Cohen Company Stock Alpha and Beta Analysis
| COHN Stock | USD 10.15 0.26 2.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cohen Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cohen over a specified time horizon. Remember, high Cohen'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 Cohen's market risk premium analysis include:
Beta 0.1 | Alpha 0.3 | Risk 3.1 | Sharpe Ratio 0.12 | Expected Return 0.38 |
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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.
Cohen |
Cohen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cohen market risk premium is the additional return an investor will receive from holding Cohen 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 Cohen. 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 Cohen's performance over market.| α | 0.30 | β | 0.10 |
Cohen 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 Cohen's Buy-and-hold return. Our buy-and-hold chart shows how Cohen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cohen Market Price Analysis
Market price analysis indicators help investors to evaluate how Cohen stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cohen shares will generate the highest return on investment. By understating and applying Cohen stock market price indicators, traders can identify Cohen position entry and exit signals to maximize returns.
Cohen Return and Market Media
The median price of Cohen for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 8.4 with a coefficient of variation of 7.81. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 8.73, and mean deviation of 0.57. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Cohen dividend paid on 5th of September 2024 | 09/05/2024 |
1 | Cohen Steers, Inc. Shares Bought by Dimensional Fund Advisors LP - MarketBeat | 09/26/2024 |
2 | Acquisition by Joseph Pooler of 17321 shares of Cohen subject to Rule 16b-3 | 10/18/2024 |
3 | Acquisition by Daniel Cohen of 2000000 shares of Cohen subject to Rule 16b-3 | 10/25/2024 |
4 | GameStop Jumps 3.4 percent After Roaring Kitty Dumps Chewy One Ryan Cohen-Linked Stock Now Near Oversold Levels - Benzinga | 10/30/2024 |
5 | Cohen Company Reports Third Quarter 2024 Financial Results | 11/04/2024 |
6 | Billionaires Warren Buffett, Israel Englander, and Steven Cohen Are Piling Into Wall Streets Most-Popular Reverse Stock Split of 2024 - The Motley Fool | 11/13/2024 |
7 | Cohen Investment Advisors LLC Sells 1,603 Shares of Microsoft Co. - MarketBeat | 11/22/2024 |
About Cohen 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 Cohen or other stocks. Alpha measures the amount that position in Cohen Company 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.
| 2020 | 2021 | 2022 (projected) | PTB Ratio | 0.42 | 0.29 | 0.25 | Dividend Yield | 0.001461 | 0.0382 | 0.22 |
Cohen Upcoming Company Events
As portrayed in its financial statements, the presentation of Cohen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cohen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cohen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cohen. Please utilize our Beneish M Score to check the likelihood of Cohen's management manipulating its earnings.
| 5th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Cohen Backtesting, Cohen Valuation, Cohen Correlation, Cohen Hype Analysis, Cohen Volatility, Cohen History and analyze Cohen Performance. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Cohen 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.