Canada Goose Holdings Stock Alpha and Beta Analysis
| GOOS Stock | CAD 12.42 0.19 1.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Canada Goose Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Canada Goose over a specified time horizon. Remember, high Canada Goose'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 Canada Goose's market risk premium analysis include:
Beta 1.15 | Alpha (0.03) | Risk 3.15 | Sharpe Ratio (0.06) | Expected Return (0.18) |
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.
Canada |
Canada Goose Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Canada Goose market risk premium is the additional return an investor will receive from holding Canada Goose 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 Canada Goose. 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 Canada Goose's performance over market.| α | -0.03 | β | 1.15 |
Canada Goose 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 Canada Goose's Buy-and-hold return. Our buy-and-hold chart shows how Canada Goose performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Canada Goose Market Price Analysis
Market price analysis indicators help investors to evaluate how Canada Goose stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Canada Goose shares will generate the highest return on investment. By understating and applying Canada Goose stock market price indicators, traders can identify Canada Goose position entry and exit signals to maximize returns.
Canada Goose Return and Market Media
The median price of Canada Goose for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 14.47 with a coefficient of variation of 5.64. The daily time series for the period is distributed with a sample standard deviation of 0.82, arithmetic mean of 14.56, and mean deviation of 0.58. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Capital Allocation Trends At Canada Goose Holdings Arent Ideal - Yahoo Canada Finance | 01/16/2025 |
2 | Canada Goose Stock Price Up 7.7 percent - Whats Next - MarketBeat | 01/28/2025 |
3 | Investors five-year losses continue as Canada Goose Holdings dips a further 11 percent this week, earnings continue to decline - Yahoo Finance | 02/05/2025 |
4 | Barclays Issues Pessimistic Forecast for Canada Goose Stock Price - MarketBeat | 02/12/2025 |
5 | Canada Goose Trading Up 10.4 percent - Time to Buy - MarketBeat | 02/27/2025 |
6 | How Low Can They Go 1 Canadian Stock Thats a Ridiculous Deal Today - The Motley Fool Canada | 03/14/2025 |
About Canada Goose 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 Canada or other stocks. Alpha measures the amount that position in Canada Goose 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.11 | 0.096 | Price To Sales Ratio | 1.45 | 1.38 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Canada Goose in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Canada Goose's short interest history, or implied volatility extrapolated from Canada Goose options trading.
Build Portfolio with Canada Goose
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 Canada Goose Backtesting, Canada Goose Valuation, Canada Goose Correlation, Canada Goose Hype Analysis, Canada Goose Volatility, Canada Goose History and analyze Canada Goose Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Canada Goose 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.