Castellum Stock Alpha and Beta Analysis
| CTM Stock | USD 0.16 0.01 5.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Castellum. It also helps investors analyze the systematic and unsystematic risks associated with investing in Castellum over a specified time horizon. Remember, high Castellum'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 Castellum's market risk premium analysis include:
Beta (0.65) | Alpha 0.15 | Risk 4.85 | Sharpe Ratio 0.0041 | Expected Return 0.0198 |
Enterprise Value |
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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.
Castellum |
Castellum Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Castellum market risk premium is the additional return an investor will receive from holding Castellum 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 Castellum. 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 Castellum's performance over market.| α | 0.15 | β | -0.65 |
Castellum 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 Castellum's Buy-and-hold return. Our buy-and-hold chart shows how Castellum performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Castellum Market Price Analysis
Market price analysis indicators help investors to evaluate how Castellum stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Castellum shares will generate the highest return on investment. By understating and applying Castellum stock market price indicators, traders can identify Castellum position entry and exit signals to maximize returns.
Castellum Return and Market Media
The median price of Castellum for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 0.17 with a coefficient of variation of 4.75. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.17, and mean deviation of 0.01. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1800000 shares by David Bell of Castellum at 3.8 subject to Rule 16b-3 | 09/09/2024 |
2 | Castellum, Inc. Announces 11.6 Million Higher Sequential Revenue and Gross Profits for Q3 2024 | 11/04/2024 |
About Castellum 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 Castellum or other stocks. Alpha measures the amount that position in Castellum 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 | 0.002904 | 0.008404 | 0.008824 | Price To Sales Ratio | 0.82 | 0.31 | 0.3 |
Castellum Upcoming Company Events
As portrayed in its financial statements, the presentation of Castellum's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Castellum's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Castellum's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Castellum. Please utilize our Beneish M Score to check the likelihood of Castellum's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Castellum Backtesting, Castellum Valuation, Castellum Correlation, Castellum Hype Analysis, Castellum Volatility, Castellum History and analyze Castellum Performance. To learn how to invest in Castellum Stock, please use our How to Invest in Castellum guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Castellum 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.