Birkenstock Holding Plc Stock Alpha and Beta Analysis
| BIRK Stock | 50.82 3.22 6.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Birkenstock Holding plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Birkenstock Holding over a specified time horizon. Remember, high Birkenstock Holding'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 Birkenstock Holding's market risk premium analysis include:
Beta 0.65 | Alpha (0.46) | Risk 2.7 | Sharpe Ratio (0.14) | Expected Return (0.37) |
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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.
Birkenstock |
Birkenstock Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Birkenstock Holding market risk premium is the additional return an investor will receive from holding Birkenstock Holding 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 Birkenstock Holding. 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 Birkenstock Holding's performance over market.| α | -0.46 | β | 0.65 |
Birkenstock Holding 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 Birkenstock Holding's Buy-and-hold return. Our buy-and-hold chart shows how Birkenstock Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Birkenstock Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Birkenstock Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Birkenstock Holding shares will generate the highest return on investment. By understating and applying Birkenstock Holding stock market price indicators, traders can identify Birkenstock Holding position entry and exit signals to maximize returns.
Birkenstock Holding Return and Market Media
The median price of Birkenstock Holding for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 48.21 with a coefficient of variation of 8.64. The daily time series for the period is distributed with a sample standard deviation of 4.24, arithmetic mean of 49.03, and mean deviation of 2.71. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Heres Why Birkenstock Stock Dropped Nearly 16 percent Last Month | 09/09/2024 |
2 | Bradley Foster Sargent Inc. CT Buys New Stake in Birkenstock Holding plc - MarketBeat | 09/20/2024 |
3 | Birkenstock Holding Seems To Use Debt Quite Sensibly | 09/27/2024 |
4 | Birkenstock Holding plc Short Interest Update | 10/02/2024 |
5 | Returns On Capital At Birkenstock Holding Have Stalled | 10/10/2024 |
6 | How Much Upside is Left in Birkenstock Wall Street Analysts Think 29.19 | 10/15/2024 |
7 | Birkenstock Holding Undervalued, With Tailwinds Ahead - Seeking Alpha | 10/23/2024 |
8 | SKX vs. BIRK Which Stock Is the Better Value Option | 10/30/2024 |
9 | Is Birkenstock Holding plc Trading At A 23 percent Discount - Yahoo Finance | 11/11/2024 |
10 | 3 US Stocks Estimated To Be Trading Below Their Intrinsic Value In November 2024 | 11/20/2024 |
About Birkenstock Holding 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 Birkenstock or other stocks. Alpha measures the amount that position in Birkenstock Holding plc 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0222 | 0.0161 | Price To Sales Ratio | 5.35 | 7.18 |
Birkenstock Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Birkenstock Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Birkenstock Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Birkenstock Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Birkenstock Holding. Please utilize our Beneish M Score to check the likelihood of Birkenstock Holding's management manipulating its earnings.
| 18th of January 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out Birkenstock Holding Backtesting, Birkenstock Holding Valuation, Birkenstock Holding Correlation, Birkenstock Holding Hype Analysis, Birkenstock Holding Volatility, Birkenstock Holding History and analyze Birkenstock Holding Performance. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Birkenstock Holding 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.