Shoe Carnival Stock Alpha and Beta Analysis
| SCVL Stock | USD 26.56 0.30 1.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shoe Carnival. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shoe Carnival over a specified time horizon. Remember, high Shoe Carnival'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 Shoe Carnival's market risk premium analysis include:
Beta 0.48 | Alpha (0.40) | Risk 2.66 | Sharpe Ratio (0.22) | Expected Return (0.57) |
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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.
Shoe |
Shoe Carnival Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shoe Carnival market risk premium is the additional return an investor will receive from holding Shoe Carnival 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 Shoe Carnival. 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 Shoe Carnival's performance over market.| α | -0.4 | β | 0.48 |
Shoe Carnival 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 Shoe Carnival's Buy-and-hold return. Our buy-and-hold chart shows how Shoe Carnival performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shoe Carnival Market Price Analysis
Market price analysis indicators help investors to evaluate how Shoe Carnival stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shoe Carnival shares will generate the highest return on investment. By understating and applying Shoe Carnival stock market price indicators, traders can identify Shoe Carnival position entry and exit signals to maximize returns.
Shoe Carnival Return and Market Media
The median price of Shoe Carnival for the period between Sat, Nov 9, 2024 and Fri, Feb 7, 2025 is 33.76 with a coefficient of variation of 9.87. The daily time series for the period is distributed with a sample standard deviation of 3.24, arithmetic mean of 32.83, and mean deviation of 2.68. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Earnings call Shoe Carnival reports steady Q3 amidst challenges | 11/21/2024 |
2 | Acquisition by Sifford Clifton E of 4072 shares of Shoe Carnival subject to Rule 16b-3 | 11/25/2024 |
3 | Shoe Carnival Inc Trading Down 3.69 percent on Dec 5 | 12/05/2024 |
4 | Eye On Growth Delores B Weaver Adds 9.68M Of Shoe Carnival Stock To Portfolio | 12/10/2024 |
5 | Shoe Carnival Declares Quarterly Cash Dividend and Announces New 50 Million Share Repurchase Program | 12/12/2024 |
6 | Acquisition by Tomm Charles B. of 2172 shares of Shoe Carnival subject to Rule 16b-3 | 12/13/2024 |
7 | Public Employees Retirement System of Ohio Has 3.06 Million Holdings in Shoe Carnival, Inc. - MarketBeat | 12/17/2024 |
8 | Disposition of 1706 shares by Sifford Clifton E of Shoe Carnival at 33.08 subject to Rule 16b-3 | 01/02/2025 |
9 | Q3 Footwear Retailer Earnings Boot Barn Impresses | 01/13/2025 |
10 | Disposition of 4265 shares by Marc Chilton of Shoe Carnival at 29.94 subject to Rule 16b-3 | 01/17/2025 |
11 | Shoe Carnivals earnings growth rate lags the 9.9 percent CAGR delivered to shareholders | 01/28/2025 |
12 | Shoe Carnival GMM Tanya Gordon on Ditching Competition Women Who Rock | 02/06/2025 |
About Shoe Carnival 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 Shoe or other stocks. Alpha measures the amount that position in Shoe Carnival 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.
| 2014 | 2020 | 2024 | 2025 (projected) | Dividend Yield | 0.011 | 0.017 | 0.0486 | 0.0511 | Price To Sales Ratio | 0.5 | 0.61 | 0.23 | 0.35 |
Shoe Carnival Upcoming Company Events
As portrayed in its financial statements, the presentation of Shoe Carnival's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Shoe Carnival's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Shoe Carnival's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Shoe Carnival. Please utilize our Beneish M Score to check the likelihood of Shoe Carnival's management manipulating its earnings.
| 27th of March 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 27th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Check out Shoe Carnival Backtesting, Shoe Carnival Valuation, Shoe Carnival Correlation, Shoe Carnival Hype Analysis, Shoe Carnival Volatility, Shoe Carnival History and analyze Shoe Carnival Performance. For more information on how to buy Shoe Stock please use our How to buy in Shoe Stock guide.You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Shoe Carnival 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.