Deckers Outdoor Stock Alpha and Beta Analysis
| DECK Stock | USD 192.15 10.24 5.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Deckers Outdoor. It also helps investors analyze the systematic and unsystematic risks associated with investing in Deckers Outdoor over a specified time horizon. Remember, high Deckers Outdoor'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 Deckers Outdoor's market risk premium analysis include:
Beta 1.1 | Alpha 0.18 | Risk 2.56 | Sharpe Ratio 0.13 | Expected Return 0.33 |
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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.
Deckers |
Deckers Outdoor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Deckers Outdoor market risk premium is the additional return an investor will receive from holding Deckers Outdoor 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 Deckers Outdoor. 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 Deckers Outdoor's performance over market.| α | 0.18 | β | 1.10 |
Deckers Outdoor 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 Deckers Outdoor's Buy-and-hold return. Our buy-and-hold chart shows how Deckers Outdoor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Deckers Outdoor Market Price Analysis
Market price analysis indicators help investors to evaluate how Deckers Outdoor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Deckers Outdoor shares will generate the highest return on investment. By understating and applying Deckers Outdoor stock market price indicators, traders can identify Deckers Outdoor position entry and exit signals to maximize returns.
Deckers Outdoor Return and Market Media
The median price of Deckers Outdoor for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 159.45 with a coefficient of variation of 5.99. The daily time series for the period is distributed with a sample standard deviation of 9.67, arithmetic mean of 161.41, and mean deviation of 7.39. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Deckers Outdoor Corp s Winning Formula Financial Metrics and Competitive Strengths | 10/25/2024 |
2 | Has Costco Wholesale Outpaced Other Retail-Wholesale Stocks This Year | 10/30/2024 |
3 | BIRD Q3 Loss Narrower Than Expected, Revenues Fall on Lower Unit Sales | 11/07/2024 |
4 | Bull of the Day Deckers Brands | 11/13/2024 |
5 | Is Deckers a Buy as Wall Street Analysts Look Optimistic | 11/14/2024 |
6 | Is Costco Wholesale Outperforming Other Retail-Wholesale Stocks This Year | 11/15/2024 |
7 | Earnings Season Faces Major Test Retailers Holiday Outlooks | 11/18/2024 |
8 | Investors Heavily Search Deckers Outdoor Corporation Here is What You Need to Know | 11/19/2024 |
9 | Deckers Outdoor CEO Stefano Caroti sells 2.64 million in stock | 11/20/2024 |
10 | Insider Sell Caroti Stefano Sells 15,000 Shares of Deckers Outdoor Corp | 11/21/2024 |
11 | DECK Gains on Analyst Coverage and Positive Outlook | 11/22/2024 |
About Deckers Outdoor 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 Deckers or other stocks. Alpha measures the amount that position in Deckers Outdoor 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.
| 2020 | 2021 | 2022 | 2023 (projected) | Days Sales Outstanding | 30.93 | 35.07 | 32.4 | 25.25 | PTB Ratio | 6.42 | 4.89 | 6.75 | 11.42 |
Deckers Outdoor Upcoming Company Events
As portrayed in its financial statements, the presentation of Deckers Outdoor's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Deckers Outdoor's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Deckers Outdoor's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Deckers Outdoor. Please utilize our Beneish M Score to check the likelihood of Deckers Outdoor's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 23rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd 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 Deckers Outdoor
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Check out Deckers Outdoor Backtesting, Deckers Outdoor Valuation, Deckers Outdoor Correlation, Deckers Outdoor Hype Analysis, Deckers Outdoor Volatility, Deckers Outdoor History and analyze Deckers Outdoor Performance. For more information on how to buy Deckers Stock please use our How to buy in Deckers Stock guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Deckers Outdoor 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.