Chicos Stock Alpha and Beta Analysis

CHS
 Stock
  

USD 6.05  0.06  0.98%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chicos Fas. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chicos Fas over a specified time horizon. Remember, high Chicos Fas' 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 Chicos Fas Backtesting, Chicos Fas Valuation, Chicos Fas Correlation, Chicos Fas Hype Analysis, Chicos Fas Volatility, Chicos Fas History and analyze Chicos Fas Performance.
  
Please note that although Chicos Fas 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, Chicos Fas did 0.10  worse 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 Chicos Fas stock's relative risk over its benchmark. Chicos Fas has a beta of 1.43  . Let's try to break down what Chicos'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, Chicos Fas will likely underperform.
Chicos Fas Book Value per Share is relatively stable at the moment as compared to the past year. Chicos Fas reported last year Book Value per Share of 1.89. As of 11/27/2022, Enterprise Value over EBIT is likely to grow to 19.47, while Tangible Assets Book Value per Share are likely to drop 9.47.
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.

Enterprise Value

1.88 Billion

Chicos Fas Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chicos Fas market risk premium is the additional return an investor will receive from holding Chicos Fas 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 Chicos Fas. 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 Chicos Fas' performance over market.
α-0.1   β1.43
90 days against DJI

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

Chicos Fas Market Price Analysis

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

Chicos Fas Return and Market Media

The median price of Chicos Fas for the period between Mon, Aug 29, 2022 and Sun, Nov 27, 2022 is 5.53 with a coefficient of variation of 12.63. The daily time series for the period is distributed with a sample standard deviation of 0.71, arithmetic mean of 5.62, and mean deviation of 0.6. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Chicos FAS Lifted to Strong-Buy at StockNews.com - MarketBea...09/08/2022
2
Sale by Bonnie Brooks of 100000 shares of Chicos Fas09/22/2022
3
Payment of 6259 shares by Hufford Wendy L of Chicos Fas subj...10/03/2022
4
4 Solid Apparel Stocks to Buy on Jump in Sales - Nasdaq10/18/2022
5
Zacks Investment Ideas feature highlights Chicos FAS, Travel...10/31/2022
6
EPS Reported11/22/2022
7
Chicos FAS Third Quarter 2023 Earnings EPS US205 - Yahoo Fin...11/23/2022

About Chicos Fas 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 Chicos or other stocks. Alpha measures the amount that position in Chicos Fas 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.
 2010 2022 (projected)
Long Term Debt to Equity0.08020.71
Interest Coverage123.711.97

Chicos Fas Upcoming Company Events

As portrayed in its financial statements, the presentation of Chicos Fas' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Chicos Fas' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Chicos Fas' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Chicos Fas. Please utilize our Beneish M Score to check the likelihood of Chicos Fas' management manipulating its earnings.
Upcoming Quarterly Report1st of March 2022
Next Financial Report14th of June 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End1st of March 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

Build Portfolio with Chicos Fas

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Continue to Chicos Fas Backtesting, Chicos Fas Valuation, Chicos Fas Correlation, Chicos Fas Hype Analysis, Chicos Fas Volatility, Chicos Fas History and analyze Chicos Fas Performance. Note that the Chicos Fas information on this page should be used as a complementary analysis to other Chicos Fas' 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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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