Coty Inc Stock Alpha and Beta Analysis
| COTY Stock | USD 7.30 0.11 1.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Coty Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Coty over a specified time horizon. Remember, high Coty'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 Coty's market risk premium analysis include:
Beta 0.59 | Alpha (0.56) | Risk 2.26 | Sharpe Ratio (0.19) | Expected Return (0.43) |
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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.
Coty |
Coty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Coty market risk premium is the additional return an investor will receive from holding Coty 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 Coty. 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 Coty's performance over market.| α | -0.56 | β | 0.59 |
Coty 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 Coty's Buy-and-hold return. Our buy-and-hold chart shows how Coty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Coty Market Price Analysis
Market price analysis indicators help investors to evaluate how Coty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Coty shares will generate the highest return on investment. By understating and applying Coty stock market price indicators, traders can identify Coty position entry and exit signals to maximize returns.
Coty Return and Market Media
The median price of Coty for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 8.98 with a coefficient of variation of 10.94. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 8.52, and mean deviation of 0.87. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1562500 shares by Sue Nabi of Coty subject to Rule 16b-3 | 08/30/2024 |
2 | Lamb Weston Q1 Earnings Coming Up Heres What You Should Know | 09/27/2024 |
3 | Coty Q1 Earnings and Revenues Miss Estimates | 11/06/2024 |
4 | Q1 2025 Coty Inc Pre-recorded Earnings Call Transcript | 11/07/2024 |
5 | Q1 2025 Coty Inc Earnings Call Transcript | 11/08/2024 |
6 | International Markets and Coty A Deep Dive for Investors | 11/11/2024 |
7 | Disposition of 2721 shares by Laurent Mercier of Coty subject to Rule 16b-3 | 11/14/2024 |
8 | Acquisition by Aramburuzabala Maria Asunicion of 25000 shares of Coty subject to Rule 16b-3 | 11/15/2024 |
9 | Coty Hits New 12-Month Low Whats Next | 11/20/2024 |
About Coty 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 Coty or other stocks. Alpha measures the amount that position in Coty Inc 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) | Dividend Yield | 0.008702 | 0.001313 | 0.00157 | 0.001492 | Price To Sales Ratio | 1.24 | 1.88 | 1.39 | 1.68 |
Coty Upcoming Company Events
As portrayed in its financial statements, the presentation of Coty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Coty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Coty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Coty. Please utilize our Beneish M Score to check the likelihood of Coty's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Additional Tools for Coty Stock Analysis
When running Coty's price analysis, check to measure Coty's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Coty is operating at the current time. Most of Coty's value examination focuses on studying past and present price action to predict the probability of Coty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Coty's price. Additionally, you may evaluate how the addition of Coty to your portfolios can decrease your overall portfolio volatility.