Criteo Sa Stock Alpha and Beta Analysis
| CRTO Stock | USD 38.62 0.50 1.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Criteo Sa. It also helps investors analyze the systematic and unsystematic risks associated with investing in Criteo Sa over a specified time horizon. Remember, high Criteo Sa'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 Criteo Sa's market risk premium analysis include:
Beta 0.49 | Alpha (0.36) | Risk 3.52 | Sharpe Ratio (0.09) | Expected Return (0.33) |
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.
Criteo |
Criteo Sa Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Criteo Sa market risk premium is the additional return an investor will receive from holding Criteo Sa 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 Criteo Sa. 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 Criteo Sa's performance over market.| α | -0.36 | β | 0.48 |
Criteo Sa 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 Criteo Sa's Buy-and-hold return. Our buy-and-hold chart shows how Criteo Sa performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Criteo Sa Market Price Analysis
Market price analysis indicators help investors to evaluate how Criteo Sa stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Criteo Sa shares will generate the highest return on investment. By understating and applying Criteo Sa stock market price indicators, traders can identify Criteo Sa position entry and exit signals to maximize returns.
Criteo Sa Return and Market Media
The median price of Criteo Sa for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 40.94 with a coefficient of variation of 9.6. The daily time series for the period is distributed with a sample standard deviation of 3.94, arithmetic mean of 41.09, and mean deviation of 3.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 09/03/2024 |
2 | Disposition of 7390 shares by Ryan Damon of Criteo Sa at 44.34 subject to Rule 16b-3 | 09/12/2024 |
3 | Criteo Inks Partnership With Belk to Launch Belk Media Network | 10/11/2024 |
4 | Criteo SA Q3 2024 Earnings Revenue Surges to 459 Million, EPS at 0.11 | 10/30/2024 |
5 | Criteo SA Q3 2024 Earnings Call Highlights Strong Retail Media Growth and AI-Driven ... | 10/31/2024 |
6 | This Just In Analysts Are Boosting Their Criteo S.A. Outlook for Next Year | 11/01/2024 |
7 | Criteo SA Shares Up 3.1 percent on Nov 4 | 11/04/2024 |
8 | Big wins await retailers that focus on the first and final hours of seasonal sales | 11/07/2024 |
9 | Disposition of 4250 shares by Gleason Brian of Criteo Sa at 35.53 subject to Rule 16b-3 | 11/08/2024 |
10 | Is Criteo S.A. Top Performing European Stock Heading into 2025 | 11/13/2024 |
11 | Criteo Upgraded by StockNews.com to Buy Rating | 11/15/2024 |
12 | CRITEO HOSTS RETAIL MEDIA INVESTOR UPDATE | 11/18/2024 |
13 | BMO maintains Outperform on Criteo stock, sees Retail Media potential | 11/19/2024 |
About Criteo Sa 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 Criteo or other stocks. Alpha measures the amount that position in Criteo Sa 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 | 109.04 | 128.29 | 167.43 | 175.8 | PTB Ratio | 2.03 | 1.49 | 1.32 | 1.25 |
Criteo Sa Upcoming Company Events
As portrayed in its financial statements, the presentation of Criteo Sa's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Criteo Sa's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Criteo Sa's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Criteo Sa. Please utilize our Beneish M Score to check the likelihood of Criteo Sa's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 Criteo Sa
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 Criteo Sa Backtesting, Criteo Sa Valuation, Criteo Sa Correlation, Criteo Sa Hype Analysis, Criteo Sa Volatility, Criteo Sa History and analyze Criteo Sa Performance. To learn how to invest in Criteo Stock, please use our How to Invest in Criteo Sa guide.You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Criteo Sa 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.