Lululemon Athletica Stock Alpha and Beta Analysis
| LULU Stock | USD 366.68 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lululemon Athletica. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lululemon Athletica over a specified time horizon. Remember, high Lululemon Athletica'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 Lululemon Athletica's market risk premium analysis include:
Beta 0.0337 | Alpha 0.29 | Risk 2.8 | Sharpe Ratio 0.13 | Expected Return 0.36 |
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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.
Lululemon |
Lululemon Athletica Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lululemon Athletica market risk premium is the additional return an investor will receive from holding Lululemon Athletica 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 Lululemon Athletica. 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 Lululemon Athletica's performance over market.| α | 0.29 | β | 0.03 |
Lululemon Athletica 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 Lululemon Athletica's Buy-and-hold return. Our buy-and-hold chart shows how Lululemon Athletica performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lululemon Athletica Market Price Analysis
Market price analysis indicators help investors to evaluate how Lululemon Athletica stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lululemon Athletica shares will generate the highest return on investment. By understating and applying Lululemon Athletica stock market price indicators, traders can identify Lululemon Athletica position entry and exit signals to maximize returns.
Lululemon Athletica Return and Market Media
The median price of Lululemon Athletica for the period between Tue, Nov 19, 2024 and Mon, Feb 17, 2025 is 385.69 with a coefficient of variation of 9.24. The daily time series for the period is distributed with a sample standard deviation of 34.39, arithmetic mean of 372.12, and mean deviation of 28.81. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Analysts Set Lululemon Athletica Inc. Price Target at 1.00 | 01/31/2025 |
2 | Lululemon Fairly Valued But With a Missing Moat | 02/04/2025 |
3 | The Charts Say Were On The Edge Of A Move | 02/07/2025 |
4 | Veho Adds Veteran Retail Technology Leader to its Board of Directors | 02/10/2025 |
5 | 23-year-old serial entrepreneur Steven Wang dropped out of Harvard and raised 17 million for his brokerage. He says he made his worst stock investment in elemen... | 02/11/2025 |
6 | Quent Capital LLC Sells 30 Shares of Lululemon Athletica Inc. | 02/12/2025 |
7 | Acquisition by Celeste Burgoyne of 7865 shares of Lululemon Athletica at 188.84 subject to Rule 16b-3 | 02/13/2025 |
8 | Barbours Iconic Waxed Canvas Jacket Is 120 Off | 02/14/2025 |
About Lululemon Athletica 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 Lululemon or other stocks. Alpha measures the amount that position in Lululemon Athletica 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.
| 2015 | 2020 | 2024 | 2025 (projected) | Days Sales Outstanding | 3.69 | 4.73 | 5.17 | 4.52 | PTB Ratio | 16.46 | 14.43 | 16.98 | 16.13 |
Lululemon Athletica Upcoming Company Events
As portrayed in its financial statements, the presentation of Lululemon Athletica's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lululemon Athletica's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lululemon Athletica's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lululemon Athletica. Please utilize our Beneish M Score to check the likelihood of Lululemon Athletica's management manipulating its earnings.
| 26th of March 2024 Upcoming Quarterly Report | View | |
| 6th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 26th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Lululemon Athletica
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Additional Tools for Lululemon Stock Analysis
When running Lululemon Athletica's price analysis, check to measure Lululemon Athletica's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Lululemon Athletica is operating at the current time. Most of Lululemon Athletica's value examination focuses on studying past and present price action to predict the probability of Lululemon Athletica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lululemon Athletica's price. Additionally, you may evaluate how the addition of Lululemon Athletica to your portfolios can decrease your overall portfolio volatility.