Crown Holdings Stock Alpha and Beta Analysis
| CCK Stock | USD 82.45 0.08 0.1% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Crown Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Crown Holdings over a specified time horizon. Remember, high Crown Holdings' 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 Crown Holdings' market risk premium analysis include:
Beta 0.36 | Alpha (0.11) | Risk 2.17 | Sharpe Ratio (0.04) | Expected Return (0.08) |
Crown Holdings Quarterly Cash And Equivalents |
|
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.
Crown |
Crown Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Crown Holdings market risk premium is the additional return an investor will receive from holding Crown Holdings 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 Crown Holdings. 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 Crown Holdings' performance over market.| α | -0.11 | β | 0.36 |
Crown Holdings 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 Crown Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Crown Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Crown Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Crown Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Crown Holdings shares will generate the highest return on investment. By understating and applying Crown Holdings stock market price indicators, traders can identify Crown Holdings position entry and exit signals to maximize returns.
Crown Holdings Return and Market Media
The median price of Crown Holdings for the period between Mon, Feb 5, 2024 and Sun, May 5, 2024 is 77.43 with a coefficient of variation of 4.59. The daily time series for the period is distributed with a sample standard deviation of 3.58, arithmetic mean of 77.98, and mean deviation of 2.42. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Marsha Williams of 536 shares of Crown Holdings subject to Rule 16b-3 | 02/16/2024 |
2 | Disposition of 17146 shares by Timothy Donahue of Crown Holdings at 76.82 subject to Rule 16b-3 | 02/23/2024 |
3 | CROWN SIGNS RENEWABLE ENERGY DEAL SIGNIFICANTLY EXPANDING COVERAGE OF ITS ELECTRICITY CONSUMPTION IN EUROPE | 02/28/2024 |
4 | CROWN HOLDINGS SECURES ALUMINIUM STEWARDSHIP INITIATIVE CHAIN OF CUSTODY CERTIFICATION FOR MEXICAN OPERATIONS | 03/26/2024 |
| Crown Holdings dividend paid on 28th of March 2024 | 03/28/2024 |
5 | Super Micro Computer To Rally Around 70 Here Are 10 Top Analyst Forecasts For Tuesday | 04/16/2024 |
6 | Bairds top picks in the Packaging and Coaters subindustry | 04/18/2024 |
7 | Ahead of Crown Q1 Earnings Get Ready With Wall Street Estimates for Key Metrics | 04/24/2024 |
8 | Crown Holdings stock performs better than its underlying earnings growth over last five years | 04/26/2024 |
9 | Crown Holdings Non-GAAP EPS of 1.02 beats by 0.06, revenue of 2.78B misses by 150M | 04/29/2024 |
10 | CCK Stock Earnings Crown Holdings Beats EPS, Misses Revenue for Q1 2024 | 04/30/2024 |
11 | Crown Holdings shares target raised by Loop Capital after strong Q1 earnings | 05/01/2024 |
12 | Beverage Packaging Market Insights with Statistics and Growth Prediction Exactitude Consultancy | 05/02/2024 |
About Crown Holdings 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 Crown or other stocks. Alpha measures the amount that position in Crown Holdings 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0105 | 0.009935 | Price To Sales Ratio | 0.92 | 0.51 |
Crown Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Crown Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Crown Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Crown Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Crown Holdings. Please utilize our Beneish M Score to check the likelihood of Crown Holdings' management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 22nd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th 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 Crown Holdings
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.Build Diversified Portfolios
Align your risk with return expectations
Check out Crown Holdings Backtesting, Crown Holdings Valuation, Crown Holdings Correlation, Crown Holdings Hype Analysis, Crown Holdings Volatility, Crown Holdings History and analyze Crown Holdings Performance. For more information on how to buy Crown Stock please use our How to buy in Crown Stock guide.Note that the Crown Holdings information on this page should be used as a complementary analysis to other Crown 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 the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for Crown Stock analysis
When running Crown Holdings' price analysis, check to measure Crown 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 Crown Holdings is operating at the current time. Most of Crown Holdings' value examination focuses on studying past and present price action to predict the probability of Crown Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Crown Holdings' price. Additionally, you may evaluate how the addition of Crown Holdings to your portfolios can decrease your overall portfolio volatility.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |
Crown 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.