Capri Holdings Stock Alpha and Beta Analysis
| CPRI Stock | USD 21.54 1.06 5.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Capri Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Capri Holdings over a specified time horizon. Remember, high Capri Holdings' 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 Capri Holdings' market risk premium analysis include:
Beta 1.84 | Alpha (0.74) | Risk 6.69 | Sharpe Ratio (0.07) | Expected Return (0.48) |
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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.
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Capri Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capri Holdings market risk premium is the additional return an investor will receive from holding Capri Holdings 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 Capri Holdings. 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 Capri Holdings' performance over market.| α | -0.74 | β | 1.84 |
Capri Holdings 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 Capri Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Capri Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Capri Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Capri Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Capri Holdings shares will generate the highest return on investment. By understating and applying Capri Holdings stock market price indicators, traders can identify Capri Holdings position entry and exit signals to maximize returns.
Capri Holdings Return and Market Media
The median price of Capri Holdings for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 37.81 with a coefficient of variation of 27.73. The daily time series for the period is distributed with a sample standard deviation of 9.27, arithmetic mean of 33.44, and mean deviation of 8.28. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 13410 shares by John Idol of Capri Holdings at 32.0 subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Marilyn Crouther of 4854 shares of Capri Holdings subject to Rule 16b-3 | 09/04/2024 |
3 | Acquisition by Jean Tomlin of 4854 shares of Capri Holdings subject to Rule 16b-3 | 09/05/2024 |
4 | Acquisition by John Idol of 5288 shares of Capri Holdings subject to Rule 16b-3 | 09/13/2024 |
5 | Alpine Associates Management Inc. Sells 238,604 Shares of Capri Holdings Limited | 09/16/2024 |
6 | Why Capri Holdings Stock Is Falling Today | 10/25/2024 |
7 | Capri Holdings Limited Announces Second Quarter Fiscal 2025 Results | 11/07/2024 |
8 | Capri Holdings Q2 Earnings Taking a Look at Key Metrics Versus Estimates | 11/08/2024 |
9 | Tapestry halts Capri merger efforts, shares pop | 11/14/2024 |
10 | Capri Holdings target cut to 22 on soft market and sales woes | 11/15/2024 |
11 | Capri Holdings Limited Short Interest Down 6.7 percent in October | 11/18/2024 |
12 | Capri Holdings Ltd Shares Up 3.15 percent on Nov 22 | 11/22/2024 |
About Capri Holdings 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 Capri or other stocks. Alpha measures the amount that position in Capri Holdings 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.
| 2010 | 2023 | 2024 (projected) | Dividend Yield | 5.47E-4 | 4.93E-4 | 4.38E-4 | Price To Sales Ratio | 1.41 | 1.03 | 2.0 |
Capri Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Capri Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Capri Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Capri Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Capri Holdings. Please utilize our Beneish M Score to check the likelihood of Capri Holdings' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Capri Holdings
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Check out Capri Holdings Backtesting, Capri Holdings Valuation, Capri Holdings Correlation, Capri Holdings Hype Analysis, Capri Holdings Volatility, Capri Holdings History and analyze Capri Holdings Performance. For more detail on how to invest in Capri Stock please use our How to Invest in Capri Holdings guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Capri Holdings 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.