Capri Stock Market Value

CPRI
 Stock
  

USD 51.60  0.80  1.57%   

Capri Holdings' market value is the price at which a share of Capri Holdings stock trades on a public exchange. It measures the collective expectations of Capri Holdings investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Capri Holdings and determine expected loss or profit from investing in Capri Holdings over a given investment horizon. Continue to Capri Holdings Hype Analysis, Capri Holdings Correlation, Capri Holdings Valuation, Capri Holdings Volatility, as well as analyze Capri Holdings Alpha and Beta and Capri Holdings Performance.
Symbol


Is Capri Holdings' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Capri Holdings. If investors know Capri will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Capri Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
-0.007
Market Capitalization
7.1 B
Quarterly Revenue Growth YOY
0.085
Return On Assets
0.0807
Return On Equity
0.33
The market value of Capri Holdings is measured differently than its book value, which is the value of Capri that is recorded on the company's balance sheet. Investors also form their own opinion of Capri Holdings' value that differs from its market value or its book value, called intrinsic value, which is Capri Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Capri Holdings' market value can be influenced by many factors that don't directly affect Capri Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Capri Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine Capri Holdings value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Capri Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Capri Holdings 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Capri Holdings' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Capri Holdings.
0.00
02/20/2021
No Change 0.00  0.0 
In 1 year 5 months and 24 days
08/14/2022
0.00
If you would invest  0.00  in Capri Holdings on February 20, 2021 and sell it all today you would earn a total of 0.00 from holding Capri Holdings or generate 0.0% return on investment in Capri Holdings over 540 days. Capri Holdings is related to or competes with Columbia Sprtswr, Crown Crafts, Figs Inc, Irobot Corp, Twitter, Nokia Corp, and La Z. Capri Holdings Limited designs, markets, distributes, and retails branded womens and mens apparel, footwear, and accesso...More

Capri Holdings Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Capri Holdings' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Capri Holdings upside and downside potential and time the market with a certain degree of confidence.

Capri Holdings Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Capri Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Capri Holdings' standard deviation. In reality, there are many statistical measures that can use Capri Holdings historical prices to predict the future Capri Holdings' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Capri Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Capri Holdings in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
48.6551.9755.29
Details
Intrinsic
Valuation
LowReal ValueHigh
46.4464.0367.35
Details
13 Analysts
Consensus
LowTarget PriceHigh
58.0077.5090.00
Details
Earnings
Estimates (7)
LowProjected EPSHigh
5.305.345.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Capri Holdings. Your research has to be compared to or analyzed against Capri Holdings' peers to derive any actionable benefits. When done correctly, Capri Holdings' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Capri Holdings.

Capri Holdings Backtested Returns

Capri Holdings appears to be very steady, given 3 months investment horizon. Capri Holdings secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had 0.1% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Capri Holdings, which you can use to evaluate the future volatility of the firm. Please makes use of Capri Holdings' Downside Deviation of 4.0, mean deviation of 2.75, and Risk Adjusted Performance of 0.1467 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Capri Holdings holds a performance score of 7. The firm shows a Beta (market volatility) of 1.7412, which signifies a somewhat significant risk relative to the market. Let's try to break down what Capri's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Capri Holdings will likely underperform. Although it is vital to follow Capri Holdings historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Capri Holdings technical indicators, you can presently evaluate if the expected return of 0.34% will be sustainable into the future. Please makes use of Capri Holdings semi variance, and the relationship between the treynor ratio and daily balance of power to make a quick decision on whether Capri Holdings price patterns will revert.

Auto-correlation

    
  -0.14  

Insignificant reverse predictability

Capri Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Capri Holdings time series from 20th of February 2021 to 17th of November 2021 and 17th of November 2021 to 14th of August 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Capri Holdings price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Capri Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient-0.14
Spearman Rank Test-0.11
Residual Average0.0
Price Variance74.04

Capri Holdings lagged returns against current returns

Autocorrelation, which is Capri Holdings stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Capri Holdings' stock expected returns. We can calculate the autocorrelation of Capri Holdings returns to help us make a trade decision. For example, suppose you find that Capri Holdings stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Capri Holdings regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Capri Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Capri Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Capri Holdings stock over time.
   Current vs Lagged Prices   
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       Timeline  

Capri Holdings Lagged Returns

When evaluating Capri Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Capri Holdings stock have on its future price. Capri Holdings autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Capri Holdings autocorrelation shows the relationship between Capri Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Capri Holdings.
   Regressed Prices   
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       Timeline  

Capri Holdings Investors Sentiment

The influence of Capri Holdings' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Capri. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Capri Holdings' public news can be used to forecast risks associated with investment in Capri. The trend in average sentiment can be used to explain how an investor holding Capri can time the market purely based on public headlines and social activities around Capri Holdings. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Capri Holdings' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Capri Holdings' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Capri Holdings' news discussions. The higher the estimate score, the more favorable is the investor's outlook on Capri Holdings.

Capri Holdings Implied Volatility

    
  44.59  
Capri Holdings' implied volatility exposes the market's sentiment of Capri Holdings stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Capri Holdings' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Capri Holdings stock will not fluctuate a lot when Capri Holdings' options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Capri Holdings in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Capri Holdings' short interest history, or implied volatility extrapolated from Capri Holdings options trading.

Pair Trading with Capri Holdings

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Capri Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Capri Holdings will appreciate offsetting losses from the drop in the long position's value.

Moving together with Capri Holdings

0.79ADNTAdient Plc Fiscal Year End 9th of November 2022 PairCorr
The ability to find closely correlated positions to Capri Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Capri Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Capri Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Capri Holdings to buy it.
The correlation of Capri Holdings is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Capri Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Capri Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Capri Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Capri Holdings Hype Analysis, Capri Holdings Correlation, Capri Holdings Valuation, Capri Holdings Volatility, as well as analyze Capri Holdings Alpha and Beta and Capri Holdings Performance. Note that the Capri Holdings information on this page should be used as a complementary analysis to other Capri Holdings' 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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for Capri Stock analysis

When running Capri Holdings price analysis, check to measure Capri Holdings' 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 Capri Holdings is operating at the current time. Most of Capri Holdings' value examination focuses on studying past and present price action to predict the probability of Capri Holdings' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Capri Holdings' price. Additionally, you may evaluate how the addition of Capri Holdings to your portfolios can decrease your overall portfolio volatility.
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Capri 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.
A focus of Capri Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Capri Holdings 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...