Capri Holdings Stock Alpha and Beta Analysis

CPRI Stock  USD 20.21  0.29  1.41%   
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
(0.15)
Alpha
(0.05)
Risk
3.4
Sharpe Ratio
(0.01)
Expected Return
(0.03)
Please note that although Capri Holdings alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Capri Holdings did 0.05  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Capri Holdings stock's relative risk over its benchmark. Capri Holdings has a beta of 0.15  . 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. As of now, Capri Holdings' Price Fair Value is increasing as compared to previous years.

Enterprise Value

7.64 Billion

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.
  
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.

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-0.05   β-0.15
100%

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 22, 2024 and Sat, Mar 22, 2025 is 21.72 with a coefficient of variation of 7.23. The daily time series for the period is distributed with a sample standard deviation of 1.6, arithmetic mean of 22.13, and mean deviation of 1.28. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.151234567891011122025FebMar -10-505101520
JavaScript chart by amCharts 3.21.15Capri Holdings Capri Holdings Dividend Benchmark Dow Jones Industrial
       Timeline  
1
Contact The Gross Law Firm by February 21, 2025 Deadline to Join Class Action Against Capri Holdings Limited
02/13/2025
2
Faruqi Faruqi Reminds Capri Holdings Investors of the Pending Class Action Lawsuit with a ...
02/20/2025
3
Capri Holdings Limited Investors Please contact the Portnoy Law Firm to recover your losses February 21, 2025 Deadline to file Lead Plaintiff Motion
02/24/2025
4
Capri Holdings Ltd Ceo Says Will See Significant Wholesale Decli -May 31, 2023 at 1000 am EDT - Marketscreener.com
02/28/2025
5
VSCO Stock Before Q4 Earnings Buy Now or Wait for Results
03/03/2025
6
Why Capri Holdings Limited Surged On Monday
03/04/2025
7
FMR LLCs Strategic Acquisition of Capri Holdings Ltd Shares
03/07/2025
8
Conventum Alluvium Global Fund Lost Capital Over The Entire Holding Period of Capri Holdings Limited . Heres How
03/10/2025
9
Why Donatella has stepped down from Versace
03/13/2025
10
Why Capri Holdings Ltd. Surged On Thursday
03/14/2025
11
GAP vs. CPRI Which Stock Is the Better Value Option
03/17/2025
12
Disposition of 1427 shares by Jean Tomlin of Capri Holdings at 36.0 subject to Rule 16b-3
03/21/2025

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 Yield4.93E-44.38E-4
Price To Sales Ratio2.03.17

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

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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.
A focus of Capri Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Capri Holdings trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

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