Crowdstrike Holdings Stock Alpha and Beta Analysis
| CRWD Stock | USD 345.97 1.62 0.47% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Crowdstrike Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Crowdstrike Holdings over a specified time horizon. Remember, high Crowdstrike 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 Crowdstrike Holdings' market risk premium analysis include:
Beta 1.61 | Alpha 0.22 | Risk 2.45 | Sharpe Ratio 0.18 | Expected Return 0.44 |
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.
Crowdstrike |
Crowdstrike Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Crowdstrike Holdings market risk premium is the additional return an investor will receive from holding Crowdstrike 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 Crowdstrike 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 Crowdstrike Holdings' performance over market.| α | 0.22 | β | 1.61 |
Crowdstrike 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 Crowdstrike Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Crowdstrike Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Crowdstrike Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Crowdstrike 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 Crowdstrike Holdings shares will generate the highest return on investment. By understating and applying Crowdstrike Holdings stock market price indicators, traders can identify Crowdstrike Holdings position entry and exit signals to maximize returns.
Crowdstrike Holdings Return and Market Media
The median price of Crowdstrike Holdings for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 300.62 with a coefficient of variation of 10.78. The daily time series for the period is distributed with a sample standard deviation of 32.55, arithmetic mean of 301.96, and mean deviation of 26.03. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | CrowdStrike Launches AI Red Team Services to Secure AI Systems Against Emerging Threats | 11/07/2024 |
2 | Disposition of 181 shares by Gandhi Sameer K of Crowdstrike Holdings at 330.8 subject to Rule 16b-3 | 11/12/2024 |
3 | CrowdStrike Price Target Raised to 355.00 at Morgan Stanley | 11/18/2024 |
4 | Jennison Associates LLC Buys 1,013,161 Shares of CrowdStrike Holdings, Inc. | 11/20/2024 |
5 | CrowdStrikes SWOT analysis cybersecurity leader navigates outage impact, eyes 10B ARR | 11/21/2024 |
6 | CrowdStrike Holdings Slipped in Q3 On a Faulty Configuration Update | 11/22/2024 |
7 | CrowdStrike in charts Subscription revenue continues to grow by about a third in FQ3 | 11/26/2024 |
8 | CrowdStrike Holdings, Inc. Oppenheimer Raises Price Target to 410 After Strong Q3 Performance | 11/27/2024 |
About Crowdstrike 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 Crowdstrike or other stocks. Alpha measures the amount that position in Crowdstrike 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 8.05 | 13.25 | 26.82 | 20.34 | Days Of Inventory On Hand | 120.79 | 113.44 | 102.09 | 96.01 |
Crowdstrike Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Crowdstrike Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Crowdstrike Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Crowdstrike Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Crowdstrike Holdings. Please utilize our Beneish M Score to check the likelihood of Crowdstrike Holdings' management manipulating its earnings.
| 5th of March 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 5th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Check out Crowdstrike Holdings Backtesting, Crowdstrike Holdings Valuation, Crowdstrike Holdings Correlation, Crowdstrike Holdings Hype Analysis, Crowdstrike Holdings Volatility, Crowdstrike Holdings History and analyze Crowdstrike Holdings Performance. For information on how to trade Crowdstrike Stock refer to our How to Trade Crowdstrike Stock guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Crowdstrike 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.