Canaf Investments Stock Alpha and Beta Analysis
| CAF Stock | CAD 0.28 0.02 6.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Canaf Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in Canaf Investments over a specified time horizon. Remember, high Canaf Investments' 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 Canaf Investments' market risk premium analysis include:
Beta 1.12 | Alpha 0.097 | Risk 4.3 | Sharpe Ratio 0.0488 | Expected Return 0.21 |
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.
Canaf |
Canaf Investments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Canaf Investments market risk premium is the additional return an investor will receive from holding Canaf Investments 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 Canaf Investments. 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 Canaf Investments' performance over market.| α | 0.1 | β | 1.12 |
Canaf Investments 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 Canaf Investments' Buy-and-hold return. Our buy-and-hold chart shows how Canaf Investments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Canaf Investments Market Price Analysis
Market price analysis indicators help investors to evaluate how Canaf Investments stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Canaf Investments shares will generate the highest return on investment. By understating and applying Canaf Investments stock market price indicators, traders can identify Canaf Investments position entry and exit signals to maximize returns.
Canaf Investments Return and Market Media
The median price of Canaf Investments for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.29 with a coefficient of variation of 8.69. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.29, and mean deviation of 0.02. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Further Upside For Canaf Investments Inc. Shares Could Introduce Price Risks After 29 percent Bounce - Simply Wall St | 08/30/2024 |
2 | Canadas investments to India rise despite growing tensions, shows data - Moneycontrol | 10/16/2024 |
About Canaf Investments 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 Canaf or other stocks. Alpha measures the amount that position in Canaf Investments 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Canaf Investments in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Canaf Investments' short interest history, or implied volatility extrapolated from Canaf Investments options trading.
Build Portfolio with Canaf Investments
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Additional Tools for Canaf Stock Analysis
When running Canaf Investments' price analysis, check to measure Canaf Investments' 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 Canaf Investments is operating at the current time. Most of Canaf Investments' value examination focuses on studying past and present price action to predict the probability of Canaf Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Canaf Investments' price. Additionally, you may evaluate how the addition of Canaf Investments to your portfolios can decrease your overall portfolio volatility.