Corporacion America Airports Stock Alpha and Beta Analysis

CAAP Stock  USD 18.72  0.03  0.16%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Corporacion America Airports. It also helps investors analyze the systematic and unsystematic risks associated with investing in Corporacion America over a specified time horizon. Remember, high Corporacion America'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 Corporacion America's market risk premium analysis include:
Beta
0.43
Alpha
0.27
Risk
2.44
Sharpe Ratio
0.16
Expected Return
0.38
Please note that although Corporacion America alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Corporacion America did 0.27  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Corporacion America Airports stock's relative risk over its benchmark. Corporacion America has a beta of 0.43  . As returns on the market increase, Corporacion America's returns are expected to increase less than the market. However, during the bear market, the loss of holding Corporacion America is expected to be smaller as well. As of 11/26/2024, Book Value Per Share is likely to grow to 6.18, while Tangible Book Value Per Share is likely to drop (11.21).
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.
  
Check out Corporacion America Backtesting, Corporacion America Valuation, Corporacion America Correlation, Corporacion America Hype Analysis, Corporacion America Volatility, Corporacion America History and analyze Corporacion America Performance.

Corporacion America Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Corporacion America market risk premium is the additional return an investor will receive from holding Corporacion America 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 Corporacion America. 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 Corporacion America's performance over market.
α0.27   β0.43

Corporacion America 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 Corporacion America's Buy-and-hold return. Our buy-and-hold chart shows how Corporacion America performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Corporacion America Market Price Analysis

Market price analysis indicators help investors to evaluate how Corporacion America stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Corporacion America shares will generate the highest return on investment. By understating and applying Corporacion America stock market price indicators, traders can identify Corporacion America position entry and exit signals to maximize returns.

Corporacion America Return and Market Media

The median price of Corporacion America for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 17.98 with a coefficient of variation of 8.4. The daily time series for the period is distributed with a sample standard deviation of 1.48, arithmetic mean of 17.62, and mean deviation of 1.16. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Is Corporacin Amrica Airports S.A. One of the Worst Airport Stocks to Buy
09/30/2024
2
Corporacin Amrica Airports earnings growth rate lags the 31 percent CAGR delivered to shareholders
10/04/2024
3
Market Might Still Lack Some Conviction On Corporacin Amrica Airports S.A. Even After 27 percent Share Price Boost
10/11/2024
4
Heres Why Corporacion America Airports S.A. is a Great Momentum Stock to Buy
10/17/2024
5
Corporacin Amrica Airports Hits New 12-Month High Heres Why
11/06/2024
6
Corporacin Amrica Airports S.A. Reports October 2024 Passenger
11/18/2024
7
Corporacion America Airports Reports Third Quarter 2024 Results
11/20/2024
8
Corporacion America Airports SA Q3 2024 Earnings Call Highlights Navigating Challenges ...
11/22/2024

About Corporacion America 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 Corporacion or other stocks. Alpha measures the amount that position in Corporacion America 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.
 2023 2024 (projected)
Dividend Yield0.0027180.002582
Price To Sales Ratio1.851.49

Corporacion America Upcoming Company Events

As portrayed in its financial statements, the presentation of Corporacion America's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Corporacion America's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Corporacion America's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Corporacion America. Please utilize our Beneish M Score to check the likelihood of Corporacion America's management manipulating its earnings.
27th of March 2024
Upcoming Quarterly Report
View
31st of December 2023
Next Fiscal Quarter End
View

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Additional Tools for Corporacion Stock Analysis

When running Corporacion America's price analysis, check to measure Corporacion America's 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 Corporacion America is operating at the current time. Most of Corporacion America's value examination focuses on studying past and present price action to predict the probability of Corporacion America's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Corporacion America's price. Additionally, you may evaluate how the addition of Corporacion America to your portfolios can decrease your overall portfolio volatility.