Aritzia Stock Alpha and Beta Analysis
| ATZ Stock | CAD 46.08 1.16 2.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aritzia. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aritzia over a specified time horizon. Remember, high Aritzia'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 Aritzia's market risk premium analysis include:
Beta (0.32) | Alpha 0.0296 | Risk 2.17 | Sharpe Ratio 0.0104 | Expected Return 0.0225 |
Aritzia 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.
Aritzia |
Aritzia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aritzia market risk premium is the additional return an investor will receive from holding Aritzia 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 Aritzia. 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 Aritzia's performance over market.| α | 0.03 | β | -0.32 |
Aritzia 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 Aritzia's Buy-and-hold return. Our buy-and-hold chart shows how Aritzia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aritzia Market Price Analysis
Market price analysis indicators help investors to evaluate how Aritzia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aritzia shares will generate the highest return on investment. By understating and applying Aritzia stock market price indicators, traders can identify Aritzia position entry and exit signals to maximize returns.
Aritzia Return and Market Media
The median price of Aritzia for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 45.76 with a coefficient of variation of 5.01. The daily time series for the period is distributed with a sample standard deviation of 2.32, arithmetic mean of 46.4, and mean deviation of 1.86. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Top TSX Growth Companies With High Insider Ownership In September 2024 - Simply Wall St | 09/23/2024 |
2 | 3 No-Brainer Stocks to Buy Right Now for Less Than 120 - MSN | 11/21/2024 |
About Aritzia 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 Aritzia or other stocks. Alpha measures the amount that position in Aritzia 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 4.08 | 4.09 | 3.99 | 2.42 | PTB Ratio | 10.02 | 6.68 | 4.92 | 4.67 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Aritzia in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Aritzia's short interest history, or implied volatility extrapolated from Aritzia options trading.
Build Portfolio with Aritzia
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Other Information on Investing in Aritzia Stock
Aritzia financial ratios help investors to determine whether Aritzia Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Aritzia with respect to the benefits of owning Aritzia security.