Clarus Stock Alpha and Beta Analysis

CLAR -  USA Stock  

USD 27.25  0.18  0.66%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Clarus Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Clarus Corp over a specified time horizon. Remember, high Clarus Corp'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.
Continue to Clarus Corp Backtesting, Clarus Corp Valuation, Clarus Corp Correlation, Clarus Corp Hype Analysis, Clarus Corp Volatility, Clarus Corp History and analyze Clarus Corp Performance.

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Please note that although Clarus Corp alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Clarus Corp did 0.09  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Clarus Corp stock's relative risk over its benchmark. Clarus Corp has a beta of 0.64  . Let's try to break down what Clarus's beta means in this case. As returns on the market increase, Clarus Corp returns are expected to increase less than the market. However, during the bear market, the loss on holding Clarus Corp will be expected to be smaller as well.
Clarus Corp Enterprise Value over EBIT is relatively stable at the moment as compared to the past year. Clarus Corp reported last year Enterprise Value over EBIT of 104.00. As of 09/16/2021, Enterprise Value over EBITDA is likely to grow to 51.41, while Price to Book Value is likely to drop 2.05.
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.

Clarus Corp Quarterly Book Value per Share

6.86Share

Clarus Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Clarus Corp market risk premium is the additional return an investor will receive from holding Clarus Corp 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 Clarus Corp. 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 Clarus Corp's performance over market.
α0.09   β0.64
90 days against DJI

Clarus Corp 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 Clarus Corp's Buy-and-hold return. Our buy-and-hold chart shows how Clarus Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Clarus Corp Market Price Analysis

Market price analysis indicators help investors to evaluate how Clarus Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Clarus Corp shares will generate the highest return on investment. By understating and applying Clarus Corp stock market price indicators, traders can identify Clarus Corp position entry and exit signals to maximize returns.

Clarus Corp Return and Market Media

The median price of Clarus Corp for the period between Tue, Aug 17, 2021 and Thu, Sep 16, 2021 is 27.3 with a coefficient of variation of 1.49. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 27.26, and mean deviation of 0.33. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Clarus gains 2.05 percent on Moderate Volume August 27 - Equ...08/27/2021
2
This is why Micron Technologys Balance Sheet is Well Structu...08/31/2021
3
BLUE WATE27 - Marketscreener.com09/15/2021

About Clarus Corp 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Clarus Corp 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.
 2019 2020 2021 (projected)
Receivables Turnover5.924.855.95
PPandE Turnover9.918.9610.96

Clarus Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of Clarus Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Clarus Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Clarus Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Clarus Corp. Please utilize our Beneish M Score to check the likelihood of Clarus Corp's management manipulating its earnings.
Upcoming Quarterly Report8th of November 2021
Next Earnings Report14th of March 2022
Next Fiscal Quarter End30th of September 2021
Next Fiscal Year End14th of March 2022
Last Quarter Report30th of June 2021
Last Earning Announcement30th of September 2020

Build Portfolio with Clarus Corp

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Continue to Clarus Corp Backtesting, Clarus Corp Valuation, Clarus Corp Correlation, Clarus Corp Hype Analysis, Clarus Corp Volatility, Clarus Corp History and analyze Clarus Corp Performance. Note that the Clarus Corp information on this page should be used as a complementary analysis to other Clarus Corp's 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 Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.

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When running Clarus Corp price analysis, check to measure Clarus Corp'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 Clarus Corp is operating at the current time. Most of Clarus Corp's value examination focuses on studying past and present price action to predict the probability of Clarus Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Clarus Corp's price. Additionally, you may evaluate how the addition of Clarus Corp to your portfolios can decrease your overall portfolio volatility.
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Clarus Corp 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.
A focus of Clarus Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Clarus Corp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...