Cal-Maine Foods (Germany) Alpha and Beta Analysis
| CM2 Stock | EUR 91.28 0.02 0.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cal Maine Foods. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cal-Maine Foods over a specified time horizon. Remember, high Cal-Maine Foods' 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 Cal-Maine Foods' market risk premium analysis include:
Beta 1.08 | Alpha 0.44 | Risk 2.36 | Sharpe Ratio 0.25 | Expected Return 0.58 |
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.
Cal-Maine |
Cal-Maine Foods Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cal-Maine Foods market risk premium is the additional return an investor will receive from holding Cal-Maine Foods 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 Cal-Maine Foods. 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 Cal-Maine Foods' performance over market.| α | 0.44 | β | 1.08 |
Cal-Maine Foods 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 Cal-Maine Foods' Buy-and-hold return. Our buy-and-hold chart shows how Cal-Maine Foods performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cal-Maine Foods Market Price Analysis
Market price analysis indicators help investors to evaluate how Cal-Maine Foods stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cal-Maine Foods shares will generate the highest return on investment. By understating and applying Cal-Maine Foods stock market price indicators, traders can identify Cal-Maine Foods position entry and exit signals to maximize returns.
Cal-Maine Foods Return and Market Media
The median price of Cal-Maine Foods for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 79.98 with a coefficient of variation of 13.92. The daily time series for the period is distributed with a sample standard deviation of 10.51, arithmetic mean of 75.53, and mean deviation of 9.58. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Cal-Maine Foods 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 Cal-Maine or other stocks. Alpha measures the amount that position in Cal Maine Foods 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 Cal-Maine Foods 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, Cal-Maine Foods' short interest history, or implied volatility extrapolated from Cal-Maine Foods options trading.
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Additional Information and Resources on Investing in Cal-Maine Stock
When determining whether Cal Maine Foods is a strong investment it is important to analyze Cal-Maine Foods' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cal-Maine Foods' future performance. For an informed investment choice regarding Cal-Maine Stock, refer to the following important reports:Check out Cal-Maine Foods Backtesting, Cal-Maine Foods Valuation, Cal-Maine Foods Correlation, Cal-Maine Foods Hype Analysis, Cal-Maine Foods Volatility, Cal-Maine Foods History and analyze Cal-Maine Foods Performance. For more detail on how to invest in Cal-Maine Stock please use our How to Invest in Cal-Maine Foods guide.You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Cal-Maine Foods 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.