Citi Trends Stock Alpha and Beta Analysis
| CTRN Stock | USD 20.02 0.87 4.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Citi Trends. It also helps investors analyze the systematic and unsystematic risks associated with investing in Citi Trends over a specified time horizon. Remember, high Citi Trends' 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 Citi Trends' market risk premium analysis include:
Beta 1.26 | Alpha 0.3 | Risk 2.85 | Sharpe Ratio 0.2 | Expected Return 0.58 |
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.
Citi |
Citi Trends Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Citi Trends market risk premium is the additional return an investor will receive from holding Citi Trends 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 Citi Trends. 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 Citi Trends' performance over market.| α | 0.30 | β | 1.26 |
Citi Trends 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 Citi Trends' Buy-and-hold return. Our buy-and-hold chart shows how Citi Trends performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Citi Trends Market Price Analysis
Market price analysis indicators help investors to evaluate how Citi Trends stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Citi Trends shares will generate the highest return on investment. By understating and applying Citi Trends stock market price indicators, traders can identify Citi Trends position entry and exit signals to maximize returns.
Citi Trends Return and Market Media
The median price of Citi Trends for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 18.75 with a coefficient of variation of 10.6. The daily time series for the period is distributed with a sample standard deviation of 1.91, arithmetic mean of 17.99, and mean deviation of 1.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Heath David A of 1500 shares of Citi Trends at 14.5856 subject to Rule 16b-3 | 09/10/2024 |
2 | Fund 1 Investments, LLC Increases Stake in Citi Trends Inc | 09/27/2024 |
3 | Stocks making the biggest moves premarket Ford, Clorox, Boeing, Pinterest and more | 10/01/2024 |
4 | Acquisition by Kenneth Seipel of 36 shares of Citi Trends subject to Rule 16b-3 | 10/02/2024 |
5 | Fund 1 Investments, LLC Acquires Shares in Vera Bradley Inc | 10/04/2024 |
6 | Fund 1 Investments, LLC Acquires Additional Shares in Tile Shop Holdings Inc | 10/17/2024 |
7 | Disposition of 452 shares by Katrina George of Citi Trends at 24.1 subject to Rule 16b-3 | 10/31/2024 |
8 | Fund 1 Investments, LLC Acquires Significant Stake in Tile Shop Holdings Inc | 11/13/2024 |
9 | Acquisition by Kenneth Seipel of 80000 shares of Citi Trends subject to Rule 16b-3 | 11/18/2024 |
10 | Citi Trends CEO Ken Seipel sheds interim tagsees Q3 comparable store sales above guidance | 11/19/2024 |
11 | Citi Trends Appoints Kenneth D. Seipel as New Chief Executive Officer | 11/22/2024 |
About Citi Trends 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 Citi or other stocks. Alpha measures the amount that position in Citi Trends 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 | 0.001371 | 0.0117 | Price To Sales Ratio | 0.31 | 0.51 |
Citi Trends Upcoming Company Events
As portrayed in its financial statements, the presentation of Citi Trends' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Citi Trends' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Citi Trends' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Citi Trends. Please utilize our Beneish M Score to check the likelihood of Citi Trends' management manipulating its earnings.
| 19th of March 2024 Upcoming Quarterly Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View |
Build Portfolio with Citi Trends
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Check out Citi Trends Backtesting, Citi Trends Valuation, Citi Trends Correlation, Citi Trends Hype Analysis, Citi Trends Volatility, Citi Trends History and analyze Citi Trends Performance. To learn how to invest in Citi Stock, please use our How to Invest in Citi Trends guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Citi Trends 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.