Compass Minerals International Stock Alpha and Beta Analysis
| CMP Stock | USD 15.07 0.24 1.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Compass Minerals International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Compass Minerals over a specified time horizon. Remember, high Compass Minerals' 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 Compass Minerals' market risk premium analysis include:
Beta 0.98 | Alpha 0.7 | Risk 5.29 | Sharpe Ratio 0.17 | Expected Return 0.9 |
Compass Minerals Quarterly Cash And Equivalents |
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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.
Compass |
Compass Minerals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Compass Minerals market risk premium is the additional return an investor will receive from holding Compass Minerals 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 Compass Minerals. 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 Compass Minerals' performance over market.| α | 0.70 | β | 0.98 |
Compass Minerals 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 Compass Minerals' Buy-and-hold return. Our buy-and-hold chart shows how Compass Minerals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Compass Minerals Market Price Analysis
Market price analysis indicators help investors to evaluate how Compass Minerals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Compass Minerals shares will generate the highest return on investment. By understating and applying Compass Minerals stock market price indicators, traders can identify Compass Minerals position entry and exit signals to maximize returns.
Compass Minerals Return and Market Media
The median price of Compass Minerals for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 12.25 with a coefficient of variation of 17.32. The daily time series for the period is distributed with a sample standard deviation of 2.03, arithmetic mean of 11.72, and mean deviation of 1.68. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1554 shares by Dunn B. Gordon of Compass Minerals subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 1227 shares by Dunn B. Gordon of Compass Minerals subject to Rule 16b-3 | 09/27/2024 |
3 | Disposition of 302 shares by Ben Nichols of Compass Minerals subject to Rule 16b-3 | 10/15/2024 |
4 | Compass Minerals Reports Final Fiscal 2024 Third-Quarter Results | 10/30/2024 |
5 | Methanex Surpasses Q3 Earnings and Revenue Estimates | 11/07/2024 |
6 | Disposition of 2989 shares by Lori Walker of Compass Minerals subject to Rule 16b-3 | 11/11/2024 |
7 | Arcadia Biosciences Reports Q3 Loss, Tops Revenue Estimates | 11/13/2024 |
8 | Valvoline Tops Q4 Earnings and Revenue Estimates | 11/19/2024 |
9 | Ambulatory Polysomnography Systems Market Set for Steady Growth with a 5.3 percent CAGR by 2034 Future Market Insights, Inc. | 11/21/2024 |
About Compass Minerals 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 Compass or other stocks. Alpha measures the amount that position in Compass Minerals Int 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.
| 2020 | 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.047 | 0.0421 | 0.0218 | 0.068 | Price To Sales Ratio | 1.4 | 2.08 | 0.95 | 1.26 |
Compass Minerals Upcoming Company Events
As portrayed in its financial statements, the presentation of Compass Minerals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Compass Minerals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Compass Minerals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Compass Minerals. Please utilize our Beneish M Score to check the likelihood of Compass Minerals' management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Compass Minerals
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Additional Tools for Compass Stock Analysis
When running Compass Minerals' price analysis, check to measure Compass Minerals' 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 Compass Minerals is operating at the current time. Most of Compass Minerals' value examination focuses on studying past and present price action to predict the probability of Compass Minerals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Compass Minerals' price. Additionally, you may evaluate how the addition of Compass Minerals to your portfolios can decrease your overall portfolio volatility.