Charles River Laboratories Stock Alpha and Beta Analysis
| CRL Stock | USD 201.25 2.19 1.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Charles River Laboratories. It also helps investors analyze the systematic and unsystematic risks associated with investing in Charles River over a specified time horizon. Remember, high Charles River'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 Charles River's market risk premium analysis include:
Beta 2.48 | Alpha (0.28) | Risk 2.56 | Sharpe Ratio 0.0408 | Expected Return 0.1 |
Charles River 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.
Charles |
Charles River Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Charles River market risk premium is the additional return an investor will receive from holding Charles River 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 Charles River. 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 Charles River's performance over market.| α | -0.28 | β | 2.48 |
Charles River 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 Charles River's Buy-and-hold return. Our buy-and-hold chart shows how Charles River performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Charles River Market Price Analysis
Market price analysis indicators help investors to evaluate how Charles River stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Charles River shares will generate the highest return on investment. By understating and applying Charles River stock market price indicators, traders can identify Charles River position entry and exit signals to maximize returns.
Charles River Return and Market Media
The median price of Charles River for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 194.08 with a coefficient of variation of 4.64. The daily time series for the period is distributed with a sample standard deviation of 9.05, arithmetic mean of 194.98, and mean deviation of 7.02. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | This Alibaba Analyst Turns Bullish Here Are Top 5 Upgrades For Monday | 10/07/2024 |
2 | Acquisition by Richard Wallman of 1311 shares of Charles River at 228.41 subject to Rule 16b-3 | 10/08/2024 |
3 | Charles River Laboratories International Inc Shares Down 3.45 percent on Oct 22 | 10/22/2024 |
4 | Charles River Laboratories Non-GAAP EPS of 2.59 beats by 0.17, revenue of 1.01B beats by 34.5M | 11/06/2024 |
5 | Cell And Gene Therapy Market Size to Worth USD 190.82 Billion by 2033 Straits Research | 11/07/2024 |
6 | Charles River Laboratories International Third Quarter 2024 Earnings Revenues Beat Expectations, EPS Lags | 11/08/2024 |
7 | CRL shares target increased, hold rating on solid 3Q results | 11/11/2024 |
8 | Charles River Laboratories International, Inc. Shares Purchased by Venturi Wealth Management LLC | 11/13/2024 |
9 | Insider Selling Charles River Laboratories International, Inc. Director Sells 1,430,930.52 in Stock | 11/15/2024 |
10 | Brown Capital Management LLC Cuts Position in Charles River Laboratories International, Inc. | 11/21/2024 |
11 | Citigroup Inc. Has 46.51 Million Holdings in Charles River Laboratories International, Inc. | 11/25/2024 |
12 | While shareholders of Charles River Laboratories International are in the red over the last three years, underlying earnings have actually grown | 11/26/2024 |
About Charles River 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 Charles or other stocks. Alpha measures the amount that position in Charles River Labora 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 | 5.46E-4 | 8.54E-4 | Price To Sales Ratio | 2.51 | 2.05 |
Charles River Upcoming Company Events
As portrayed in its financial statements, the presentation of Charles River's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Charles River's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Charles River's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Charles River. Please utilize our Beneish M Score to check the likelihood of Charles River's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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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Check out Charles River Backtesting, Charles River Valuation, Charles River Correlation, Charles River Hype Analysis, Charles River Volatility, Charles River History and analyze Charles River Performance. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Charles River 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.