Consolidated Water Co Stock Alpha and Beta Analysis
| CWCO Stock | USD 27.44 1.15 4.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Consolidated Water Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Consolidated Water over a specified time horizon. Remember, high Consolidated Water'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 Consolidated Water's market risk premium analysis include:
Beta 1.47 | Alpha (0.11) | Risk 1.92 | Sharpe Ratio (0) | Expected Return (0.01) |
Consolidated Water Quarterly Cash And Equivalents |
|
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.
Consolidated |
Consolidated Water Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Consolidated Water market risk premium is the additional return an investor will receive from holding Consolidated Water 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 Consolidated Water. 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 Consolidated Water's performance over market.| α | -0.11 | β | 1.47 |
Consolidated Water 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 Consolidated Water's Buy-and-hold return. Our buy-and-hold chart shows how Consolidated Water performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Consolidated Water Market Price Analysis
Market price analysis indicators help investors to evaluate how Consolidated Water stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Consolidated Water shares will generate the highest return on investment. By understating and applying Consolidated Water stock market price indicators, traders can identify Consolidated Water position entry and exit signals to maximize returns.
Consolidated Water Return and Market Media
The median price of Consolidated Water for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 25.34 with a coefficient of variation of 3.76. The daily time series for the period is distributed with a sample standard deviation of 0.96, arithmetic mean of 25.49, and mean deviation of 0.77. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Multiple Insiders Sold Consolidated Water Shares Presenting Weak Signs For Investors | 09/09/2024 |
2 | Disposition of 2949 shares by Whittaker Raymond of Consolidated Water at 24.88 subject to Rule 16b-3 | 09/11/2024 |
3 | Consolidated Water Stock Moves -0.76 percent What You Should Know | 10/07/2024 |
4 | Disposition of 444 shares by Todd Redding of Consolidated Water subject to Rule 16b-3 | 10/18/2024 |
5 | Consolidated Water Stock Drops Despite Market Gains Important Facts to Note | 10/29/2024 |
| Consolidated Water dividend paid on 31st of October 2024 | 10/31/2024 |
6 | Artesian Resources Q3 Earnings and Revenues Top Estimates | 11/04/2024 |
7 | PGE Tops Q3 Earnings Estimates | 11/07/2024 |
8 | Telus Beats Q3 Earnings and Revenue Estimates | 11/08/2024 |
9 | Consolidated Water GAAP EPS of 0.28 beats by 0.03, revenue of 33.4M beats by 1.65M | 11/14/2024 |
10 | Consolidated Water Q3 Earnings and Revenues Beat Estimates - Zacks Investment Research | 11/15/2024 |
11 | Roth Capital Issues Pessimistic Forecast for CWCO Earnings - MarketBeat | 11/21/2024 |
About Consolidated Water 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 Consolidated or other stocks. Alpha measures the amount that position in Consolidated Water 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 | 2024 (projected) | Dividend Yield | 0.0357 | 0.0228 | 0.009793 | 0.009303 | Price To Sales Ratio | 2.43 | 2.4 | 3.11 | 2.68 |
Consolidated Water Upcoming Company Events
As portrayed in its financial statements, the presentation of Consolidated Water's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Consolidated Water's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Consolidated Water's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Consolidated Water. Please utilize our Beneish M Score to check the likelihood of Consolidated Water's management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of April 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 Consolidated Water
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 Consolidated Water Backtesting, Consolidated Water Valuation, Consolidated Water Correlation, Consolidated Water Hype Analysis, Consolidated Water Volatility, Consolidated Water History and analyze Consolidated Water Performance. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Consolidated Water 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.