Skechers Usa Stock Alpha and Beta Analysis
| SKX Stock | USD 63.82 0.11 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Skechers USA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Skechers USA over a specified time horizon. Remember, high Skechers USA'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 Skechers USA's market risk premium analysis include:
Beta 0.4 | Alpha (0.14) | Risk 2.29 | Sharpe Ratio (0.02) | Expected Return (0.05) |
Skechers USA 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.
Skechers |
Skechers USA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Skechers USA market risk premium is the additional return an investor will receive from holding Skechers USA 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 Skechers USA. 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 Skechers USA's performance over market.| α | -0.14 | β | 0.40 |
Skechers USA 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 Skechers USA's Buy-and-hold return. Our buy-and-hold chart shows how Skechers USA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Skechers USA Market Price Analysis
Market price analysis indicators help investors to evaluate how Skechers USA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Skechers USA shares will generate the highest return on investment. By understating and applying Skechers USA stock market price indicators, traders can identify Skechers USA position entry and exit signals to maximize returns.
Skechers USA Return and Market Media
The median price of Skechers USA for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 63.69 with a coefficient of variation of 4.27. The daily time series for the period is distributed with a sample standard deviation of 2.74, arithmetic mean of 64.21, and mean deviation of 2.45. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Skechers USA Inc Shares Up 4.84 percent on Oct 28 | 10/28/2024 |
2 | Skechers Q3 inventory spike doesnt dim peak season outlook | 11/04/2024 |
3 | Skechers verhuist naar uitgebreid distributiecentrum in Luik om de groei van het merk in Europa te ondersteunen | 11/12/2024 |
4 | Walmarts Black Friday Deals and Cyber Monday Events Deliver a Wonderful Week of Savings | 11/18/2024 |
5 | eTail Palm Springs 2025 Offers More Speakers Than Ever Before | 11/19/2024 |
6 | Martha Stewart to Receive Icon Award at the 2024 FN Achievement Awards | 11/21/2024 |
7 | Skechers U.S.A., Inc. Stake Lowered by Ontario Teachers Pension Plan Board | 11/22/2024 |
8 | NFL Champion Head Coach Andy Reid Joins Skechers Slip-ins Team | 11/25/2024 |
9 | Skechers to Present at the Morgan Stanley Global Consumer Retail Conference on December 3rd | 11/26/2024 |
10 | We found Walmarts Black Friday deals on laptops, TVs, vacuums and more | 11/27/2024 |
About Skechers USA 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 Skechers or other stocks. Alpha measures the amount that position in Skechers USA 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.26 | 0.27 | Price To Sales Ratio | 1.2 | 0.66 |
Skechers USA Upcoming Company Events
As portrayed in its financial statements, the presentation of Skechers USA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Skechers USA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Skechers USA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Skechers USA. Please utilize our Beneish M Score to check the likelihood of Skechers USA's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Skechers Stock Analysis
When running Skechers USA's price analysis, check to measure Skechers USA'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 Skechers USA is operating at the current time. Most of Skechers USA's value examination focuses on studying past and present price action to predict the probability of Skechers USA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Skechers USA's price. Additionally, you may evaluate how the addition of Skechers USA to your portfolios can decrease your overall portfolio volatility.