Cra International Stock Alpha and Beta Analysis
| CRAI Stock | USD 195.03 0.89 0.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CRA International. It also helps investors analyze the systematic and unsystematic risks associated with investing in CRA International over a specified time horizon. Remember, high CRA International'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. Key technical indicators related to CRA International's market risk premium analysis include:
Beta 1.66 | Alpha 0.0808 | Risk 2.15 | Sharpe Ratio 0.14 | Expected Return 0.31 |
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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.
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CRA International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CRA International market risk premium is the additional return an investor will receive from holding CRA International 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 CRA International. 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 CRA International's performance over market.| α | 0.08 | β | 1.66 |
CRA International 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 CRA International's Buy-and-hold return. Our buy-and-hold chart shows how CRA International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CRA International Market Price Analysis
Market price analysis indicators help investors to evaluate how CRA International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CRA International shares will generate the highest return on investment. By understating and applying CRA International stock market price indicators, traders can identify CRA International position entry and exit signals to maximize returns.
CRA International Return and Market Media
The median price of CRA International for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 185.79 with a coefficient of variation of 7.69. The daily time series for the period is distributed with a sample standard deviation of 13.92, arithmetic mean of 181.0, and mean deviation of 12.47. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| CRA International dividend paid on 13th of September 2024 | 09/13/2024 |
1 | FirstEnergys Pennsylvania Default Service Program DSP-VI Auction Information Session for Prospective Bidders on Thursday, September 26, 2024 | 09/26/2024 |
2 | Charles River Associates to Host Third-Quarter Fiscal 2024 Financial Results Conference Call on October 31 | 10/10/2024 |
3 | Acquisition by Daniel Mahoney of tradable shares of CRA International subject to Rule 16b-3 | 10/15/2024 |
4 | CRA International Third Quarter 2024 Earnings EPS Beats Expectations | 11/01/2024 |
5 | Disposition of 535 shares by Avery Thomas Aiken of CRA International subject to Rule 16b-3 | 11/05/2024 |
6 | CRA International Crossed Above the 20-Day Moving Average What That Means for Investors | 11/07/2024 |
7 | CRA International Shares Have Risen 9.6 percent Since Q3 Earnings Beat | 11/08/2024 |
8 | Disposition of 299 shares by Jonathan Yellin of CRA International at 198.1505 subject to Rule 16b-3 | 11/12/2024 |
9 | Reasons to Retain Waste Management Stock in Your Portfolio Now | 11/15/2024 |
10 | Returns on Capital Paint A Bright Future For CRA International | 11/19/2024 |
11 | Are You a Value Investor This 1 Stock Could Be the Perfect Pick | 11/21/2024 |
12 | Are You a Momentum Investor This 1 Stock Could Be the Perfect Pick | 11/25/2024 |
13 | FirstEnergy Ohio Utilities Competitive Bidding Process Auction Information Session for Prospective Bidders on Tuesday, December 3, 2024 | 11/26/2024 |
14 | Acquisition by Jonathan Yellin of tradable shares of CRA International subject to Rule 16b-3 | 11/29/2024 |
About CRA International 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 CRA or other stocks. Alpha measures the amount that position in CRA International 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.
| 2016 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.003747 | 0.0108 | 0.0125 | 0.0205 | Price To Sales Ratio | 0.96 | 1.5 | 1.72 | 1.51 |
CRA International Upcoming Company Events
As portrayed in its financial statements, the presentation of CRA International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CRA International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CRA International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CRA International. Please utilize our Beneish M Score to check the likelihood of CRA International's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out CRA International Backtesting, CRA International Valuation, CRA International Correlation, CRA International Hype Analysis, CRA International Volatility, CRA International History and analyze CRA International Performance. For more detail on how to invest in CRA Stock please use our How to Invest in CRA International guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
CRA International 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.