Credit Acceptance Stock Alpha and Beta Analysis
| CACC Stock | USD 535.48 0.92 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Credit Acceptance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Credit Acceptance over a specified time horizon. Remember, high Credit Acceptance'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 Credit Acceptance's market risk premium analysis include:
Beta 1.63 | Alpha (0.05) | Risk 1.71 | Sharpe Ratio 0.0039 | Expected Return 0.0067 |
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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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Credit Acceptance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Credit Acceptance market risk premium is the additional return an investor will receive from holding Credit Acceptance 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 Credit Acceptance. 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 Credit Acceptance's performance over market.| α | -0.05 | β | 1.63 |
Credit Acceptance 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 Credit Acceptance's Buy-and-hold return. Our buy-and-hold chart shows how Credit Acceptance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Credit Acceptance Market Price Analysis
Market price analysis indicators help investors to evaluate how Credit Acceptance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Credit Acceptance shares will generate the highest return on investment. By understating and applying Credit Acceptance stock market price indicators, traders can identify Credit Acceptance position entry and exit signals to maximize returns.
Credit Acceptance Return and Market Media
The median price of Credit Acceptance for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 550.77 with a coefficient of variation of 2.18. The daily time series for the period is distributed with a sample standard deviation of 11.97, arithmetic mean of 550.23, and mean deviation of 8.14. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Seeking Clues to Credit Acceptance Q4 Earnings A Peek Into Wall Street Projections for Key Metrics | 01/29/2024 |
2 | AMG National Trust Bank Buys 988 Shares of Credit Acceptance Co. - MarketBeat | 02/08/2024 |
3 | Sale by Watson Jill Foss of 115 shares of Credit Acceptance | 02/26/2024 |
4 | Credit Acceptance Announces Completion of 200.0 Million Asset-Backed Financing | 02/27/2024 |
5 | Sale by Watson Jill Foss of tradable shares of Credit Acceptance | 02/28/2024 |
6 | Disposition of 1923 shares by Arthur Smith of Credit Acceptance at 555.26 subject to Rule 16b-3 | 02/29/2024 |
7 | Disposition of 8723 shares by Arthur Smith of Credit Acceptance at 554.0 subject to Rule 16b-3 | 03/01/2024 |
8 | Possible Bearish Signals With Credit Acceptance Insiders Disposing Stock | 03/06/2024 |
9 | California State Teachers Retirement System Sells 693 Shares of Credit Acceptance Co. - Defense World | 03/12/2024 |
10 | Credit Acceptance and Bread Financial Head to Head Analysis - Defense World | 03/18/2024 |
11 | Acquisition by Jonathan Lum of 2500 shares of Credit Acceptance at 333.94 subject to Rule 16b-3 | 03/19/2024 |
12 | Disposition of 2500 shares by Douglas Busk of Credit Acceptance at 572.58 subject to Rule 16b-3 | 03/21/2024 |
13 | Credit Acceptance Co. Shares Sold by Public Employees Retirement System of Ohio - Defense World | 03/26/2024 |
14 | Credit Acceptance Co. Stock Position Raised by Arizona State Retirement System - Defense World | 04/16/2024 |
About Credit Acceptance 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 Credit or other stocks. Alpha measures the amount that position in Credit Acceptance 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 | 0.002336 | 7.5E-4 | 7.13E-4 | Price To Sales Ratio | 5.46 | 3.64 | 5.87 |
Credit Acceptance Upcoming Company Events
As portrayed in its financial statements, the presentation of Credit Acceptance's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Credit Acceptance's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Credit Acceptance's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Credit Acceptance. Please utilize our Beneish M Score to check the likelihood of Credit Acceptance's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 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 Credit Acceptance
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 Credit Acceptance Backtesting, Credit Acceptance Valuation, Credit Acceptance Correlation, Credit Acceptance Hype Analysis, Credit Acceptance Volatility, Credit Acceptance History and analyze Credit Acceptance Performance. For information on how to trade Credit Stock refer to our How to Trade Credit Stock guide.Note that the Credit Acceptance information on this page should be used as a complementary analysis to other Credit Acceptance's 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 Commodity Directory module to find actively traded commodities issued by global exchanges.
Complementary Tools for Credit Stock analysis
When running Credit Acceptance's price analysis, check to measure Credit Acceptance's 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 Credit Acceptance is operating at the current time. Most of Credit Acceptance's value examination focuses on studying past and present price action to predict the probability of Credit Acceptance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Credit Acceptance's price. Additionally, you may evaluate how the addition of Credit Acceptance to your portfolios can decrease your overall portfolio volatility.
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Credit Acceptance 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.