Cra International Stock Alpha and Beta Analysis
| CRAI Stock | USD 172.33 5.35 3.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CRA International. It also helps investors analyze the systematic and unsystematic risks associated with investing in CRA International over a specified time horizon. Remember, high CRA 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 CRA International's market risk premium analysis include:
Beta 0.47 | Alpha 0.0167 | Risk 2.72 | Sharpe Ratio (0.09) | Expected Return (0.24) |
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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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CRA International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CRA International market risk premium is the additional return an investor will receive from holding CRA 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 CRA 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 CRA International's performance over market.| α | 0.02 | β | 0.47 |
CRA 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 CRA International's Buy-and-hold return. Our buy-and-hold chart shows how CRA International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CRA International Market Price Analysis
Market price analysis indicators help investors to evaluate how CRA 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 CRA International shares will generate the highest return on investment. By understating and applying CRA International stock market price indicators, traders can identify CRA International position entry and exit signals to maximize returns.
CRA International Return and Market Media
The median price of CRA International for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 186.72 with a coefficient of variation of 3.38. The daily time series for the period is distributed with a sample standard deviation of 6.34, arithmetic mean of 187.46, and mean deviation of 4.47. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| CRA International dividend paid on 13th of December 2024 | 12/13/2024 |
1 | CRA International, Inc. Sees Significant Increase in Short Interest | 12/31/2024 |
2 | CRA International Inc Announces Webcast for Q4 2024 Financial Results | 02/06/2025 |
3 | CRA International, Inc. Q4 2024 Earnings Call Transcript | 02/21/2025 |
4 | CRA International, Inc. CEO Sells 8,740.00 in Stock | 02/26/2025 |
5 | Theres A Lot To Like About CRA Internationals Upcoming US0.49 Dividend | 02/27/2025 |
6 | Acquisition by Chad Holmes of 1265 shares of CRA International subject to Rule 16b-3 | 03/03/2025 |
7 | FirstEnergy Ohio Utilities PIPP RFP Auction Information Session for Prospective Bidders on Wednesday, March 5, 2025 | 03/04/2025 |
8 | Disposition of 350 shares by Jonathan Yellin of CRA International at 192.3457 subject to Rule 16b-3 | 03/05/2025 |
9 | Disposition of tradable shares by Daniel Mahoney of CRA International at 187.5945 subject to Rule 16b-3 | 03/06/2025 |
10 | Acquisition by Daniel Mahoney of 1265 shares of CRA International subject to Rule 16b-3 | 03/07/2025 |
11 | Charles River Associates to Present at Sidoti Small-Cap Virtual Conference | 03/10/2025 |
12 | Charles River Associates Expands Its Finance Practice | 03/11/2025 |
13 | Charles River Associates Announces CFO Transition | 03/13/2025 |
About CRA 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 CRA or other stocks. Alpha measures the amount that position in CRA 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.
| 2016 | 2022 | 2023 | 2025 (projected) | Dividend Yield | 0.003747 | 0.0108 | 0.009651 | 0.0196 | Price To Sales Ratio | 0.96 | 1.5 | 1.85 | 1.52 |
CRA International Upcoming Company Events
As portrayed in its financial statements, the presentation of CRA International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CRA International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CRA International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CRA International. Please utilize our Beneish M Score to check the likelihood of CRA International's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with CRA International
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Check out CRA International Backtesting, CRA International Valuation, CRA International Correlation, CRA International Hype Analysis, CRA International Volatility, CRA International History and analyze CRA International Performance. For more detail on how to invest in CRA Stock please use our How to Invest in CRA International guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
CRA 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.