Capri Holdings Stock Alpha and Beta Analysis
| CPRI Stock | USD 21.49 0.37 1.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Capri Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Capri Holdings over a specified time horizon. Remember, high Capri Holdings' 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 Capri Holdings' market risk premium analysis include:
Beta (0.28) | Alpha (0.06) | Risk 3.43 | Sharpe Ratio 0.0022 | Expected Return 0.0076 |
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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.
Capri |
Capri Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capri Holdings market risk premium is the additional return an investor will receive from holding Capri Holdings 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 Capri Holdings. 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 Capri Holdings' performance over market.| α | -0.06 | β | -0.28 |
Capri Holdings 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 Capri Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Capri Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Capri Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Capri Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Capri Holdings shares will generate the highest return on investment. By understating and applying Capri Holdings stock market price indicators, traders can identify Capri Holdings position entry and exit signals to maximize returns.
Capri Holdings Return and Market Media
The median price of Capri Holdings for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 21.98 with a coefficient of variation of 6.94. The daily time series for the period is distributed with a sample standard deviation of 1.54, arithmetic mean of 22.23, and mean deviation of 1.2. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Shareholders that lost money on Capri Holdings Limited Urged to Join Class Action - ... | 02/11/2025 |
2 | Contact The Gross Law Firm by February 21, 2025 Deadline to Join Class Action Against Capri Holdings Limited | 02/13/2025 |
3 | Deadline Alert Capri Holdings Limited Investors Who Lost Money Urged To Contact Glancy Prongay Murray LLP About Securities Fraud Lawsuit | 02/19/2025 |
4 | Capri Receives Market Perform Rating from Telsey Advisory Group | 02/21/2025 |
5 | Capri Holdings Limited Investors Please contact the Portnoy Law Firm to recover your losses ... | 02/24/2025 |
6 | Capri Holdings Ltd Stock Price Up 5.23 percent on Feb 27 | 02/27/2025 |
7 | Capri Stock Jumps on Potential Versace Sale to PradaReport | 03/03/2025 |
8 | Capri Shares Gap Up Time to Buy | 03/05/2025 |
9 | Capri Holdings Up 1.6 percent Since Last Earnings Report Can It Continue | 03/07/2025 |
10 | Inside the Versace familys journey through fame, tragedy, and resilience | 03/13/2025 |
About Capri Holdings 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 Capri or other stocks. Alpha measures the amount that position in Capri Holdings 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.
| 2024 | 2025 (projected) | Dividend Yield | 4.93E-4 | 4.38E-4 | Price To Sales Ratio | 2.0 | 3.17 |
Capri Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Capri Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Capri Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Capri Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Capri Holdings. Please utilize our Beneish M Score to check the likelihood of Capri Holdings' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Capri Holdings
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Capri Holdings Backtesting, Capri Holdings Valuation, Capri Holdings Correlation, Capri Holdings Hype Analysis, Capri Holdings Volatility, Capri Holdings History and analyze Capri Holdings Performance. 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 Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
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.