Urban Outfitters Stock Alpha and Beta Analysis
| URBN Stock | USD 41.62 0.40 0.97% |
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 1.33 | Alpha (0.07) | Risk 2.54 | Sharpe Ratio 0.0163 | Expected Return 0.0413 |
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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.
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 | -0.07 | β | 1.33 |
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 Tue, Feb 13, 2024 and Mon, May 13, 2024 is 41.61 with a coefficient of variation of 5.24. The daily time series for the period is distributed with a sample standard deviation of 2.17, arithmetic mean of 41.37, and mean deviation of 1.73. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Urban Outfitters is a Great Momentum Stock Should You Buy | 03/01/2024 |
2 | Disposition of 1288 shares by Azeez Hayne of Urban Outfitters at 41.49 subject to Rule 16b-3 | 03/08/2024 |
3 | Disposition of 2878 shares by Azeez Hayne of Urban Outfitters at 41.0 subject to Rule 16b-3 | 03/12/2024 |
4 | PAR Punchh Partners with Attentive on SMS Marketing Capabilities for Restaurant Loyalty Programs | 04/03/2024 |
5 | Acquisition by Tricia Smith of 9166 shares of Urban Outfitters subject to Rule 16b-3 | 04/15/2024 |
6 | Red Light Holland Amends IP License Agreement with Mistercap LLC | 04/17/2024 |
7 | Urban Outfitters Gains on Expansion, Innovative Approach | 04/18/2024 |
8 | If You Think Artificial Intelligence Stocks are Hot, You Might Be Shocked to Find Out That These Underestimated Stocks Are Beating the Market | 04/19/2024 |
9 | Urban Outfitters Stock Back In Style After Bounce Off 50-Day Line | 04/23/2024 |
10 | Latest Global Online Clothing Rental Market SizeShare Worth USD 3.6 Billion by 2033 at a 7.7 percent CAGR Custom Market Insights | 04/26/2024 |
11 | Urban Outfitters Might Be Having Difficulty Using Its Capital Effectively | 04/30/2024 |
12 | Lulus Fashion Lounge Holdings, Inc. Reports Q1 Loss, Lags Revenue Estimates | 05/08/2024 |
13 | Sheins U.S. charm offensive and IPO could hinge on NRF membership. So far, its been rejected | 05/13/2024 |
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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 5.12 | 5.35 | 4.75 | 4.79 | PTB Ratio | 1.61 | 1.42 | 1.67 | 1.58 |
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
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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.Note that the Urban Outfitters information on this page should be used as a complementary analysis to other Urban Outfitters' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. 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 Urban Stock analysis
When running Urban Outfitters' price analysis, check to measure Urban Outfitters' 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 Urban Outfitters is operating at the current time. Most of Urban Outfitters' value examination focuses on studying past and present price action to predict the probability of Urban Outfitters' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Urban Outfitters' price. Additionally, you may evaluate how the addition of Urban Outfitters to your portfolios can decrease your overall portfolio volatility.
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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.