Cavco Industries Stock Alpha and Beta Analysis
| CVCO Stock | USD 508.64 31.82 6.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cavco Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cavco Industries over a specified time horizon. Remember, high Cavco Industries' 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 Cavco Industries' market risk premium analysis include:
Beta 0.63 | Alpha 0.29 | Risk 2.02 | Sharpe Ratio 0.12 | Expected Return 0.24 |
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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.
Cavco |
Cavco Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cavco Industries market risk premium is the additional return an investor will receive from holding Cavco Industries 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 Cavco Industries. 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 Cavco Industries' performance over market.| α | 0.29 | β | 0.63 |
Cavco Industries 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 Cavco Industries' Buy-and-hold return. Our buy-and-hold chart shows how Cavco Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cavco Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Cavco Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cavco Industries shares will generate the highest return on investment. By understating and applying Cavco Industries stock market price indicators, traders can identify Cavco Industries position entry and exit signals to maximize returns.
Cavco Industries Return and Market Media
The median price of Cavco Industries for the period between Mon, Nov 4, 2024 and Sun, Feb 2, 2025 is 468.75 with a coefficient of variation of 6.16. The daily time series for the period is distributed with a sample standard deviation of 28.87, arithmetic mean of 468.67, and mean deviation of 22.82. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Bunger Steven G of 405 shares of Cavco Industries at 419.98 subject to Rule 16b-3 | 11/08/2024 |
2 | Cavco is on the Move, Heres Why the Trend Could be Sustainable | 11/22/2024 |
3 | Disposition of 2000 shares by Brandom Jack S of Cavco Industries at 217.15 subject to Rule 16b-3 | 11/25/2024 |
4 | Disposition of 125 shares by Sze Julia of Cavco Industries at 503.31 subject to Rule 16b-3 | 12/09/2024 |
5 | Cavco Industries director Julia Sze sells 62,913 in stock | 12/10/2024 |
6 | Disposition of 750 shares by Blount Susan L of Cavco Industries at 485.5595 subject to Rule 16b-3 | 12/13/2024 |
7 | Disposition of 750 shares by Blount Susan L of Cavco Industries at 485.56 subject to Rule 16b-3 | 12/16/2024 |
8 | Cavco Industries Returns Have Hit A Wall | 12/17/2024 |
9 | Disposition of tradable shares by Colleen Rogers of Cavco Industries at 1.16 subject to Rule 16b-3 | 12/18/2024 |
10 | Geode Capital Management LLC Boosts Stock Holdings in Cavco Industries, Inc. | 12/19/2024 |
11 | Is Weakness In Cavco Industries, Inc. Stock A Sign That The Market Could be Wrong Given Its Strong Financial Prospects | 12/27/2024 |
12 | Champion Homes Soars 5.2 percent Is Further Upside Left in the Stock | 01/06/2025 |
13 | Investing in Cavco Industries five years ago would have delivered you a 107 percent gain | 01/14/2025 |
14 | Disposition of 750 shares by Blount Susan L of Cavco Industries at 471.7 subject to Rule 16b-3 | 01/15/2025 |
15 | Acquisition by Greenblatt David A. of 286 shares of Cavco Industries at 419.98 subject to Rule 16b-3 | 01/28/2025 |
16 | Cavco Industries Issues Earnings Results, Beats Estimates By 2.01 EPS - MarketBeat | 01/31/2025 |
About Cavco Industries 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 Cavco or other stocks. Alpha measures the amount that position in Cavco Industries 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.
| 2017 | 2023 | 2024 | 2025 (projected) | Days Sales Outstanding | 25.62 | 28.71 | 30.0 | 24.73 | PTB Ratio | 2.88 | 3.28 | 3.43 | 3.6 |
Cavco Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of Cavco Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cavco Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cavco Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cavco Industries. Please utilize our Beneish M Score to check the likelihood of Cavco Industries' management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 16th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th 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 Cavco Industries
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Check out Cavco Industries Backtesting, Cavco Industries Valuation, Cavco Industries Correlation, Cavco Industries Hype Analysis, Cavco Industries Volatility, Cavco Industries History and analyze Cavco Industries Performance. To learn how to invest in Cavco Stock, please use our How to Invest in Cavco Industries guide.You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Cavco Industries 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.