Stock Analysis on Net

Deckers Outdoor Corp. (NYSE:DECK)

$22.49

This company has been moved to the archive! The financial data has not been updated since February 5, 2024.

Capital Asset Pricing Model (CAPM)

Microsoft Excel

Capital asset pricing model (CAPM) indicates what should be the expected or required rate of return on risky assets like Deckers Outdoor Corp. common stock.

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Rates of Return

Deckers Outdoor Corp., monthly rates of return

Microsoft Excel
Deckers Outdoor Corp. (DECK) Standard & Poor’s 500 (S&P 500)
t Date PriceDECK,t1 DividendDECK,t1 RDECK,t2 PriceS&P 500,t RS&P 500,t3
Apr 30, 2017
1. May 31, 2017
2. Jun 30, 2017
3. Jul 31, 2017
. . . . . . .
. . . . . . .
. . . . . . .
70. Feb 28, 2023
71. Mar 31, 2023
Average (R):
Standard deviation:
Deckers Outdoor Corp. (DECK) Standard & Poor’s 500 (S&P 500)
t Date PriceDECK,t1 DividendDECK,t1 RDECK,t2 PriceS&P 500,t RS&P 500,t3
Apr 30, 2017
1. May 31, 2017
2. Jun 30, 2017
3. Jul 31, 2017
4. Aug 31, 2017
5. Sep 30, 2017
6. Oct 31, 2017
7. Nov 30, 2017
8. Dec 31, 2017
9. Jan 31, 2018
10. Feb 28, 2018
11. Mar 31, 2018
12. Apr 30, 2018
13. May 31, 2018
14. Jun 30, 2018
15. Jul 31, 2018
16. Aug 31, 2018
17. Sep 30, 2018
18. Oct 31, 2018
19. Nov 30, 2018
20. Dec 31, 2018
21. Jan 31, 2019
22. Feb 28, 2019
23. Mar 31, 2019
24. Apr 30, 2019
25. May 31, 2019
26. Jun 30, 2019
27. Jul 31, 2019
28. Aug 31, 2019
29. Sep 30, 2019
30. Oct 31, 2019
31. Nov 30, 2019
32. Dec 31, 2019
33. Jan 31, 2020
34. Feb 29, 2020
35. Mar 31, 2020
36. Apr 30, 2020
37. May 31, 2020
38. Jun 30, 2020
39. Jul 31, 2020
40. Aug 31, 2020
41. Sep 30, 2020
42. Oct 31, 2020
43. Nov 30, 2020
44. Dec 31, 2020
45. Jan 31, 2021
46. Feb 28, 2021
47. Mar 31, 2021
48. Apr 30, 2021
49. May 31, 2021
50. Jun 30, 2021
51. Jul 31, 2021
52. Aug 31, 2021
53. Sep 30, 2021
54. Oct 31, 2021
55. Nov 30, 2021
56. Dec 31, 2021
57. Jan 31, 2022
58. Feb 28, 2022
59. Mar 31, 2022
60. Apr 30, 2022
61. May 31, 2022
62. Jun 30, 2022
63. Jul 31, 2022
64. Aug 31, 2022
65. Sep 30, 2022
66. Oct 31, 2022
67. Nov 30, 2022
68. Dec 31, 2022
69. Jan 31, 2023
70. Feb 28, 2023
71. Mar 31, 2023
Average (R):
Standard deviation:

Show all

1 Data in US$ per share of common stock, adjusted for splits and stock dividends.

2 Rate of return on common stock of DECK during period t

3 Rate of return on S&P 500 (the market portfolio proxy) during period t


Variance and Covariance

Deckers Outdoor Corp., calculation of variance and covariance of returns

Microsoft Excel
t Date RDECK,t RS&P 500,t (RDECK,tRDECK)2 (RS&P 500,tRS&P 500)2 (RDECK,tRDECK)×(RS&P 500,tRS&P 500)
1. May 31, 2017
2. Jun 30, 2017
3. Jul 31, 2017
. . . . . . .
. . . . . . .
. . . . . . .
70. Feb 28, 2023
71. Mar 31, 2023
Total (Σ):
t Date RDECK,t RS&P 500,t (RDECK,tRDECK)2 (RS&P 500,tRS&P 500)2 (RDECK,tRDECK)×(RS&P 500,tRS&P 500)
1. May 31, 2017
2. Jun 30, 2017
3. Jul 31, 2017
4. Aug 31, 2017
5. Sep 30, 2017
6. Oct 31, 2017
7. Nov 30, 2017
8. Dec 31, 2017
9. Jan 31, 2018
10. Feb 28, 2018
11. Mar 31, 2018
12. Apr 30, 2018
13. May 31, 2018
14. Jun 30, 2018
15. Jul 31, 2018
16. Aug 31, 2018
17. Sep 30, 2018
18. Oct 31, 2018
19. Nov 30, 2018
20. Dec 31, 2018
21. Jan 31, 2019
22. Feb 28, 2019
23. Mar 31, 2019
24. Apr 30, 2019
25. May 31, 2019
26. Jun 30, 2019
27. Jul 31, 2019
28. Aug 31, 2019
29. Sep 30, 2019
30. Oct 31, 2019
31. Nov 30, 2019
32. Dec 31, 2019
33. Jan 31, 2020
34. Feb 29, 2020
35. Mar 31, 2020
36. Apr 30, 2020
37. May 31, 2020
38. Jun 30, 2020
39. Jul 31, 2020
40. Aug 31, 2020
41. Sep 30, 2020
42. Oct 31, 2020
43. Nov 30, 2020
44. Dec 31, 2020
45. Jan 31, 2021
46. Feb 28, 2021
47. Mar 31, 2021
48. Apr 30, 2021
49. May 31, 2021
50. Jun 30, 2021
51. Jul 31, 2021
52. Aug 31, 2021
53. Sep 30, 2021
54. Oct 31, 2021
55. Nov 30, 2021
56. Dec 31, 2021
57. Jan 31, 2022
58. Feb 28, 2022
59. Mar 31, 2022
60. Apr 30, 2022
61. May 31, 2022
62. Jun 30, 2022
63. Jul 31, 2022
64. Aug 31, 2022
65. Sep 30, 2022
66. Oct 31, 2022
67. Nov 30, 2022
68. Dec 31, 2022
69. Jan 31, 2023
70. Feb 28, 2023
71. Mar 31, 2023
Total (Σ):

Show all

VarianceDECK = Σ(RDECK,tRDECK)2 ÷ (71 – 1)
= ÷ (71 – 1)
=

VarianceS&P 500 = Σ(RS&P 500,tRS&P 500)2 ÷ (71 – 1)
= ÷ (71 – 1)
=

CovarianceDECK, S&P 500 = Σ(RDECK,tRDECK)×(RS&P 500,tRS&P 500) ÷ (71 – 1)
= ÷ (71 – 1)
=


Systematic Risk (β) Estimation

Microsoft Excel
VarianceDECK
VarianceS&P 500
CovarianceDECK, S&P 500
Correlation coefficientDECK, S&P 5001
βDECK2
αDECK3

Calculations

1 Correlation coefficientDECK, S&P 500
= CovarianceDECK, S&P 500 ÷ (Standard deviationDECK × Standard deviationS&P 500)
= ÷ ( × )
=

2 βDECK
= CovarianceDECK, S&P 500 ÷ VarianceS&P 500
= ÷
=

3 αDECK
= AverageDECK – βDECK × AverageS&P 500
= ×
=


Expected Rate of Return

Microsoft Excel
Assumptions
Rate of return on LT Treasury Composite1 RF
Expected rate of return on market portfolio2 E(RM)
Systematic risk (β) of Deckers Outdoor Corp. common stock βDECK
 
Expected rate of return on Deckers Outdoor Corp. common stock3 E(RDECK)

1 Unweighted average of bid yields on all outstanding fixed-coupon U.S. Treasury bonds neither due or callable in less than 10 years (risk-free rate of return proxy).

2 See details »

3 E(RDECK) = RF + βDECK [E(RM) – RF]
= + []
=