Cazoo Group Stock Alpha and Beta Analysis
CZOO Stock | USD 0.08 0.01 14.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cazoo Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cazoo over a specified time horizon. Remember, high Cazoo'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 Cazoo's market risk premium analysis include:
Beta (79.03) | Alpha 28.69 | Risk 130.06 | Sharpe Ratio 0.11 | Expected Return 14.82 |
Enterprise Value |
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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.
Cazoo |
Cazoo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cazoo market risk premium is the additional return an investor will receive from holding Cazoo 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 Cazoo. 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 Cazoo's performance over market.α | 28.69 | β | -79.03 |
Cazoo 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 Cazoo's Buy-and-hold return. Our buy-and-hold chart shows how Cazoo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cazoo Market Price Analysis
Market price analysis indicators help investors to evaluate how Cazoo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cazoo shares will generate the highest return on investment. By understating and applying Cazoo stock market price indicators, traders can identify Cazoo position entry and exit signals to maximize returns.
Cazoo Return and Market Media
The median price of Cazoo for the period between Sat, Mar 2, 2024 and Fri, May 31, 2024 is 6.04 with a coefficient of variation of 58.99. The daily time series for the period is distributed with a sample standard deviation of 3.79, arithmetic mean of 6.42, and mean deviation of 3.16. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | Cazoo announces transition to pure-play automotive marketplace business model | 03/06/2024 |
2 | Is Cazoo Group Ltd a Winner in the Auto Truck Dealerships Industry - InvestorsObserver | 03/15/2024 |
3 | What Is Going on With Cazoo Stock Today | 03/21/2024 |
4 | CZOO Stock Price and Chart NYSECZOO - TradingView | 03/26/2024 |
5 | Cazoo Group Ltd Short Interest Update - MarketBeat | 04/10/2024 |
6 | Cazoo Group Ltd Short Interest Down 57.7 percent in April - MarketBeat | 04/29/2024 |
7 | NYSE to Commence Delisting Proceedings Against Cazoo Group Ltd | 05/21/2024 |
About Cazoo 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 Cazoo or other stocks. Alpha measures the amount that position in Cazoo Group 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) | Days Sales Outstanding | 57.37 | 16.37 | 18.82 | 17.88 | PTB Ratio | 423.8 | 135.82 | 156.19 | 148.38 |
Cazoo Upcoming Company Events
As portrayed in its financial statements, the presentation of Cazoo's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cazoo's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cazoo's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cazoo. Please utilize our Beneish M Score to check the likelihood of Cazoo's management manipulating its earnings.
4th of April 2024 Upcoming Quarterly Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
4th of April 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 Cazoo
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 Cazoo Backtesting, Cazoo Valuation, Cazoo Correlation, Cazoo Hype Analysis, Cazoo Volatility, Cazoo History and analyze Cazoo Performance. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Complementary Tools for Cazoo Stock analysis
When running Cazoo's price analysis, check to measure Cazoo's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Cazoo is operating at the current time. Most of Cazoo's value examination focuses on studying past and present price action to predict the probability of Cazoo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cazoo's price. Additionally, you may evaluate how the addition of Cazoo to your portfolios can decrease your overall portfolio volatility.
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