Steven Madden Stock Alpha and Beta Analysis
| SHOO Stock | USD 37.60 0.31 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Steven Madden. It also helps investors analyze the systematic and unsystematic risks associated with investing in Steven Madden over a specified time horizon. Remember, high Steven Madden'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 Steven Madden's market risk premium analysis include:
Beta 0.59 | Alpha (0.31) | Risk 1.64 | Sharpe Ratio (0.17) | Expected Return (0.28) |
Enterprise Value |
|
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.
Steven |
Steven Madden Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Steven Madden market risk premium is the additional return an investor will receive from holding Steven Madden 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 Steven Madden. 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 Steven Madden's performance over market.| α | -0.31 | β | 0.59 |
Steven Madden 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 Steven Madden's Buy-and-hold return. Our buy-and-hold chart shows how Steven Madden performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Steven Madden Market Price Analysis
Market price analysis indicators help investors to evaluate how Steven Madden stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Steven Madden shares will generate the highest return on investment. By understating and applying Steven Madden stock market price indicators, traders can identify Steven Madden position entry and exit signals to maximize returns.
Steven Madden Return and Market Media
The median price of Steven Madden for the period between Sat, Nov 9, 2024 and Fri, Feb 7, 2025 is 42.59 with a coefficient of variation of 4.5. The daily time series for the period is distributed with a sample standard deviation of 1.92, arithmetic mean of 42.68, and mean deviation of 1.48. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Insider Sell Peter Davis Sells 500 Shares of Steven Madden Ltd | 11/26/2024 |
2 | SFIX Q1 Loss Narrower Than Expected, Active Clients Decline YY | 12/11/2024 |
| Steven Madden dividend paid on 27th of December 2024 | 12/27/2024 |
3 | Snap-On Stock Seems Attractive With a PE of 17.16X Should You Buy | 12/30/2024 |
4 | Disposition of 2058 shares by Zine Mazouzi of Steven Madden at 41.96 subject to Rule 16b-3 | 01/02/2025 |
5 | Disposition of 2103 shares by Zine Mazouzi of Steven Madden at 41.91 subject to Rule 16b-3 | 01/03/2025 |
6 | Acquisition by Sachdev Ravi of 2906 shares of Steven Madden subject to Rule 16b-3 | 01/07/2025 |
7 | V.F. Corp Trades Above 50 200-Day SMAs Should You Buy Now or Wait | 01/15/2025 |
8 | Whirlpool Stock Rises 22 percent in 3 Months Time to Buy, Hold or Sell | 01/17/2025 |
9 | Ralph Lauren Stock Hits 52-Week High Buy, Hold or Book Profits | 01/24/2025 |
10 | Pacer Advisors Inc. Makes New 72.80 Million Investment in Steven Madden, Ltd. | 01/27/2025 |
11 | Disposition of 6742 shares by Edward Rosenfeld of Steven Madden at 41.05 subject to Rule 16b-3 | 01/31/2025 |
12 | McDonalds To 290 Here Are 10 Top Analyst Forecasts For Tuesday | 02/04/2025 |
13 | Steven Madden Navigating Challenges Amidst Market Movements | 02/06/2025 |
About Steven Madden 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 Steven or other stocks. Alpha measures the amount that position in Steven Madden 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0272 | 0.0205 | 0.0185 | 0.0108 | Price To Sales Ratio | 1.14 | 1.55 | 1.4 | 1.11 |
Steven Madden Upcoming Company Events
As portrayed in its financial statements, the presentation of Steven Madden's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Steven Madden's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Steven Madden's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Steven Madden. Please utilize our Beneish M Score to check the likelihood of Steven Madden's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Steven Madden
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Steven Madden Backtesting, Steven Madden Valuation, Steven Madden Correlation, Steven Madden Hype Analysis, Steven Madden Volatility, Steven Madden History and analyze Steven Madden Performance. To learn how to invest in Steven Stock, please use our How to Invest in Steven Madden guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Steven Madden 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.