Cmc Metals Stock Alpha and Beta Analysis
| CMCXF Stock | USD 0.01 0 14.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CMC Metals. It also helps investors analyze the systematic and unsystematic risks associated with investing in CMC Metals over a specified time horizon. Remember, high CMC Metals' 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 CMC Metals' market risk premium analysis include:
Beta (2.13) | Alpha 1.4 | Risk 19.35 | Sharpe Ratio 0.0973 | Expected Return 1.88 |
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.
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CMC Metals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CMC Metals market risk premium is the additional return an investor will receive from holding CMC Metals 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 CMC Metals. 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 CMC Metals' performance over market.| α | 1.40 | β | -2.13 |
CMC Metals 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 CMC Metals' Buy-and-hold return. Our buy-and-hold chart shows how CMC Metals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CMC Metals Market Price Analysis
Market price analysis indicators help investors to evaluate how CMC Metals otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CMC Metals shares will generate the highest return on investment. By understating and applying CMC Metals otc stock market price indicators, traders can identify CMC Metals position entry and exit signals to maximize returns.
CMC Metals Return and Market Media
The median price of CMC Metals for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 0.0165 with a coefficient of variation of 14.61. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.02, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About CMC Metals 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 CMC or other otcs. Alpha measures the amount that position in CMC Metals 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 CMC Metals 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, CMC Metals' short interest history, or implied volatility extrapolated from CMC Metals options trading.
Build Portfolio with CMC Metals
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Other Information on Investing in CMC OTC Stock
CMC Metals financial ratios help investors to determine whether CMC OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CMC with respect to the benefits of owning CMC Metals security.