Cna Financial Stock Alpha and Beta Analysis
| CNA Stock | USD 49.72 0.12 0.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CNA Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in CNA Financial over a specified time horizon. Remember, high CNA Financial'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 CNA Financial's market risk premium analysis include:
Beta 0.94 | Alpha (0.11) | Risk 1.3 | Sharpe Ratio (0.02) | Expected Return (0.03) |
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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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CNA Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CNA Financial market risk premium is the additional return an investor will receive from holding CNA Financial 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 CNA Financial. 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 CNA Financial's performance over market.| α | -0.11 | β | 0.94 |
CNA Financial 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 CNA Financial's Buy-and-hold return. Our buy-and-hold chart shows how CNA Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CNA Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how CNA Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CNA Financial shares will generate the highest return on investment. By understating and applying CNA Financial stock market price indicators, traders can identify CNA Financial position entry and exit signals to maximize returns.
CNA Financial Return and Market Media
The median price of CNA Financial for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 48.93 with a coefficient of variation of 2.58. The daily time series for the period is distributed with a sample standard deviation of 1.26, arithmetic mean of 49.02, and mean deviation of 1.01. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Kevin Smith of 687 shares of CNA Financial subject to Rule 16b-3 | 09/23/2024 |
2 | Heritage Insurance Earnings Expected to Grow What to Know Ahead of Next Weeks Release | 10/30/2024 |
3 | Disposition of 22698 shares by Douglas Worman of CNA Financial at 44.22 subject to Rule 16b-3 | 11/01/2024 |
4 | LOEWS CORPORATION REPORTS NET INCOME OF 401 MILLION FOR THE THIRD QUARTER OF 2024 | 11/04/2024 |
5 | CNA Financial Third Quarter 2024 Earnings Revenues Beat Expectations, EPS Lags | 11/05/2024 |
6 | CNA Financial Issues Quarterly Earnings Results | 11/06/2024 |
7 | Keefe nudges CNA Financial stock PT by 1, keeps Market Perform rating | 11/07/2024 |
8 | Cincinnati Financial Stock Rises 22.9 percent YTD More Room for Growth | 11/11/2024 |
9 | Should You Buy CNA Financial Corporation For Its Upcoming Dividend | 11/14/2024 |
10 | Disposition of 9486 shares by Daniel Franzetti of CNA Financial at 48.1 subject to Rule 16b-3 | 11/19/2024 |
11 | Q4 EPS Estimates for CNA Financial Decreased by Analyst - MarketBeat | 11/20/2024 |
About CNA Financial 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 CNA or other stocks. Alpha measures the amount that position in CNA Financial 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 | 0.0855 | 0.0686 | 0.072 | Price To Sales Ratio | 0.97 | 0.86 | 0.61 |
CNA Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of CNA Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CNA Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CNA Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CNA Financial. Please utilize our Beneish M Score to check the likelihood of CNA Financial's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of February 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 CNA Financial
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 CNA Financial Backtesting, CNA Financial Valuation, CNA Financial Correlation, CNA Financial Hype Analysis, CNA Financial Volatility, CNA Financial History and analyze CNA Financial Performance. For information on how to trade CNA Stock refer to our How to Trade CNA Stock guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
CNA Financial 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.