Columbia Sportswear Stock Alpha and Beta Analysis
| COLM Stock | USD 87.16 0.24 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Columbia Sportswear. It also helps investors analyze the systematic and unsystematic risks associated with investing in Columbia Sportswear over a specified time horizon. Remember, high Columbia Sportswear'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 Columbia Sportswear's market risk premium analysis include:
Beta 0.57 | Alpha 0.0261 | Risk 1.69 | Sharpe Ratio 0.0824 | Expected Return 0.14 |
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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.
Columbia |
Columbia Sportswear Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Columbia Sportswear market risk premium is the additional return an investor will receive from holding Columbia Sportswear 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 Columbia Sportswear. 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 Columbia Sportswear's performance over market.| α | 0.03 | β | 0.57 |
Columbia Sportswear 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 Columbia Sportswear's Buy-and-hold return. Our buy-and-hold chart shows how Columbia Sportswear performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Columbia Sportswear Market Price Analysis
Market price analysis indicators help investors to evaluate how Columbia Sportswear stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Columbia Sportswear shares will generate the highest return on investment. By understating and applying Columbia Sportswear stock market price indicators, traders can identify Columbia Sportswear position entry and exit signals to maximize returns.
Columbia Sportswear Return and Market Media
The median price of Columbia Sportswear for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 81.48 with a coefficient of variation of 3.1. The daily time series for the period is distributed with a sample standard deviation of 2.52, arithmetic mean of 81.42, and mean deviation of 1.86. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 521 shares by Peter Bragdon of Columbia Sportswear subject to Rule 16b-3 | 09/05/2024 |
2 | Are Options Traders Betting on a Big Move in Columbia Sportswear Stock | 10/03/2024 |
3 | Columbia embauche une nouvelle agence crative et un nouveau responsable du marketing afin danimer sa future stratgie crative | 10/25/2024 |
4 | Columbia Sportswear Releases Quarterly Earnings Results, Beats Expectations By 0.20 EPS | 10/31/2024 |
5 | Earnings call Lightspeed reports solid growth, beats forecasts in Q2 2025 | 11/08/2024 |
6 | Columbia Sportswears Conservative Accounting Might Explain Soft Earnings | 11/14/2024 |
7 | From clothes to computers, 6 things expected to get more expensive if Trumps trade plans are enacted | 11/15/2024 |
8 | Darth Vader and Columbia Sportswear Team Up to Keep You Warm This Winter | 11/19/2024 |
9 | Federal Reserves likely slowdown in rate cuts could disappoint borrowers | 11/20/2024 |
10 | U.S. Federal Reserves likely slowdown in rate cuts could disappoint borrowers | 11/21/2024 |
11 | Columbia Sportswear Companys Earnings Havent Escaped The Attention Of Investors | 11/22/2024 |
12 | Walmart CFO Says They Dont Want To Raise Prices, But Prices Will Go Up For Consumers Due To Upcoming Tariffs | 11/25/2024 |
About Columbia Sportswear 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 Columbia or other stocks. Alpha measures the amount that position in Columbia Sportswear 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0137 | 0.0151 | 0.0292 | Price To Sales Ratio | 1.59 | 1.4 | 1.28 |
Columbia Sportswear Upcoming Company Events
As portrayed in its financial statements, the presentation of Columbia Sportswear's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Columbia Sportswear's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Columbia Sportswear's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Columbia Sportswear. Please utilize our Beneish M Score to check the likelihood of Columbia Sportswear's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Columbia Sportswear
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Check out Columbia Sportswear Backtesting, Columbia Sportswear Valuation, Columbia Sportswear Correlation, Columbia Sportswear Hype Analysis, Columbia Sportswear Volatility, Columbia Sportswear History and analyze Columbia Sportswear Performance. To learn how to invest in Columbia Stock, please use our How to Invest in Columbia Sportswear guide.You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Columbia Sportswear 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.