch Hype Analysis, Abercrombie Fitch Volatility, Abercrombie Fitch History and analyze Abercrombie Fitch Performance. For more detail on how to invest in Abercrombie Stock please use our How to Invest in Abercrombie Fitch guide.You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Abercrombie Fitch 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.