Urban Stock Alpha and Beta Analysis


USD 21.63  1.44  7.13%   

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.
Also, please take a look at Urban Outfitters Backtesting, Urban Outfitters Valuation, Urban Outfitters Correlation, Urban Outfitters Hype Analysis, Urban Outfitters Volatility, Urban Outfitters History and analyze Urban Outfitters Performance.
Please note that although Urban Outfitters 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, Urban Outfitters did 0.30  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 Urban Outfitters stock's relative risk over its benchmark. Urban Outfitters has a beta of 1.62  . Let's try to break down what Urban'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, Urban Outfitters will likely underperform.
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 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.
α0.30   β1.62
90 days against DJI

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 Thu, Jul 7, 2022 and Wed, Oct 5, 2022 is 21.0 with a coefficient of variation of 5.34. The daily time series for the period is distributed with a sample standard deviation of 1.12, arithmetic mean of 20.96, and mean deviation of 0.88. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Nisa Investment Advisors LLC Decreases Stock Holdings in Urb...07/27/2022
EPS Estimate07/28/2022
Exercise or conversion by Mcdonald Wesley S of 00 shares of ...08/02/2022
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EPS Reported08/23/2022
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Urban Outfitters Could Be Struggling To Allocate Capital - N...09/02/2022
Urban Outfitters stock falls 3.7 percent in past week as one...09/15/2022
Exercise or conversion by Elizabeth Lambert of 00 shares of ...09/21/2022
Urban Outfitters, Inc. Short Interest Update - MarketBeat09/29/2022

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.

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.
Upcoming Quarterly Report1st of March 2022
Next Financial Report24th of May 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 Urban Outfitters

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
Also, please take a look at Urban Outfitters Backtesting, Urban Outfitters Valuation, Urban Outfitters Correlation, Urban Outfitters Hype Analysis, Urban Outfitters Volatility, Urban Outfitters History and analyze Urban Outfitters Performance. 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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

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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 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.
A focus of Urban Outfitters technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Urban Outfitters 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...