Commscope Holding Co Stock Alpha and Beta Analysis
| COMM Stock | USD 4.98 0.12 2.47% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CommScope Holding Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in CommScope Holding over a specified time horizon. Remember, high CommScope Holding'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 CommScope Holding's market risk premium analysis include:
Beta 0.0299 | Alpha (0.21) | Risk 5.71 | Sharpe Ratio (0.06) | Expected Return (0.36) |
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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.
CommScope |
CommScope Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CommScope Holding market risk premium is the additional return an investor will receive from holding CommScope Holding 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 CommScope Holding. 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 CommScope Holding's performance over market.| α | -0.21 | β | 0.03 |
CommScope Holding 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 CommScope Holding's Buy-and-hold return. Our buy-and-hold chart shows how CommScope Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CommScope Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how CommScope Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CommScope Holding shares will generate the highest return on investment. By understating and applying CommScope Holding stock market price indicators, traders can identify CommScope Holding position entry and exit signals to maximize returns.
CommScope Holding Return and Market Media
The median price of CommScope Holding for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 5.34 with a coefficient of variation of 13.03. The daily time series for the period is distributed with a sample standard deviation of 0.71, arithmetic mean of 5.41, and mean deviation of 0.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | CommScope Q3 2024 Earnings Preview | 11/06/2024 |
2 | Acquisition by Watts Claudius E. Iv of 10000 shares of CommScope Holding at 4.4775 subject to Rule 16b-3 | 11/21/2024 |
3 | Disposition of 1421 shares by Kyle Lorentzen of CommScope Holding at 4.77 subject to Rule 16b-3 | 11/29/2024 |
4 | With 74 percent ownership in CommScope Holding Company, Inc. , institutional investors have a lot riding on the business | 12/13/2024 |
5 | AOI Adds Kevin Jones to Lead Global Sales Team for Quantum Bandwidth | 12/17/2024 |
6 | Alphabets Stock Mojo Is Back With Help From Quantum Tech Leap | 12/18/2024 |
7 | Vantiva Announces Plan to Sell its Supply Chain Solutions Division to Funds Managed by Variant Equity | 12/19/2024 |
8 | Acquisition by Carlyle Group Inc. of 16646 shares of CommScope Holding subject to Rule 16b-3 | 12/31/2024 |
9 | CommScope cut to Market Perform at Raymond James | 01/06/2025 |
10 | CommScopes Critical Q4 Results Coming What The Market Is Watching - StockTitan | 01/29/2025 |
About CommScope Holding 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 CommScope or other stocks. Alpha measures the amount that position in CommScope Holding 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 | 2024 | 2025 (projected) | Dividend Yield | 0.009774 | 0.0112 | 0.0107 | Price To Sales Ratio | 0.17 | 0.12 | 0.11 |
CommScope Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of CommScope Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CommScope Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CommScope Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CommScope Holding. Please utilize our Beneish M Score to check the likelihood of CommScope Holding's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 CommScope Holding
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Check out CommScope Holding Backtesting, CommScope Holding Valuation, CommScope Holding Correlation, CommScope Holding Hype Analysis, CommScope Holding Volatility, CommScope Holding History and analyze CommScope Holding Performance. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
CommScope Holding 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.