Urban Outfitters Stock Alpha and Beta Analysis
| URBN Stock | USD 54.01 1.21 2.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Urban Outfitters. It also helps investors analyze the systematic and unsystematic risks associated with investing in Urban Outfitters over a specified time horizon. Remember, high Urban Outfitters' 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 Urban Outfitters' market risk premium analysis include:
Beta 0.21 | Alpha 0.2 | Risk 2.64 | Sharpe Ratio 0.0788 | Expected Return 0.21 |
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.
Urban |
Urban Outfitters Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Urban Outfitters market risk premium is the additional return an investor will receive from holding Urban Outfitters 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 Urban Outfitters. 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 Urban Outfitters' performance over market.| α | 0.20 | β | 0.21 |
Urban Outfitters 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 Urban Outfitters' Buy-and-hold return. Our buy-and-hold chart shows how Urban Outfitters performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Urban Outfitters Market Price Analysis
Market price analysis indicators help investors to evaluate how Urban Outfitters stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Urban Outfitters shares will generate the highest return on investment. By understating and applying Urban Outfitters stock market price indicators, traders can identify Urban Outfitters position entry and exit signals to maximize returns.
Urban Outfitters Return and Market Media
The median price of Urban Outfitters for the period between Wed, Nov 27, 2024 and Tue, Feb 25, 2025 is 55.14 with a coefficient of variation of 4.88. The daily time series for the period is distributed with a sample standard deviation of 2.67, arithmetic mean of 54.71, and mean deviation of 2.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Urban Outfitters 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 Urban or other stocks. Alpha measures the amount that position in Urban Outfitters 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.
Urban Outfitters Upcoming Company Events
As portrayed in its financial statements, the presentation of Urban Outfitters' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Urban Outfitters' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Urban Outfitters' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Urban Outfitters. Please utilize our Beneish M Score to check the likelihood of Urban Outfitters' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 28th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Urban Outfitters
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 Urban Outfitters Backtesting, Urban Outfitters Valuation, Urban Outfitters Correlation, Urban Outfitters Hype Analysis, Urban Outfitters Volatility, Urban Outfitters History and analyze Urban Outfitters Performance. To learn how to invest in Urban Stock, please use our How to Invest in Urban Outfitters guide.You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Urban Outfitters 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.