Caci International Stock Alpha and Beta Analysis
| CACI Stock | USD 331.06 1.20 0.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CACI International. It also helps investors analyze the systematic and unsystematic risks associated with investing in CACI International over a specified time horizon. Remember, high CACI International'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 CACI International's market risk premium analysis include:
Beta 0.29 | Alpha (0.43) | Risk 2.37 | Sharpe Ratio (0.22) | Expected Return (0.53) |
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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.
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CACI International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CACI International market risk premium is the additional return an investor will receive from holding CACI International 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 CACI International. 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 CACI International's performance over market.| α | -0.43 | β | 0.29 |
CACI International 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 CACI International's Buy-and-hold return. Our buy-and-hold chart shows how CACI International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CACI International Market Price Analysis
Market price analysis indicators help investors to evaluate how CACI International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CACI International shares will generate the highest return on investment. By understating and applying CACI International stock market price indicators, traders can identify CACI International position entry and exit signals to maximize returns.
CACI International Return and Market Media
The median price of CACI International for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 413.95 with a coefficient of variation of 10.12. The daily time series for the period is distributed with a sample standard deviation of 41.55, arithmetic mean of 410.47, and mean deviation of 33.39. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Koegel J William Jr of 638 shares of CACI International subject to Rule 16b-3 | 12/02/2024 |
2 | CACI International Fiscal Q2 Earnings Snapshot | 01/22/2025 |
3 | Why CACI International is a Top Value Stock for the Long-Term | 01/24/2025 |
4 | CACI to Participate in Citi 2025 Global Industrial Tech and Mobility Conference | 02/04/2025 |
5 | Disposition of 132 shares by Susan Gordon of CACI International subject to Rule 16b-3 | 02/07/2025 |
6 | CTI Welcomes Steve Kropac as Chief Technology Officer to Drive Innovation and Growth | 02/11/2025 |
7 | CACI Named a 2025 Fortune Worlds Most Admired Company | 02/13/2025 |
8 | CACI International Inc. Among the Cheap Technology Stocks to Buy According to Analysts | 02/14/2025 |
9 | Is CACI International the Best Information Technology Services Stock to Buy Right Now | 02/19/2025 |
10 | Down -25.93 percent in 4 Weeks, Heres Why CACI International Looks Ripe for a Turnaround | 02/20/2025 |
11 | CACI International Down 19 percent Since Last Earnings Report Can It Rebound | 02/21/2025 |
About CACI International 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 CACI or other stocks. Alpha measures the amount that position in CACI International 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Days Sales Outstanding | 48.74 | 49.14 | 56.51 | 89.67 | PTB Ratio | 2.45 | 2.72 | 3.13 | 2.3 |
CACI International Upcoming Company Events
As portrayed in its financial statements, the presentation of CACI International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CACI International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CACI International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CACI International. Please utilize our Beneish M Score to check the likelihood of CACI International's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 14th of August 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 14th of August 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Check out CACI International Backtesting, CACI International Valuation, CACI International Correlation, CACI International Hype Analysis, CACI International Volatility, CACI International History and analyze CACI International Performance. For more detail on how to invest in CACI Stock please use our How to Invest in CACI International guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
CACI International 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.