Capital Drilling (UK) Alpha and Beta Analysis
| CAPD Stock | 83.80 1.20 1.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Capital Drilling. It also helps investors analyze the systematic and unsystematic risks associated with investing in Capital Drilling over a specified time horizon. Remember, high Capital Drilling'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 Capital Drilling's market risk premium analysis include:
Beta 0.0869 | Alpha (0.06) | Risk 1.86 | Sharpe Ratio (0.01) | Expected Return (0.02) |
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.
Capital |
Capital Drilling Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capital Drilling market risk premium is the additional return an investor will receive from holding Capital Drilling 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 Capital Drilling. 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 Capital Drilling's performance over market.| α | -0.06 | β | 0.09 |
Capital Drilling 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 Capital Drilling's Buy-and-hold return. Our buy-and-hold chart shows how Capital Drilling performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Capital Drilling Market Price Analysis
Market price analysis indicators help investors to evaluate how Capital Drilling stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Capital Drilling shares will generate the highest return on investment. By understating and applying Capital Drilling stock market price indicators, traders can identify Capital Drilling position entry and exit signals to maximize returns.
Capital Drilling Return and Market Media
The median price of Capital Drilling for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 84.0 with a coefficient of variation of 1.98. The daily time series for the period is distributed with a sample standard deviation of 1.67, arithmetic mean of 84.16, and mean deviation of 1.41. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | RBC Capital sees PrairieSky Royalty stock driven by multi-lateral drilling prospects - Investing.com | 09/17/2024 |
| Capital Drilling dividend paid on 3rd of October 2024 | 10/03/2024 |
2 | We Like These Underlying Return On Capital Trends At Arabian Drilling - Simply Wall St | 10/04/2024 |
3 | Sky Gold Secures Strategic Partnership with Gaia Life Capital, Plans Nevada Drilling Program SRKZF Stock News - StockTitan | 11/08/2024 |
4 | Capital Limited Strengthens Board with New Appointment - TipRanks | 11/20/2024 |
About Capital Drilling 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 Capital or other stocks. Alpha measures the amount that position in Capital Drilling 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Capital Drilling in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Capital Drilling's short interest history, or implied volatility extrapolated from Capital Drilling options trading.
Build Portfolio with Capital Drilling
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Additional Tools for Capital Stock Analysis
When running Capital Drilling's price analysis, check to measure Capital Drilling'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 Capital Drilling is operating at the current time. Most of Capital Drilling's value examination focuses on studying past and present price action to predict the probability of Capital Drilling's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Capital Drilling's price. Additionally, you may evaluate how the addition of Capital Drilling to your portfolios can decrease your overall portfolio volatility.