Cto Realty Growth Stock Alpha and Beta Analysis
| CTO Stock | USD 19.66 0.19 0.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CTO Realty Growth. It also helps investors analyze the systematic and unsystematic risks associated with investing in CTO Realty over a specified time horizon. Remember, high CTO Realty'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 CTO Realty's market risk premium analysis include:
Beta 0.24 | Alpha 0.0607 | Risk 2.04 | Sharpe Ratio 0.0389 | Expected Return 0.0793 |
CTO Realty 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.
CTO |
CTO Realty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CTO Realty market risk premium is the additional return an investor will receive from holding CTO Realty 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 CTO Realty. 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 CTO Realty's performance over market.| α | 0.06 | β | 0.24 |
CTO Realty 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 CTO Realty's Buy-and-hold return. Our buy-and-hold chart shows how CTO Realty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CTO Realty Market Price Analysis
Market price analysis indicators help investors to evaluate how CTO Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CTO Realty shares will generate the highest return on investment. By understating and applying CTO Realty stock market price indicators, traders can identify CTO Realty position entry and exit signals to maximize returns.
CTO Realty Return and Market Media
The median price of CTO Realty for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 19.17 with a coefficient of variation of 2.79. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 19.22, and mean deviation of 0.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1500 shares by Christopher Haga of CTO Realty at 19.19 subject to Rule 16b-3 | 08/29/2024 |
2 | Disposition of 750 shares by Christopher Haga of CTO Realty at 19.45 subject to Rule 16b-3 | 09/09/2024 |
| CTO Realty dividend paid on 12th of September 2024 | 09/12/2024 |
3 | CTO Realty Growth Announces Third Quarter 2024 Earnings Release and Conference Call Information - StockTitan | 09/25/2024 |
| CTO Realty dividend paid on 30th of September 2024 | 09/30/2024 |
5 | Acquisition by Laura Franklin of 650 shares of CTO Realty at 19.2235 subject to Rule 16b-3 | 10/01/2024 |
6 | Is Citigold Using Too Much Debt | 10/03/2024 |
7 | CTO Realty Growth Q3 2024 Earnings Preview | 10/23/2024 |
8 | CTO Realty Growth Raised to Strong-Buy at Raymond James | 10/31/2024 |
9 | Disposition of 29488 shares by John Albright of CTO Realty at 20.706 subject to Rule 16b-3 | 11/11/2024 |
10 | Los Angeles Capital Management LLC Invests 1.79 Million in CTO Realty Growth, Inc. - MarketBeat | 11/14/2024 |
11 | CTO Realty Growth Cash Flow from Investing -152.8 Mil - GuruFocus.com | 11/20/2024 |
About CTO Realty 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 CTO or other stocks. Alpha measures the amount that position in CTO Realty Growth 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.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 0.0716 | 0.0995 | 0.1 | Price To Sales Ratio | 5.15 | 4.11 | 3.58 |
CTO Realty Upcoming Company Events
As portrayed in its financial statements, the presentation of CTO Realty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CTO Realty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CTO Realty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CTO Realty. Please utilize our Beneish M Score to check the likelihood of CTO Realty's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 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 CTO Realty
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Check out CTO Realty Backtesting, CTO Realty Valuation, CTO Realty Correlation, CTO Realty Hype Analysis, CTO Realty Volatility, CTO Realty History and analyze CTO Realty Performance. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
CTO Realty 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.