Capri Holdings Stock Market Value
| CPRI Stock | USD 21.49 0.37 1.75% |
| Symbol | Capri |
Capri Holdings Price To Book Ratio
Is Apparel, Accessories & Luxury Goods space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Capri Holdings. If investors know Capri will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Capri Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.74) | Earnings Share (8.57) | Revenue Per Share | Quarterly Revenue Growth (0.12) | Return On Assets |
The market value of Capri Holdings is measured differently than its book value, which is the value of Capri that is recorded on the company's balance sheet. Investors also form their own opinion of Capri Holdings' value that differs from its market value or its book value, called intrinsic value, which is Capri Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Capri Holdings' market value can be influenced by many factors that don't directly affect Capri Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Capri Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Capri Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Capri Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Capri Holdings 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Capri Holdings' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Capri Holdings.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Capri Holdings on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Capri Holdings or generate 0.0% return on investment in Capri Holdings over 90 days. Capri Holdings is related to or competes with Movado, Signet Jewelers, Lanvin Group, TheRealReal, Tapestry, Brilliant Earth, and Fossil. Capri Holdings Limited designs, markets, distributes, and retails branded womens and mens apparel, footwear, and accesso... More
Capri Holdings Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Capri Holdings' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Capri Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.038 | |||
| Maximum Drawdown | 20.3 | |||
| Value At Risk | (4.43) | |||
| Potential Upside | 4.97 |
Capri Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capri Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capri Holdings' standard deviation. In reality, there are many statistical measures that can use Capri Holdings historical prices to predict the future Capri Holdings' volatility.| Risk Adjusted Performance | 0.0058 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.5422 | |||
| Treynor Ratio | 0.0592 |
Capri Holdings Backtested Returns
Capri Holdings secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Capri Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Capri Holdings' Mean Deviation of 2.29, standard deviation of 3.32, and Risk Adjusted Performance of 0.0058 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Capri Holdings are expected to decrease at a much lower rate. During the bear market, Capri Holdings is likely to outperform the market. At this point, Capri Holdings has a negative expected return of -0.0216%. Please make sure to confirm Capri Holdings' information ratio, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to decide if Capri Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.36 |
Poor reverse predictability
Capri Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Capri Holdings time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Capri Holdings price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Capri Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 2.1 |
Capri Holdings lagged returns against current returns
Autocorrelation, which is Capri Holdings stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Capri Holdings' stock expected returns. We can calculate the autocorrelation of Capri Holdings returns to help us make a trade decision. For example, suppose you find that Capri Holdings has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Capri Holdings regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Capri Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capri Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capri Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Capri Holdings Lagged Returns
When evaluating Capri Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capri Holdings stock have on its future price. Capri Holdings autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Capri Holdings autocorrelation shows the relationship between Capri Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Capri Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Capri Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Capri Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Capri Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Capri Holdings Stock:Check out Capri Holdings Correlation, Capri Holdings Volatility and Capri Holdings Alpha and Beta module to complement your research on Capri Holdings. For more detail on how to invest in Capri Stock please use our How to Invest in Capri Holdings guide.You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Capri Holdings 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.