Cadiz Inc Stock Alpha and Beta Analysis
| CDZI Stock | USD 3.49 0.12 3.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cadiz Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cadiz over a specified time horizon. Remember, high Cadiz'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 Cadiz's market risk premium analysis include:
Beta 1.99 | Alpha (0.07) | Risk 3.29 | Sharpe Ratio 0.0355 | Expected Return 0.12 |
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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.
Cadiz |
Cadiz Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cadiz market risk premium is the additional return an investor will receive from holding Cadiz 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 Cadiz. 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 Cadiz's performance over market.| α | -0.07 | β | 1.99 |
Cadiz 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 Cadiz's Buy-and-hold return. Our buy-and-hold chart shows how Cadiz performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cadiz Market Price Analysis
Market price analysis indicators help investors to evaluate how Cadiz stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cadiz shares will generate the highest return on investment. By understating and applying Cadiz stock market price indicators, traders can identify Cadiz position entry and exit signals to maximize returns.
Cadiz Return and Market Media
The median price of Cadiz for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 3.12 with a coefficient of variation of 5.7. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 3.17, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Discretionary transaction by Odey Asset Management Llp of tradable shares of Cadiz subject to Rule 16b-3 | 09/06/2024 |
2 | Acquisition by Dreyfus Maria S. of 6356 shares of Cadiz at 2.95 subject to Rule 16b-3 | 10/01/2024 |
3 | Cadizs ATEC Water Systems Wins 1.6M in New Sales Contracts | 10/22/2024 |
4 | Cadiz Inc. Enters Lease Agreement for Renewable Energy Development | 10/24/2024 |
5 | Cadiz Inc. Announces 23 Million Registered Direct Offering | 11/04/2024 |
6 | Acquisition by Heerema International Group Services Sa of 2070000 shares of Cadiz at 3.34 subject to Rule 16b-3 | 11/05/2024 |
7 | Cadiz Inc sees significant stock acquisition by Heerema International | 11/06/2024 |
8 | Acquisition by Echaveste Maria of 2000 shares of Cadiz at 2.649 subject to Rule 16b-3 | 11/07/2024 |
9 | Cadiz to purchase 180 miles of new pipeline assets | 11/12/2024 |
10 | Cadiz Inc Shares Fall 5.01 percent Amidst Market Volatility | 11/13/2024 |
11 | Cadiz Inc. Declares Quarterly Dividend for Q3 2024 on Series A C - GuruFocus.com | 11/22/2024 |
About Cadiz 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 Cadiz or other stocks. Alpha measures the amount that position in Cadiz Inc 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 | 2023 | 2024 (projected) | Dividend Yield | 0.041 | 0.0278 | 0.0208 | Price To Sales Ratio | 83.06 | 92.33 | 87.72 |
Cadiz Upcoming Company Events
As portrayed in its financial statements, the presentation of Cadiz's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cadiz's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cadiz's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cadiz. Please utilize our Beneish M Score to check the likelihood of Cadiz'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 Cadiz
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 Cadiz Backtesting, Cadiz Valuation, Cadiz Correlation, Cadiz Hype Analysis, Cadiz Volatility, Cadiz History and analyze Cadiz Performance. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Cadiz 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.