Ralph Lauren Corp Stock Alpha and Beta Analysis
| RL Stock | USD 258.50 1.69 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ralph Lauren Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ralph Lauren over a specified time horizon. Remember, high Ralph Lauren'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 Ralph Lauren's market risk premium analysis include:
Beta 0.58 | Alpha 0.38 | Risk 1.88 | Sharpe Ratio 0.25 | Expected Return 0.47 |
Ralph Lauren Quarterly Cash And Equivalents |
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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.
Ralph |
Ralph Lauren Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ralph Lauren market risk premium is the additional return an investor will receive from holding Ralph Lauren 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 Ralph Lauren. 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 Ralph Lauren's performance over market.| α | 0.38 | β | 0.58 |
Ralph Lauren 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 Ralph Lauren's Buy-and-hold return. Our buy-and-hold chart shows how Ralph Lauren performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ralph Lauren Market Price Analysis
Market price analysis indicators help investors to evaluate how Ralph Lauren stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ralph Lauren shares will generate the highest return on investment. By understating and applying Ralph Lauren stock market price indicators, traders can identify Ralph Lauren position entry and exit signals to maximize returns.
Ralph Lauren Return and Market Media
The median price of Ralph Lauren for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 227.32 with a coefficient of variation of 7.49. The daily time series for the period is distributed with a sample standard deviation of 16.81, arithmetic mean of 224.48, and mean deviation of 13.83. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Solid Earnings Reflect Ralph Laurens Strength As A Business | 11/14/2024 |
2 | Ralph Lauren Capitalizes on Gen Zs Old Money Style Obsession | 12/03/2024 |
3 | Disposition of 15461 shares by Patrice Louvet of Ralph Lauren at 185.635 subject to Rule 16b-3 | 12/23/2024 |
4 | Is Ralph Lauren Corporation Potentially Undervalued | 01/02/2025 |
5 | Ralph Lauren Stock Surges 61 percent in a Year Is it Too Late to Buy | 01/06/2025 |
6 | Guess Stock Troubled by Regional Struggles Cost Pressures | 01/07/2025 |
7 | Cramers Lightning Round Arbutus Biopharma is the ultimate spec | 01/13/2025 |
8 | Acquisition by Darren Walker of tradable shares of Ralph Lauren subject to Rule 16b-3 | 01/14/2025 |
9 | Want Better Returns Dont Ignore These 2 Consumer Discretionary Stocks Set to Beat Earnings | 01/15/2025 |
10 | Jim Cramer on Ralph Lauren Corporation Its Time-honored Youve Got A Winner There | 01/16/2025 |
11 | The Zacks Analyst Blog Carnival Corporation, The Walt Disney, Dolby Laboratories, Royal Caribbean Cruises and Ralph Lauren | 01/17/2025 |
12 | Ralph Lauren A Contrarian View Of A Beloved Brand - Seeking Alpha | 01/23/2025 |
About Ralph Lauren 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 Ralph or other stocks. Alpha measures the amount that position in Ralph Lauren Corp 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) | Dividend Yield | 0.0251 | 0.0159 | 0.0178 | 0.0102 | Price To Sales Ratio | 1.23 | 1.85 | 1.48 | 1.68 |
Ralph Lauren Upcoming Company Events
As portrayed in its financial statements, the presentation of Ralph Lauren's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ralph Lauren's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ralph Lauren's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ralph Lauren. Please utilize our Beneish M Score to check the likelihood of Ralph Lauren's management manipulating its earnings.
| 8th 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 |
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Check out Ralph Lauren Backtesting, Ralph Lauren Valuation, Ralph Lauren Correlation, Ralph Lauren Hype Analysis, Ralph Lauren Volatility, Ralph Lauren History and analyze Ralph Lauren Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Ralph Lauren 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.